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~accessRights:"restricted"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Ausreißer"
~subject:"Basler Akkord"
~subject:"Credit risk"
~subject:"Measurement"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Ausreißer
Basler Akkord
Credit risk
Measurement
Risikomaß
9
Risk measure
9
Kreditrisiko
8
Theorie
8
Theory
8
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7
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7
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5
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credit risk
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9
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Löderbusch, Matthias
2
Maciag, Jakob
2
Bewick, Jill
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Charlin, Ventura
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Choe, SuBang
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Cifuentes, Arturo
1
Eleftherios, Vlachostergios
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Jeon, Jong-June
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Kaposty, Florian
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Kurtz, Cornelius
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Lee, Yonghee
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Lütkebohmert-Holtz, Eva
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1
Szczepaniak, Witold
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1
Zhu, Ji
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The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
83
European journal of operational research : EJOR
30
Journal of risk
29
Finance research letters
22
Journal of banking & finance
21
The journal of operational risk
18
Quantitative finance
16
The journal of risk model validation
15
Applied economics
14
Economic modelling
14
Mathematics of operations research
13
Finance and stochastics
12
International review of financial analysis
12
Journal of international financial markets, institutions & money
12
Mathematics and financial economics
12
Scandinavian actuarial journal
12
International journal of theoretical and applied finance
11
Journal of financial econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
11
Computational economics
10
International journal of forecasting
10
International review of economics & finance : IREF
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Operations research
9
Journal of empirical finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Energy economics
7
Journal of econometrics
7
Journal of mathematical finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Astin bulletin : the journal of the International Actuarial Association
6
Research in international business and finance
6
SpringerLink / Bücher
6
Applied economics letters
5
Journal of economic dynamics & control
5
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
Karaś, Marta
;
Szczepaniak, Witold
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 27-62
Persistent link: https://www.econbiz.de/10012671414
Saved in:
2
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
3
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
4
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
5
Modeling dependent risk factors with CreditRisk+
Zhang, Xiaohang
;
Choe, SuBang
;
Zhu, Ji
;
Bewick, Jill
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10011917573
Saved in:
6
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
7
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
8
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
9
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
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