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type_genre:"Collection of articles of several authors"
type_genre:"Publication in honor of a person"
~person:"Crook, Jonathan N."
~subject:"Basel Accord"
~subject:"Credit risk"
~subject:"Kreditrisiko"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Basel Accord
Credit risk
Kreditrisiko
Risikomanagement
6
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4
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4
Bank risk
3
Bankrisiko
3
Theorie
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2
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Insolvency
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Prognoseverfahren
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Bayes-Statistik
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Macroeconomic variables
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Collection of articles of several authors
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Crook, Jonathan N.
Rösch, Daniel
11
Jacobs, Michael <Jr.>
8
Arora, Anju
7
Broll, Udo
6
Eller, Roland
6
Andreeva, Galina
5
Becker, Axel
5
Embrechts, Paul
5
Gatzert, Nadine
5
Kumar, Muneesh
5
Li, Jianping
5
Lucas, André
5
Martin, Marcus R. W.
5
Migueis, Marco
5
Ozdemir, Bogie
5
Prorokowski, Lukasz
5
Rudolph, Bernd
5
Schuermann, Til
5
Wang, Ruodu
5
Welzel, Peter
5
Zhu, Xiaoqian
5
Cerezetti, Fernando
4
Everling, Oliver
4
Hamerle, Alfred
4
Hofmann, Gerhard
4
Hurlin, Christophe
4
Hölscher, Reinhold
4
Klingeler, Rainer
4
Koeverden, Andreas van
4
McAleer, Michael
4
Paul, Stephan
4
Raviv, Alon
4
Schneider-Maessen, Jan
4
Summer, Martin
4
Turnbull, Stuart M.
4
Van Vuuren, Gary
4
Allen, Franklin
3
Archer, Simon
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European journal of operational research : EJOR
3
Journal of the Operational Research Society
1
Pacific-Basin finance journal
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ECONIS (ZBW)
5
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1
Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society
74
(
2023
)
7
,
pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309
Saved in:
2
Predicting the risk of financial distress using corporate governance measures
Li, Zhiyong
;
Crook, Jonathan N.
;
Andreeva, Galina
; …
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013332726
Saved in:
3
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
4
Dynamic survival models with varying coefficients for credit risks
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
275
(
2019
)
1
,
pp. 319-333
Persistent link: https://www.econbiz.de/10011993283
Saved in:
5
A new mixture model for the estimation of credit card exposure at default
Leow, Mindy
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 487-497
Persistent link: https://www.econbiz.de/10011436718
Saved in:
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