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Balanced Credit Cycle Management

Author

Listed:
  • Christian Bluhm

    (Technische Universität München)

  • Walter Mussil

    (Roland Berger Strategy Consultans)

Abstract

No abstract is available for this item.

Suggested Citation

  • Christian Bluhm & Walter Mussil, 2010. "Balanced Credit Cycle Management," Schmalenbach Journal of Business Research, Springer, vol. 62(61), pages 68-82, January.
    • Handle: RePEc:spr:sjobre:v:62:y:2010:i:61:d:10.1007_bf03372982
    DOI: 10.1007/BF03372982
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    References listed on IDEAS

    as
    1. Michael Kalkbrener, 2005. "An Axiomatic Approach To Capital Allocation," Mathematical Finance, Wiley Blackwell, vol. 15(3), pages 425-437, July.
    2. Donnelly, Catherine & Embrechts, Paul, 2010. "The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis," ASTIN Bulletin, Cambridge University Press, vol. 40(1), pages 1-33, May.
    3. Crouhy, Michel & Galai, Dan & Mark, Robert, 2000. "A comparative analysis of current credit risk models," Journal of Banking & Finance, Elsevier, vol. 24(1-2), pages 59-117, January.
    Full references (including those not matched with items on IDEAS)

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