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~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Journal of risk"
~isPartOf:"The journal of fixed income"
~subject:"Kreditrisiko"
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Kreditrisiko
Portfolio selection
224
Portfolio-Management
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78
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74
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Campino, Jonas de Oliveira
2
Dorfleitner, Gregor
2
Fischer, Matthias
2
Kalkbrener, Michael
2
Packham, Natalie
2
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1
Baule, Rainer
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1
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Journal of risk management in financial institutions
Journal of risk
The journal of fixed income
Journal of banking & finance
40
The journal of credit risk : published quarterly by Incisive Media
34
Discussion paper / Deutsche Bundesbank
21
International journal of theoretical and applied finance
21
The journal of risk model validation
19
Journal of financial stability
18
Insurance / Mathematics & economics
17
Bundesbank Series 2 Discussion Paper
16
SpringerLink / Bücher
14
Finance research letters
13
Risks : open access journal
12
International review of financial analysis
11
Dresdner Beiträge zu quantitativen Verfahren
9
European journal of operational research : EJOR
9
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Journal of economic dynamics & control
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7
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Die Bank
6
FRB of Philadelphia Working Paper
6
Journal of international financial markets, institutions & money
6
Journal of investment management : JOIM
6
Quantitative finance
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
The European journal of finance
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The journal of computational finance
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Working paper series / European Central Bank
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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ECONIS (ZBW)
40
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1
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
Saved in:
2
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
3
Good intentions in risk management and the LDI crisis
Walker, Martin
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 228-236
Persistent link: https://www.econbiz.de/10014320221
Saved in:
4
The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing
Campino, Jonas de Oliveira
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 124-137
Persistent link: https://www.econbiz.de/10014286639
Saved in:
5
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
6
Predicting sovereign credit ratings for portfolio stress testing
Campino, Jonas de Oliveira
;
Galizia, Frederico
; …
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
3
,
pp. 229-241
Persistent link: https://www.econbiz.de/10012650468
Saved in:
7
Fixed-income ETFs : a liquidity illusion?
Maitra, Anando
;
Satchell, Stephen
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
4
,
pp. 321-344
Persistent link: https://www.econbiz.de/10012818406
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
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
Saved in:
10
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
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