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subject:"Credit risk"
type_genre:"Article in journal"
~person:"Lucas, André"
~person:"Prorokowski, Lukasz"
~subject:"Disruption management"
~type_genre:"Aufsatz im Buch"
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Lucas, André
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12
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11
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8
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7
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3
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ECONIS (ZBW)
9
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1
Covid-19, credit risk management modeling, and government support
Telg, Sean
;
Dubinova, Anna
;
Lucas, André
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248237
Saved in:
2
Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of monetary economics
116
(
2020
),
pp. 283-297
Persistent link: https://www.econbiz.de/10012495181
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
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:
5
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:
6
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:
7
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:
8
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
9
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
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