Browsing All of EconStor by Author Puzanova, Natalia
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2011 | A hierarchical Archimedean copula for portfolio credit risk modelling | Puzanova, Natalia |
2011 | A hierarchical model of tail dependent asset returns for assessing portfolio credit risk | Puzanova, Natalia |
2011 | Systemic risk contributions: a credit portfolio approach | Düllmann, Klaus; Puzanova, Natalia |
2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options | Detken, Carsten; Weeken, Olaf; Alessi, Lucia; Bonfim, Diana; Boucinha, Miguel M.; Castro, Christian; Frontczak, Sebastian; Giordana, Gaston; Giese, Julia; Jahn, Nadya; Kakes, Jan; Klaus, Benjamin; Lang, Jan Hannes; Puzanova, Natalia; Welz, Peter |