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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"NBER working paper series"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Credit risk"
~subject:"Private debt"
~type:"article"
~type_genre:"Article in journal"
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Credit risk
Private debt
Hypothek
9
Kreditrisiko
9
Mortgage
9
Insolvency
8
Insolvenz
8
Bank lending
5
Kreditgeschäft
5
Basel Accord
4
Basler Akkord
4
Consumer credit
2
Credit rating
2
Einzelhandel
2
Financial crisis
2
Finanzkrise
2
Kreditwürdigkeit
2
Retail trade
2
Theorie
2
Theory
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Verbraucherkredit
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credit risk
2
loan-to-value (LTV)
2
loss given default
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loss given default (LGD)
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survival analysis
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Asset-Backed Securities
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Asset-backed securities
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Bank
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Basel II
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Credit
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Credit market
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Duration analysis
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Estimation theory
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Household
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English
9
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Bhutta, Neil
1
Bricker, Jesse
1
Dettling, Lisa J.
1
Durán-Satomil, Pablo
1
Greve, Christian
1
Hahnenstein, Lutz
1
Kelliher, Jimmy
1
Kiefer, Nicholas Maximilian
1
Lado-Sestayo, Rubén
1
Larson, C. Erik
1
Laufer, Steven
1
Li, Feng
1
Magri, Silvia
1
Otero-González, Luis
1
Palmroos, Peter
1
Powell, David
1
Tanoue, Yuta
1
Vivel-Búa, Milagros
1
Wood, Richard M.
1
Yamashita, Satoshi
1
Zhang, Yan
1
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Discussion paper / Centre for Economic Policy Research
NBER working paper series
The journal of credit risk : published quarterly by Incisive Media
The journal of real estate finance and economics
61
Journal of banking & finance
35
Journal of housing economics
22
The journal of structured finance
21
Journal of money, credit and banking : JMCB
17
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
Journal of financial economics
11
Journal of financial services research : JFSR
11
Journal of real estate research : JRER ; a publication of the American Real Estate Society
11
Journal of monetary economics
10
The journal of fixed income
10
The journal of real estate research
10
Journal of financial intermediation
9
Journal of urban economics
9
Real estate economics
9
Review of finance : journal of the European Finance Association
9
European journal of operational research : EJOR
8
Journal of financial stability
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
The review of financial studies
8
Economic modelling
7
Finance research letters
7
The journal of finance : the journal of the American Finance Association
7
Applied economics letters
6
Economics letters
6
Journal of risk and financial management : JRFM
6
Regional science & urban economics
6
Journal of international money and finance
5
Journal of macroeconomics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The American economic review
5
The real estate finance journal
5
The review of economic studies : RES
5
American economic journal : a journal of the American Economic Association
4
International journal of economics and financial issues : IJEFI
4
International review of economics & finance : IREF
4
Journal of economics & business
4
Journal of risk management in financial institutions
4
The journal of risk model validation
4
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ECONIS (ZBW)
9
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1
Stress testing household debt
Bhutta, Neil
;
Bricker, Jesse
;
Dettling, Lisa J.
; …
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012421176
Saved in:
2
The impact of data aggregation and risk attributes on stress testing models of mortgage default
Li, Feng
;
Zhang, Yan
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
Saved in:
3
Are lenders using risk-based pricing in the Italian consumer loan market? : he effect of the 2008 crisis
Magri, Silvia
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 27-65
Persistent link: https://www.econbiz.de/10012100570
Saved in:
4
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
Saved in:
5
Adressing probationary period within a competing risks survival model for retail mortagage loss given default
Wood, Richard M.
;
Powell, David
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 47-66
Persistent link: https://www.econbiz.de/10011849972
Saved in:
6
The impact on loan-to-value on the default rate of residential mortgage-backed securities
Otero-González, Luis
;
Durán-Satomil, Pablo
; …
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011642638
Saved in:
7
Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Palmroos, Peter
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011645432
Saved in:
8
Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Greve, Christian
;
Hahnenstein, Lutz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 79-107
Persistent link: https://www.econbiz.de/10011645440
Saved in:
9
Counting processes for retail default modeling
Kiefer, Nicholas Maximilian
;
Larson, C. Erik
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
Saved in:
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