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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Working Paper"
~subject:"Bank risk"
~subject:"Financial services"
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Bank risk
Financial services
Kreditrisiko
98
Credit risk
92
Theorie
55
Theory
48
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30
Kreditwürdigkeit
30
Insolvenz
29
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28
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20
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default
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Basel Accord
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Crook, Jonathan N.
4
Andreeva, Galina
3
Djeundje, Viani Biatat
2
Rösch, Daniel
2
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1
Allen, David E.
1
Ansell, Jake
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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European journal of operational research : EJOR
Working Paper
Journal of banking & finance
83
Journal of financial stability
59
Journal of risk management in financial institutions
46
Finance research letters
32
Discussion paper
29
Risks : open access journal
27
The journal of credit risk : published quarterly by Incisive Media
25
Working paper series / European Central Bank
23
International journal of theoretical and applied finance
21
Discussion papers / CEPR
20
Economic modelling
20
International review of financial analysis
20
Journal of financial intermediation
20
Journal of financial services research : JFSR
19
Journal of international financial markets, institutions & money
18
Journal of risk
17
NBER working paper series
16
The journal of risk model validation
15
International review of economics & finance : IREF
14
Journal of financial economics
14
Journal of risk and financial management : JRFM
14
Research in international business and finance
14
Review of quantitative finance and accounting
14
Cogent economics & finance
13
International journal of economics and finance
13
Applied economics
12
Applied economics letters
12
IMF working papers
12
International journal of economics and financial issues : IJEFI
12
Pacific-Basin finance journal
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
12
Journal of banking regulation
11
NBER Working Paper
11
Research paper series / Swiss Finance Institute
11
SpringerLink / Bücher
11
The North American journal of economics and finance : a journal of financial economics studies
11
The journal of corporate finance : contracting, governance and organization
11
Discussion paper / Deutsche Bundesbank
10
Discussion paper / Tinbergen Institute
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ECONIS (ZBW)
20
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date (oldest first)
1
Explainable models of credit losses
Bastos, João A.
;
Matos, Sara M.
- In:
European journal of operational research : EJOR
301
(
2022
)
1
,
pp. 386-394
Persistent link: https://www.econbiz.de/10013207383
Saved in:
2
Machine learning for corporate
default
risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
3
Loss given
default
decomposition using mixture distributions of in-
default
events
Starosta, Wojciech
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
Saved in:
4
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:
5
Large portfolio losses in a turbulent market
Tang, Qihe
;
Tong, Zhiwei
;
Yang, Yang
- In:
European journal of operational research : EJOR
292
(
2021
)
2
,
pp. 755-769
Persistent link: https://www.econbiz.de/10012502397
Saved in:
6
Bank-sourced credit transition matrices : estimation and characteristics
Stepankova, Barbora
- In:
European journal of operational research : EJOR
288
(
2021
)
3
,
pp. 992-1005
Persistent link: https://www.econbiz.de/10012387447
Saved in:
7
Behaviour-based short-term invoice probability of
default
evaluation
Perko, Igor
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1045-1054
Persistent link: https://www.econbiz.de/10011641394
Saved in:
8
Enhancing two-stage modelling methodology for loss given
default
with support vector machines
Yao, Xiao
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
263
(
2017
)
2
,
pp. 679-689
Persistent link: https://www.econbiz.de/10011794025
Saved in:
9
Identifying hidden patterns in credit risk survival data using Generalised Additive Models
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 366-376
Persistent link: https://www.econbiz.de/10012015040
Saved in:
10
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:
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