Christian Capuano

Swiss Financial Market Supervisory Authority (FINMA)

Senior Risk Manager

Einsteinstrasse 2

Bern, 3003

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

1,059

SSRN CITATIONS

0

CROSSREF CITATIONS

6

Scholarly Papers (2)

1.
Downloads 697 ( 47,457)
Citation 2

Recent Advances in Credit Risk Modeling

Number of pages: 32 Posted: 19 Aug 2009
Swiss Financial Market Supervisory Authority (FINMA), International Monetary Fund (IMF) - International Capital Markets Department, affiliation not provided to SSRN, International Monetary Fund (IMF), International Monetary Fund (IMF) and George Washington University - School of Business
Downloads 501 (71,554)

Abstract:

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Asset prices, Bankruptcy, Bonds, Credit risk, Currencies, Economic models, External debt, Financial crisis, Financial risk, Financial sector, Sovereign debt

Recent Advances in Credit Risk Modeling

Number of pages: 32 Posted: 26 Aug 2009
Swiss Financial Market Supervisory Authority (FINMA), International Monetary Fund (IMF) - International Capital Markets Department, affiliation not provided to SSRN, International Monetary Fund (IMF), International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 196 (196,772)
Citation 6

Abstract:

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credit risk models

2.

The Option-iPoD: The Probability of Default Implied by Option Prices Based on Entropy

Number of pages: 31 Posted: 12 Sep 2008
Christian Capuano
Swiss Financial Market Supervisory Authority (FINMA)
Downloads 362 (105,724)

Abstract:

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Credit, Bond markets, Risk management, Financial risk, Financial institutions