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Advances in Credit Risk Modeling and Management

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Vrins, Frédéric [UCL]

This Special Issue aims at collating papers contributing methodologically and/or computationally, towards a more rigorous and reliable management of credit risk of financial institutions. Theoretical and empirical research works covering theoretical properties and/or computational aspects of risk measures are welcome.

Document type Article de périodique (Journal article) – Numéro entier
Access type Accès libre
Publication date 2019
Language Anglais
Journal information "Risks" - (2019)
Peer reviewed yes
Publisher MDPI AG
issn 2227-9091
e-issn 2227-9091
Publication status Publié
Affiliation UCL - SSH/LIDAM/LFIN - Louvain Finance
Keywords Recovery rate Modeling ; default models ; Computational techniques ; economic capital ; Basel regulations ; Counterparty risk ; Risk measures
Links
Bibliographic reference Vrins, Frédéric. Advances in Credit Risk Modeling and Management. In: Risks, (2019)
Permanent URL http://hdl.handle.net/2078.1/215467