Browse by Authors

1244

Varsanyi, Zoltan (2006): The Basel II IRB approach revisited: do we use the correct model?

1660

Varsanyi, Zoltan (2007): Rating philosophies: some clarifications.

1733

Varsanyi, Zoltan (2007): Rating philosophies: some clarifications.

10022

Varsanyi, Zoltan (2008): Fast and accurate simulation of differently seasoned loan defaults in a Merton-style framework in discrete time.

11070

Varsanyi, Zoltan (2008): A simple model of decision making: How to avoid large outliers? Published in: Journal of Applied Economic Sciences No. Issue No.5 /2008 : pp. 320-328.

13594

Varsanyi, Zoltan (2009): When risk weights increase the risk: some concerns for capital regulation.