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JEL G19


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JEL Classification G19
"Other: General Financial Markets"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the G19 classification.     (sorted by date)

Usage and Exposures at Default of Corporate Credit Lines: An empirical study
by Janet Yinqing Zhao of Moody's Analytics,
Douglas Dwyer of Moody's Analytics, and
Jing Zhang of Moody's Analytics
(285K PDF) -- 19 pages -- December 2011

Quantitative Validation of Rating Models for Low Default Portfolios through Benchmarking
by Markus Ricke of the Oesterreichische Nationalbank, and
Georg von Pfstl of the Oesterreichische Nationalbank
(230K PF) -- 9 pages -- December 2007

Comparing BET and Copulas for Cash Flows CDO's
by Joo Garcia of Dexia Group
Tom Dewyspelaere of Dexia Group
Luc Leonard of Dexia Group
Thomas Alderweireld of Dexia Group
Tony Van Gestel of Dexia Group
(88K PDF) -- 26 pages -- January 31, 2005

On Rating Cash Flow CDO's using the BET Technique
by Joo Garcia of Dexia Group
Tom Dewyspelaere of Dexia Group
Ronny Langendries of Dexia Group
Luc Leonard of Dexia Group
Tony Van Gestel of Dexia Group
(92K PDF) -- 26 pages -- October 18, 2004

Defaultable Security Valuation and Model Risk
by Aydin Akgn of HEC, University of Lausanne
(972K PDF) -- 59 pages -- March 2001

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