Chulwoo Han

Durham University

Lecturer

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

Capital Markets & Portfolio Research, Inc.

CEO

Room 312 Bldg 314

Seoul National University

Seoul , 151-742

Korea

SCHOLARLY PAPERS

10

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in Total Papers Downloads

1,010

CITATIONS

2

Scholarly Papers (10)

1.

An Extended CreditRisk+ Framework for Portfolio Credit Risk Management

Number of pages: 26 Posted: 23 Apr 2014
Chulwoo Han and Jangkoo Kang
Durham University and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 251 (120,955)
Citation 1

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2.

Comparative Analysis of Credit Risk Models for Loan Portfolios

Number of pages: 17 Posted: 23 Apr 2014 Last Revised: 29 Apr 2014
Chulwoo Han
Durham University
Downloads 247 (122,930)
Citation 1

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3.

Efficient Value at Risk Estimation for Mortgage-Backed Securities

Number of pages: 31 Posted: 23 Apr 2014
Chulwoo Han, Frank C. Park and Jangkoo Kang
Durham University, Seoul National University and College of Business, Korea Advanced Institute of Science and Technology (KAIST)
Downloads 171 (173,897)

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4.

Impacts of Derivative Markets on Spot Market Volatility and Their Persistence

Number of pages: 11 Posted: 23 Apr 2014
Chulwoo Han
Durham University
Downloads 104 (256,619)

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5.

Logit Regression Based Bankruptcy Prediction of Korean Firms

Number of pages: 30 Posted: 23 Apr 2014
Durham University, Korea Advanced Institute of Science and Technology (KAIST), Mizuho Financial Group and Capital Markets & Portfolio Research, Inc.
Downloads 85 (292,484)

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6.

A New Severity Risk Model and Its Application to a Mixed Poisson Credit Risk Model

Number of pages: 25 Posted: 23 Apr 2014
Chulwoo Han
Durham University
Downloads 82 (299,010)

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7.

Effects of Debt Collection Practices on Loss Given Default

Number of pages: 42 Posted: 23 Apr 2014
Chulwoo Han and Youngmin Jang
Durham University and Korea Credit Guarantee Fund
Downloads 58 (363,688)

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8.

Characteristic Factors and Fund Evaluation in Korea

Number of pages: 18 Posted: 23 Apr 2014
Chulwoo Han, In Hyung Lee and Chae Woo Nam
Durham University, Korea Capital Market Institute and Korea Capital Market Institute (KCMI)
Downloads 11 (572,559)

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9.

Partial Structural Break Identification

Oxford Bulletin of Economics and Statistics, Vol. 79, Issue 2, pp. 145-164, 2017
Number of pages: 20 Posted: 09 Mar 2017
Chulwoo Han and Abderrahim Taamouti
Durham University and Durham University
Downloads 1 (648,481)
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10.

Interest Rate Models on Lie Groups

Quantitative Finance, First published on: 11 May 2010
Posted: 23 Apr 2014
Seoul National University, Durham Business School, Durham University and University of Warwick - Warwick Business School

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Other Papers (1)

Total Downloads: 6
1.

Dynamics and Determinants of Credit Risk Discovery: Evidence from CDS and Stock Markets

Number of pages: 40 Posted: 02 Feb 2016
Frankie Chau, Chulwoo Han and Shimeng Shi
Durham University Business School, Durham University and Australian National University (ANU)
Downloads 6

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credit risk discovery, generalized information share, determinants of credit risk discovery