These are all the papers that have the " 68W25 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Determining Marginal Contributions of the Economic Capital of Credit Risk Portfolio: An analytical approach
by Marco Morone of Intesa Sanpaolo,
Anna Cornaglia of Intesa Sanpaolo, and
Giulio Mignola of Intesa Sanpaolo
(670K PDF) -- 17 pages -- June 2012 Flexing the Default Barrier
by Gregor Dorfleitner of Vienna University of Economics and Business Administration,
Paul Schneider of Vienna University of Economics and Business Administration, and
Tanja Veža of Vienna University of Economics and Business Administration
(7,397K PDF) -- 26 pages -- November 7, 2007
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