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~accessRights:"restricted"
~person:"Ballester, Laura"
~person:"Rösch, Daniel"
~person:"Welzel, Peter"
~subject:"Basler Eigenkapitalvereinbarung <2001>"
~subject:"Kreditrisiko"
~subject:"Theory"
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Basler Eigenkapitalvereinbarung <2001>
Kreditrisiko
Theory
Credit risk
31
Risikomanagement
10
Risk management
10
Theorie
10
Basel Accord
8
Basler Akkord
8
Credit rating
8
Kreditwürdigkeit
8
Credit derivative
7
Derivat
7
Derivative
7
Kreditderivat
7
Bank lending
6
Kreditgeschäft
6
Estimation
5
Insolvency
5
Insolvenz
5
Portfolio selection
5
Portfolio-Management
5
Schätzung
5
Forecasting model
4
Hedging
4
Hypothek
4
Loss
4
Mortgage
4
Prognoseverfahren
4
Spillover effect
4
Spillover-Effekt
4
Verlust
4
Welt
4
World
4
Bayes-Statistik
3
Bayesian inference
3
Business cycle
3
CDS spreads
3
Financial crisis
3
Finanzkrise
3
Konjunktur
3
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28
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31
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30
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30
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1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
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English
26
German
5
Author
All
Ballester, Laura
Rösch, Daniel
Welzel, Peter
Ongena, Steven
28
Acharya, Viral V.
22
Wang, Xingchun
18
Chi, Guotai
15
Agarwal, Sumit
14
Peydró, José-Luis
14
Hasan, Iftekhar
13
Scheule, Harald
13
Capponi, Agostino
11
Shahzad, Syed Jawad Hussain
11
Wu, Eliza
11
Degryse, Hans
10
Gambacorta, Leonardo
10
Lin, Chih-Yung
10
Mayordomo, Sergio
10
Altman, Edward I.
9
Andreeva, Galina
9
Crook, Jonathan N.
9
Fabozzi, Frank J.
9
Kanno, Masayasu
9
Norden, Lars
9
Anginer, Deniz
8
Augustin, Patrick
8
Chernov, Mikhail
8
Delēs, Manthos D.
8
Hammoudeh, Shawkat
8
Kiesel, Florian
8
Repullo, Rafael
8
Santos, João A. C.
8
Schulte-Mattler, Hermann
8
Zhou, Ying
8
Boos, Karl-Heinz
7
Chen, Tsung-Kang
7
González-Urteaga, Ana
7
He, Zhiguo
7
Jin, Justin Y.
7
Laeven, Luc
7
Li, Zhiyong
7
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Journal of banking & finance
4
European journal of operational research : EJOR
3
Finance research letters
2
Journal of empirical finance
2
Research in international business and finance
2
Schmalenbach business review : sbr
2
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
2
Die Bank
1
Economics and business review
1
Emerging markets review
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of financial stability
1
Journal of risk
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Pacific-Basin finance journal
1
Review of derivatives research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of real estate finance and economics
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
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ECONIS (ZBW)
31
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1
European systemic credit risk transmission using Bayesian networks
Ballester, Laura
;
López, Jesúa
;
Pavia, José Manuel
- In:
Research in international business and finance
65
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014432478
Saved in:
2
Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf
;
Nagl, Maximilian
;
Rösch, Daniel
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
Saved in:
3
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
4
Do sovereign ratings cause instability in cross-border emerging CDS markets?
Ballester, Laura
;
González-Urteaga, Ana
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 643-663
Persistent link: https://www.econbiz.de/10012672072
Saved in:
5
Macroeconomic effects and frailties in the resolution of non-performing loans
Betz, Jennifer
;
Krüger, Steffen
;
Kellner, Ralf
; …
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012225295
Saved in:
6
The role of internal corporate governance mechanisms on default risk : a systematic review for different institutional settings
Ballester, Laura
;
González-Urteaga, Ana
;
Martínez, Beatriz
- In:
Research in international business and finance
54
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012581477
Saved in:
7
Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
Saved in:
8
Parameter estimation, bias correction and uncertainty quantification in the Vasicek credit portfolio model
Pfeuffer, Marius
;
Nagl, Maximilian
;
Fischer, Matthias
; …
- In:
Journal of risk
22
(
2019/2020
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012297503
Saved in:
9
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
10
Liquidity constraints, home equity and residential mortgage losses
Do, Hung Xuan
;
Rösch, Daniel
;
Scheule, Harald
- In:
The journal of real estate finance and economics
61
(
2020
)
2
,
pp. 208-246
Persistent link: https://www.econbiz.de/10012293163
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