Browsing All of EconStor by Author Liebig, Thilo
Showing results 1 to 5 of 5
| Year of Publication | Title | Author(s) |
| 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 |
