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subprime mortgage credit, securitization, rating agencies, principal agent, moral hazard
This is a Now Publishers (01/14-3995) paper. Now Publishers (01/14-3995) charges $39.95 .
File name: SSRN-id1624982.
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Subprime mortgage credit, securitization, rating agencies, principal agent, moral hazard
New Basel Accord, credit risk
Bank capital regulation, risk management, credit risk, operational risk
Market risk, credit risk, operational risk, risk diversification, copula
banks, counterparty credit risk management, liquidity
risk measurement, risk management, capital adequacy
Risk management, credit risk, bootstrap, confidence intervals
Credit risk, stress testing, ratings migration, credit portfolio management
capital requirements, leverage, systemic risk
Liquidity, banking, financial crisis
Risk Management, Economic Interlinkages, Loss Forecasting, Default Correlation
Risk management, economic interlinkages, loss forecasting, default correlation
Deposit insurance pricing, loss distribution, risk-based premiums.
credit migration matrix, matrix norm, mobility indices, singular values, risk management
Risk management, credit risk, credit derivatives
Risk management, Value-at-Risk, Capital Regulation, Market Risk
Credit risk, risk management, matrix norms, bootstrapping, credit derivatives
commercial banks, risk management, portfolio choice, systemic risk
Risk management, credit risk, bootstrap
bank stress test, macroprudential, SCAP, bank supervision
risk management, bank performance, risk-based pricing, diversification
Risk management, default dependence, economic interlinkages, portfolio choice
Risk management, correlated defaults, credit loss distributions, heterogeneity, diversification
Economic interlinkages, global macroeconometric modeling, risk management
model risk, bank capital, bank regulation
revenue dynamics, capital requirements, leverage, systemic risk
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8792.
capital requirements, leverage, market discipline, model risk, systemic risk
Risk management, correlated defaults, factor models, portfolio choice
forecasting using GVAR, structural breaks and forecasting, average forecasts across models and windows, financial and macroeconomic forecasts
commercial banks, risk management, systemic risk
Treasury, Supplementary Financing Program , Treasury General Account, Treasury Tax and Loan Note account, cash management , Supplementary Financing Program
risk management, capital requirements, CCAR, systemic risk, bank performance
Insurance Risk, Capital Adequacy, Risk Correlations, Non-Financial Risk
risk management, capital requirements, CCAR, systemic risk, financial stability
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