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subject:"Bankenregulierung"
subject:"Bankrisiko"
~isPartOf:"Handbuch ökonomisches Kapitel"
~isPartOf:"Quantitative finance"
~person:"Iabichino, Stefano"
~person:"Kelleher, Aidan"
~subject:"Finanzdienstleistung"
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Bankenregulierung
Bankrisiko
Finanzdienstleistung
Financial services
2
Risikomanagement
2
Risk management
2
91B30
1
91G20
1
91G30
1
91G40
1
Bank risk
1
Bankenaufsicht
1
Banking supervision
1
Competing risks
1
Consumer credit
1
Cost of capital
1
Cost of capital (KVA)
1
Credit rating
1
Credit risk
1
Credit scoring
1
Kapitalkosten
1
Kreditrisiko
1
Kreditwürdigkeit
1
Mixture cure model
1
Model risk
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Model validation
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Modellierung
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PFE
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Quantitative reverse stress testing
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Scientific modelling
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Iabichino, Stefano
Kelleher, Aidan
Chen, Yi-Hsuan
2
Härdle, Wolfgang
2
Albanese, Claudio
1
Appasamy, Bernd
1
Barbieri, Paolo Nicola
1
Becker, Axel
1
Corazza, Marco
1
Crépey, Stéphane
1
De March, Davide
1
Deng, Kaihua
1
Frohböse, Dietmar
1
Gaumert, Uwe
1
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1
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1
Glasserman, Paul
1
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1
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1
Huckestein, Bodo
1
Hänselmann, Michael
1
Kandhai, Drona
1
Lenzmann, Björn
1
Li, Wei
1
Lusignani, Giuseppe
1
Mihoci, Andrija
1
Neuberg, Richard
1
Paraschiv, Florentina
1
Prosperi, Lorenzo
1
Qiu, Jie
1
Rebonato, Riccardo
1
Schulte-Mattler, Hermann
1
Sermpinis, Georgios
1
Si, Wujun
1
Sourabh, Sumit
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Tasche, Dirk
1
Tollo, Giacomo di
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Walter, Bernd
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Handbuch ökonomisches Kapitel
Quantitative finance
The Moorad Choudhry Global Banking Series
1
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ECONIS (ZBW)
2
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Quantitative reverse stress testing, bottom up
Albanese, Claudio
;
Crépey, Stéphane
;
Iabichino, Stefano
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 863-875
Persistent link: https://www.econbiz.de/10014304378
Saved in:
2
A new mixture cure model under competing risks to score online consumer loans
Zhang, Nailong
;
Yang, Qingyu
;
Kelleher, Aidan
;
Si, Wujun
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1243-1253
Persistent link: https://www.econbiz.de/10012194760
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