Munich Personal RePEc Archive

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Number of items: 6.

August 2006

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

January 2007

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

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

5 June 2008

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.

August 2008

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

23 February 2009

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

This list was generated on Mon Aug 10 22:05:40 2020 CEST.
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