Back to Results
First PageMeta Content
Economics / Financial markets / Merton Model / Credit risk / Systematic risk / Credit rating agency / Corporate finance / Valuation / Financial Correlations / Finance / Financial economics / Financial risk


pstw_13april2005_post-proof-corrections.dvi
Add to Reading List

Document Date: 2006-03-02 08:27:16


Open Document

File Size: 959,80 KB

Share Result on Facebook

City

Milan / Venice / /

Company

Wilson / Cox / CSFB / Lennox / S&P / Xing / Deutsche Bank / Credit Suisse First Boston / /

Country

United States / United Kingdom / /

/

Event

Bankruptcy / M&A / /

Facility

Cambridge University / University of Southern California / Rutgers University / Baruch College / M. Hashem Pesaran University of Cambridge / /

IndustryTerm

different tools / e.g. oil prices / bank risk / bank / given bank / banking / hand car dealers / after-sales services / firm-specific accounting data / bank capital / observable accounting-based factors / oil prices / corporate finance view / /

Organization

USC / Cambridge University / Federal Reserve Bank of San Francisco / Baruch College / G20 / Federal Reserve Bank of New York / University of Southern California / Rutgers University / US Federal Reserve / Judge Institute of Management / Global Perspective∗ M. Hashem Pesaran University of Cambridge / Wharton Financial Institutions Center / /

Person

Whitesell / Roland Demmel / Carlo Favero / Joshua Rosenberg / Jim Wilcox / Bharath / Mark Flannery / Oliver Wyman / Sam Hanson / Monika Piazzesi / Jan-Hendrik Schmidt / Jakob Treutler Scott / Scott M. Weiner Mercer Oliver Wyman / /

Position

risk driver / representative / Carpenter / /

Product

CreditRisk+ (Credit Suisse First Boston 1997) / Cambridge / /

ProvinceOrState

Southern California / /

Region

South East Asia / Southern California / /

Technology

simulation / /

SocialTag