Credit risk
Origin of Crisis Global savings glut drove down world interest rates Leverage Insurance? – Credit default swaps Agency Liquidity – Liquidity + Leverage.
Suspecting the Rating Agencies Dan diBartolomeo Northfield Information Services January 2012.
How a subprime loan is securitized
Selection of Research Material relating to RiskMetrics Group CDO Manager
Credit Derivatives: un'analisi applicata di sensitività per i "First-To-Default Basket Products"
RiskTranchesCreatedfromMortgages-HullWhite
Dynamic Model
Karim Malki 19 June 2014. R for statistical analysis Understanding Linear Models Data pre-processing Building Linear Models in R Graphing Reporting Results.
Credit Derivatives: From the simple to the more advanced Jens Lund 2 March 2005.
Consequences of Basel II for the individual SME company H.A. Rijken Vrije Universiteit, Amsterdam International Conference Small business banking and financing:
Modeling Related Failures in Finance Arkady Shemyakin MFM Orientation, 2010.