Matches in SemOpenAlex for { <https://semopenalex.org/work/W2263329714> ?p ?o ?g. }
Showing items 1 to 95 of
95
with 100 items per page.
- W2263329714 abstract "We provide a methodology for credit risk analysis that can be embedded into a risk appetite framework. We start by estimating a global risk factor using CDS data, and we analyze the information content in a wide set of financial indicators on the global risk factor as well as on credit risk at the level of sectors. The global risk factor is then used to evaluate the systemic and idiosyncratic components of credit risk for sectorial credit indices. A similar decomposition of credit risk is obtained for CDS issuers in the industrial and financial sectors of Europe and North America. Such decomposition can be an important tool when evaluating the diversification possibilities of credit portfolios as well as for the design of appropriate hedging strategies. It could be used by financial institutions to maintain their risk limits when taking their asset allocation decisions as well as by supervisors searching for potential systemic risk problems." @default.
- W2263329714 created "2016-06-24" @default.
- W2263329714 creator A5033666840 @default.
- W2263329714 creator A5080175495 @default.
- W2263329714 date "2015-01-01" @default.
- W2263329714 modified "2023-10-02" @default.
- W2263329714 title "Sectorial Asset Allocation 2006-2012" @default.
- W2263329714 cites W2027874475 @default.
- W2263329714 cites W2096205815 @default.
- W2263329714 cites W2105279866 @default.
- W2263329714 cites W2113326322 @default.
- W2263329714 cites W2129812509 @default.
- W2263329714 cites W2162128050 @default.
- W2263329714 cites W2171200279 @default.
- W2263329714 cites W2172856473 @default.
- W2263329714 cites W2740308635 @default.
- W2263329714 cites W3121649335 @default.
- W2263329714 cites W3122363858 @default.
- W2263329714 cites W3123454781 @default.
- W2263329714 doi "https://doi.org/10.2139/ssrn.2707674" @default.
- W2263329714 hasPublicationYear "2015" @default.
- W2263329714 type Work @default.
- W2263329714 sameAs 2263329714 @default.
- W2263329714 citedByCount "1" @default.
- W2263329714 countsByYear W22633297142015 @default.
- W2263329714 crossrefType "journal-article" @default.
- W2263329714 hasAuthorship W2263329714A5033666840 @default.
- W2263329714 hasAuthorship W2263329714A5080175495 @default.
- W2263329714 hasConcept C10138342 @default.
- W2263329714 hasConcept C112723951 @default.
- W2263329714 hasConcept C138170105 @default.
- W2263329714 hasConcept C139719470 @default.
- W2263329714 hasConcept C139819358 @default.
- W2263329714 hasConcept C144133560 @default.
- W2263329714 hasConcept C144587487 @default.
- W2263329714 hasConcept C162324750 @default.
- W2263329714 hasConcept C162853370 @default.
- W2263329714 hasConcept C178350159 @default.
- W2263329714 hasConcept C180916674 @default.
- W2263329714 hasConcept C2778300220 @default.
- W2263329714 hasConcept C2780821815 @default.
- W2263329714 hasConcept C32896092 @default.
- W2263329714 hasConcept C38652104 @default.
- W2263329714 hasConcept C41008148 @default.
- W2263329714 hasConcept C43071985 @default.
- W2263329714 hasConcept C73283319 @default.
- W2263329714 hasConcept C76073288 @default.
- W2263329714 hasConcept C76178495 @default.
- W2263329714 hasConceptScore W2263329714C10138342 @default.
- W2263329714 hasConceptScore W2263329714C112723951 @default.
- W2263329714 hasConceptScore W2263329714C138170105 @default.
- W2263329714 hasConceptScore W2263329714C139719470 @default.
- W2263329714 hasConceptScore W2263329714C139819358 @default.
- W2263329714 hasConceptScore W2263329714C144133560 @default.
- W2263329714 hasConceptScore W2263329714C144587487 @default.
- W2263329714 hasConceptScore W2263329714C162324750 @default.
- W2263329714 hasConceptScore W2263329714C162853370 @default.
- W2263329714 hasConceptScore W2263329714C178350159 @default.
- W2263329714 hasConceptScore W2263329714C180916674 @default.
- W2263329714 hasConceptScore W2263329714C2778300220 @default.
- W2263329714 hasConceptScore W2263329714C2780821815 @default.
- W2263329714 hasConceptScore W2263329714C32896092 @default.
- W2263329714 hasConceptScore W2263329714C38652104 @default.
- W2263329714 hasConceptScore W2263329714C41008148 @default.
- W2263329714 hasConceptScore W2263329714C43071985 @default.
- W2263329714 hasConceptScore W2263329714C73283319 @default.
- W2263329714 hasConceptScore W2263329714C76073288 @default.
- W2263329714 hasConceptScore W2263329714C76178495 @default.
- W2263329714 hasLocation W22633297141 @default.
- W2263329714 hasOpenAccess W2263329714 @default.
- W2263329714 hasPrimaryLocation W22633297141 @default.
- W2263329714 hasRelatedWork W1503265591 @default.
- W2263329714 hasRelatedWork W1525262987 @default.
- W2263329714 hasRelatedWork W2034061779 @default.
- W2263329714 hasRelatedWork W2137831280 @default.
- W2263329714 hasRelatedWork W2167531292 @default.
- W2263329714 hasRelatedWork W2475863888 @default.
- W2263329714 hasRelatedWork W2476106118 @default.
- W2263329714 hasRelatedWork W2494504633 @default.
- W2263329714 hasRelatedWork W2495273846 @default.
- W2263329714 hasRelatedWork W2589704183 @default.
- W2263329714 hasRelatedWork W2612085119 @default.
- W2263329714 hasRelatedWork W2919077990 @default.
- W2263329714 hasRelatedWork W2939228225 @default.
- W2263329714 hasRelatedWork W3126106598 @default.
- W2263329714 hasRelatedWork W3197264094 @default.
- W2263329714 hasRelatedWork W3205194340 @default.
- W2263329714 hasRelatedWork W3214003693 @default.
- W2263329714 hasRelatedWork W346117545 @default.
- W2263329714 hasRelatedWork W602228028 @default.
- W2263329714 hasRelatedWork W966933759 @default.
- W2263329714 isParatext "false" @default.
- W2263329714 isRetracted "false" @default.
- W2263329714 magId "2263329714" @default.
- W2263329714 workType "article" @default.