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subject:"Credit risk"
type_genre:"Article in journal"
~person:"Kanno, Masayasu"
~person:"Prorokowski, Lukasz"
~type_genre:"Bibliografie enthalten"
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Credit risk
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Kanno, Masayasu
Prorokowski, Lukasz
Jacobs, Michael <Jr.>
8
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7
Rösch, Daniel
7
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5
Broll, Udo
5
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Journal of financial regulation and compliance : an international journal
3
Bank i kredyt
1
Economic modelling
1
Journal of risk finance : the convergence of financial products and insurance
1
Research in international business and finance
1
Risk management : a journal of risk, crisis and disaster
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1
Exploring risks in syndicated loan networks : evidence from real estate investment trusts
Kanno, Masayasu
- In:
Economic modelling
115
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014228675
Saved in:
2
Credit rating migration risk and interconnectedness in a corporate lending network
Kanno, Masayasu
- In:
Research in international business and finance
54
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012581392
Saved in:
3
IFRS 9 in credit risk modelling
Prorokowski, Lukasz
- In:
Bank i kredyt
49
(
2018
)
6
,
pp. 639-670
Persistent link: https://www.econbiz.de/10012502730
Saved in:
4
Bank-insurer-firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network
Kanno, Masayasu
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
4
,
pp. 273-303
Persistent link: https://www.econbiz.de/10011962180
Saved in:
5
Operational risk capital charges (Basel II) : factoring in external loss data to the internal datasets
Prorokowski, Lukasz
- In:
Journal of risk finance : the convergence of financial …
16
(
2015
)
5
,
pp. 519-535
Persistent link: https://www.econbiz.de/10011531076
Saved in:
6
Compliance with Basel 2.5 : banks' approaches to implementing stressed VaR
Prorokowski, Lukasz
;
Prorokowski, Hubert
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
4
,
pp. 339-348
Persistent link: https://www.econbiz.de/10011491023
Saved in:
7
Comprehensive risk measure : current challenges
Prorokowski, Lukasz
;
Prorokowski, Hubert
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
3
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010471080
Saved in:
8
Bank's perspective on regulatory-driven changes to collateral management
Prorokowski, Lukasz
- In:
Journal of financial regulation and compliance : an …
22
(
2014
)
2
,
pp. 128-146
Persistent link: https://www.econbiz.de/10010471111
Saved in:
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