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subject:"Indien"
~isPartOf:"The journal of risk model validation"
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~subject:"Credit risk"
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Indien
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Bijak, Katarzyna
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Chi, Guotai
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Ding, Lei
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The journal of risk model validation
Journal of banking & finance
45
Finance research letters
31
Journal of risk management in financial institutions
29
Risks : open access journal
26
Journal of digital banking
25
The journal of credit risk : published quarterly by Incisive Media
21
Cogent economics & finance
20
International journal of theoretical and applied finance
19
The international journal of bank marketing : IJBM
19
Applied economics
17
International journal of economics and financial issues : IJEFI
17
Journal of financial services marketing : JFSM
17
Financial innovation : FIN
16
International journal of economics and finance
16
International review of financial analysis
16
Competition and profitability in European financial services : strategic, systemic and policy issues
15
Economic modelling
15
European journal of operational research : EJOR
15
Journal of payments strategy & systems
15
IMF working papers
14
Journal of financial services research : JFSR
14
Journal of international financial markets, institutions & money
14
Journal of risk
14
SpringerLink / Bücher
14
Finance India : the quarterly journal of Indian Institute of Finance
13
Journal of financial stability
13
Journal of risk and financial management : JRFM
13
Economic developments in India : quarterly update : analysis, reports, policy documents
12
Europäische Hochschulschriften / 5
12
Research in international business and finance
12
Springer eBook Collection
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The European journal of finance
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Pacific-Basin finance journal
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NBER working paper series
10
Praj̄nȧn : journal of social and management sciences
10
Qualitative research in financial markets
10
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ECONIS (ZBW)
11
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1
Bayesian backtesting for counterparty risk models
Zelvyte, Mante
;
Arnsdorf, Matthias
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014485763
Saved in:
2
A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting
Chi, Guotai
;
Mandour, Mohamed Abdelaziz
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 29-58
Persistent link: https://www.econbiz.de/10014485768
Saved in:
3
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
4
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
5
An advanced hybrid classification technique for credit risk evaluation
Wu, Chong
;
Gao, Dekun
;
Ma, Qianqun
;
Wang, Qi
;
Lu, Yu
- In:
The journal of risk model validation
13
(
2019
)
3
,
pp. 73-88
Persistent link: https://www.econbiz.de/10012140261
Saved in:
6
Underperforming performance measures? : a review of measures for loss given default models
Bijak, Katarzyna
;
Thomas, Lyn C.
- In:
The journal of risk model validation
12
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011869725
Saved in:
7
Model risk in the Fundamental Review of the Trading Book : the case of the Default Risk Charge
Wilkens, Sascha
;
Predescu, Mirela
- In:
The journal of risk model validation
12
(
2018
)
4
,
pp. 41-67
Persistent link: https://www.econbiz.de/10011992266
Saved in:
8
A model combination approach to developing robust models for credit risk stress testing : an application to a stressed economy
Papadopoulos, Georgios
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 49-72
Persistent link: https://www.econbiz.de/10011671179
Saved in:
9
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
10
Modelling systematic risk and point-in-time probability of default under the Vasicek asymptotic single-risk-factor model framework
Yang, Bill Huajian
- In:
The journal of risk model validation
8
(
2014
)
3
,
pp. 33-48
Persistent link: https://www.econbiz.de/10010423905
Saved in:
1
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