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    2009

    1. Definition of Default and Quality of Scoring Functions u - Účelové publikace
      WITZANY, Jiří. Definition of Default and Quality of Scoring Functions. 2009. Discussion Paper Series 2009–207.
      Economics. English.
      Keywords in English: credit risk, regulatory capital, default, scoring
      Type of record: Special-purpose publication
      Changed by: Mgr. Helena Hakenová, učo 17599. Changed: 27/5/2010 14:48.
      More: https://is.ambis.cz/publication/460130/en
    2. Estimating LGD Correlation u - Účelové publikace
      WITZANY, Jiří. Estimating LGD Correlation. 2009, 15 pp. IES Working Paper [online], č. 21.
      URL
      Economics. English.
      Keywords in English: credit risk, recovery rate, correlation, regulatory capital
      Type of record: Special-purpose publication
      Changed by: Mgr. Helena Hakenová, učo 17599. Changed: 27/5/2010 14:53.
      More: https://is.ambis.cz/publication/460132/en
    3. Loss, Default and Loss Given Default Modeling u - Účelové publikace
      WITZANY, Jiří. Loss, Default and Loss Given Default Modeling. 2009, 19 pp. IES Working Paper [online], č. 9.
      URL
      Economics. English.
      Keywords in English: credit risk, correlation, recorvery rate, regulatory capital
      Type of record: Special-purpose publication
      Changed by: Mgr. Helena Hakenová, učo 17599. Changed: 2/6/2010 09:47.
      More: https://is.ambis.cz/publication/460145/en

    2008

    1. Valuation of Convexity Related Derivatives u - Účelové publikace
      WITZANY, Jiří. Valuation of Convexity Related Derivatives. 2008, 23 pp. IES Working Paper [online] 4.
      URL
      Economics. English.
      Keywords in English: interest rate derivatives, Libor in arrears, constant maturity swap, valuation models, convexity adjustment
      Type of record: Special-purpose publication
      Changed by: Mgr. Helena Hakenová, učo 17599. Changed: 2/6/2010 09:44.
      More: https://is.ambis.cz/publication/460143/en