Browsen in EconStor gesamt nach Autor:innen Liebig, Thilo
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Erscheinungsjahr | Titel | Autor:innen |
2003 | Credit Risk Factor Modeling and the Basel II IRB Approach | Hamerle, Alfred; Liebig, Thilo; Rösch, Daniel |
2004 | How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data | Liebig, Thilo; Porath, Daniel; di Mauro, Beatrice Weder; Wedow, Michael |
2004 | Forecasting Credit Portfolio Risk | Hamerle, Alfred; Liebig, Thilo; Scheule, Harald |
2005 | Incorporating prediction and estimation risk in point-in-time credit portfolio models | Hamerle, Alfred; Knapp, Michael; Liebig, Thilo; Wildenauer, Nicole |
2009 | Systematic risk of CDOs and CDO arbitrage | Hamerle, Alfred; Liebig, Thilo; Schropp, Hans-Jochen |