David Saunders

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it
• Management Science and Operations Research — 9 citations into it
• Economics and Econometrics — 6 citations into it

Whom David Saunders trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Paul Glasserman
2. Ilya M. Sobol
3. Michael Kalkbrener
4. Dirk Tasche
5. Michel Denault

Papers from David Saunders's perspective

Ordered by how strongly the researchers David Saunders trusts endorse each paper. Same corpus, a different order for every researcher.

1. Coherent allocation of risk capital
2. Sensible and Efficient Capital Allocation for Credit Portfolios
3. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
4. Sensitivity Analysis of Values at Risk
5. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
6. Applying importance sampling for estimating coherent credit risk contributions
7. Measuring Marginal Risk Contributions in Credit Portfolios
8. On Haezendonck risk measures
9. Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics
10. Sensitivity Estimates for Nonlinear Mathematical Models

Their papers

• Risk factor contributions in portfolio credit risk models (2010) — 80 citations