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Credit Risk Research
Active capital management: Optimising returns in a multiple stakeholder context
Michael Zerbs, Helmut Mausser and Martin Hansen
Journal of Risk Management in Financial Institutions. *Reproduced with permission., August 2008
Current Practices in Obligor and Portfolio Credit Risk Management
Best Practice and Remaining Challenges for Credit Economic Capital
Compound Scenarios: An Efficient Framework for Integrated Market-Credit Risk
Calibration of the Default Probability Model
The Tail that Wags the Dog
Understanding Stochastic Exposures and LGDs in Portfolio Credit Risk
Credit Risk Modelling and Basel II
Portfolio Optimization Under Credit Risk
Benchmarking Quantitative Default Risk Models
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