//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The journal of risk model validation"
~isPartOf:"International journal of central banking : IJCB"
~person:"Denev, Alexander"
~person:"Petrov, Alexander"
~subject:"Basler Akkord"
~subject:"Capital requirements"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Basler Akkord"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Basler Akkord
Capital requirements
Basel Accord
4
Credit risk
4
Kreditrisiko
4
Modellierung
3
Scientific modelling
3
Financial market regulation
2
Finanzmarktregulierung
2
Kapitalbedarf
2
Profitability
2
Rentabilität
2
Basel regulation
1
Bayes-Statistik
1
Bayesian inference
1
Credit rating
1
IFRS
1
IFRS 9
1
Kreditwürdigkeit
1
PD model calibration
1
Portfolio selection
1
Portfolio-Management
1
Probability theory
1
Wahrscheinlichkeitsrechnung
1
margin of conservatism
1
point-in-time and through-the-cycle rating philosophy
1
probability of default
1
rating/scoring construction
1
validation tests
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Denev, Alexander
Petrov, Alexander
Edge, Rochelle M.
3
Ratnovski, Lev
3
Alter, Adrian
2
Blümke, Oliver
2
Borio, Claudio E. V.
2
Carlehed, Magnus
2
Cecchetti, Stephen G.
2
Covas, Francisco
2
Craig, Ben R.
2
Darracq Pariès, Matthieu
2
Drehmann, Mathias
2
Fujita, Shigeru
2
Jacobs, Michael <Jr.>
2
Kok Sørensen, Christoffer
2
Meisenzahl, Ralf R.
2
Ozdemir, Bogie
2
Perotti, Enrico C.
2
Pierret, Diane
2
Raupach, Peter
2
Rodriguez Palenzuela, Diego
2
Tsatsaronis, Kostas
2
Vlahu, Razvan
2
Adrian, Tobias
1
Aguais, Scott D.
1
Agénor, Pierre-Richard
1
Alper, Koray
1
Bloxham, Nicholas
1
Branco, Carlos
1
Canals-Cerdá, José J.
1
Cespedes, Juan Carlos Garcia
1
Chawla, Gaurav
1
Chen, Jiun-Lin
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Dagher, Jihad C.
1
De Nicolò, Gianni
1
Dell'Ariccia, Giovanni
1
more ...
less ...
Published in...
All
The journal of risk model validation
International journal of central banking : IJCB
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark
;
Petrov, Alexander
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 83-112
Persistent link: https://www.econbiz.de/10011527482
Saved in:
2
Credit portfolio models in the presence of forward-looking stress events
Denev, Alexander
- In:
The journal of risk model validation
7
(
2013
)
1
,
pp. 83-121
Persistent link: https://www.econbiz.de/10009770132
Saved in:
3
Comment in response to “A methodology for point-in-time - through-the-cycle probability of default decomposition in risk classification systems” by M. Carlehed and A. Petrov
Forest, Lawrence R. <Jr.>
;
Chawla, Gaurav
;
Aguais, Scott D.
- In:
The journal of risk model validation
7
(
2013/2014
)
4
,
pp. 73-78
Persistent link: https://www.econbiz.de/10010480644
Saved in:
4
A methodology for point-in-time : through-the-cycle probability of default decomposition in risk classification systems
Carlehed, Magnus
;
Petrov, Alexander
- In:
The journal of risk model validation
6
(
2012
)
3
,
pp. 3-25
Persistent link: https://www.econbiz.de/10009658578
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->