.
Wehrspohn, Uwe's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total Downloads
16,429
Total
Citations
20
1.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
2,310
(2,203)
4
Default probability, exposure, pricing, portfolio management, risk measure, portfolio improvement
2.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,454
(4,917)
3.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,307
(5,917)
4
credit portfolio risk, analytical loss distribution, country risk, microeconomic risk, asset value model
4.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,277
(6,179)
Credit portfolio risk, risk measure, portfolio analysis, portfolio improvement, portfolio optimization
5.
Gersbach, Hans Swiss Federal Institute of Technology Zurich, (CER-ETH)
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,267
(6,251)
5
Basel II, lean IRB-approaches, credit portfolio risk, transition design, banking
6.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,260
(6,301)
7.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,204
(6,772)
4
8.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,201
(6,796)
9.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,130
(7,555)
10.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
1,021
(8,963)
1
11.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
851
(11,942)
2
credit risk, credit portfolio modeling, credit portfolio risk, asset value model, elliptical distribution, asymptotic loss distribution, loss density, value at risk, model error, economic capital
12.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
564
(21,696)
Rating validation, backtesting, model validation, banking regulation
13.
Gersbach, Hans Swiss Federal Institute of Technology Zurich, (CER-ETH)
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
515
(24,587)
Banking supervision, Basel 2, IRB
14.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
Romeike, Frank RiskNET
383
(35,887)
Rating, software evaluation
15.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
307
(46,840)
GARCH, heteroskedasticity, volatility spillover
16.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
198
(75,440)
Default probabilities, validation, credit risk
17.
Wehrspohn, Uwe Wehrspohn GmbH & Co. KG
Zhilyakov, Sergey Wehrspohn GmbH & Co. KG
180
(82,641)
Monte-Carlo simulation, rapid prototyping, risk management
Records 1 -
17
of 17 matches
[
1
]
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo1 in 0.328 seconds