The Basel II risk parameters : estimation, validation, and stress testing

By B. Engelmann, Robert Rauhmeier. 2006

84 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/3febe2c628c3bd21c712aec03699cace38ad5f4e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. G. Winkler
2. F. Coppens
3. Fernando Gonzalez Gonzalez

Citations in the corpus

• The Performance of Credit Rating Systems in the Assessment of Collateral used in Eurosystem Monetary Policy Operations (2007, background): “Most of the relevant literature models correlations on the basis of the dependence of default events on a common systematic random factor (cf. Tasche (2003) and Rauhmeier (2006)).”