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~isPartOf:"Journal of risk management in financial institutions"
~subject:"Estimation"
~subject:"Theorie"
~type:"article"
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Search: subject:"Kredit"
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Estimation
Theorie
Credit risk
114
Kreditrisiko
114
Risikomanagement
45
Risk management
45
Basel Accord
38
Basler Akkord
38
Bank risk
32
Bankrisiko
32
Financial services
25
Finanzdienstleistung
25
Theory
24
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21
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21
credit risk
20
stress testing
18
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17
Credit rating
17
Kreditwürdigkeit
17
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17
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17
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16
Kreditgeschäft
16
Portfolio selection
16
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16
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12
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12
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12
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12
risk management
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11
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Derivat
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11
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26
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26
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26
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Kalkbrener, Michael
2
Kupiec, Paul H.
2
Packham, Natalie
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1
Amdouni, Walid
1
Araten, Michel
1
Beinker, Mark
1
Brastow, Raymond T.
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Brigo, Damiano
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Brotcke, Liming
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Chawla, Gaurav
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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
Miu, Peter
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1
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Journal of risk management in financial institutions
Journal of banking & finance
215
The journal of credit risk : published quarterly by Incisive Media
87
International journal of theoretical and applied finance
77
Journal of financial economics
67
Journal of financial stability
58
The journal of fixed income
58
European journal of operational research : EJOR
56
The review of financial studies
56
Finance research letters
47
International review of economics & finance : IREF
47
Journal of financial intermediation
46
Economic modelling
42
Economics letters
38
Journal of economic dynamics & control
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
Journal of money, credit and banking : JMCB
35
The journal of corporate finance : contracting, governance and organization
34
The journal of finance : the journal of the American Finance Association
34
The journal of risk model validation
34
Applied economics
33
International review of financial analysis
32
Journal of international financial markets, institutions & money
32
Risks : open access journal
32
Review of quantitative finance and accounting
31
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of international money and finance
30
Journal of monetary economics
30
Die Bank
29
Insurance / Mathematics & economics
29
Journal of financial services research : JFSR
29
The European journal of finance
29
Applied economics letters
28
Journal of empirical finance
25
Journal of risk and financial management : JRFM
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Research in international business and finance
23
Economic notes : economic review of Banca Monte dei Paschi di Siena
22
European economic review : EER
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
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ECONIS (ZBW)
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1
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
2
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:
3
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:
4
A coherent economic framework to model correlations between PD, LGD and EaD, and its applications in EaD modelling and IFRS-9
Miu, Peter
;
Ozdemir, Bogie
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
1
,
pp. 52-78
Persistent link: https://www.econbiz.de/10014293052
Saved in:
5
The generation of synthetic data for risk modelling
Hurst, James
;
Mayorov, Kirill
;
Tatsinkou, Joseph …
- In:
Journal of risk management in financial institutions
15
(
2021/2022
)
3
,
pp. 260-269
Persistent link: https://www.econbiz.de/10013391978
Saved in:
6
CECL and IFRS9 expected credit loss estimation in uncertain economic environments
Sobehart, Jorge R.
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
4
,
pp. 367-380
Persistent link: https://www.econbiz.de/10012818414
Saved in:
7
Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet
;
Perilioglu, Karina
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
4
,
pp. 395-411
Persistent link: https://www.econbiz.de/10011753968
Saved in:
8
An analysis of the determinants of S&P ratings assigned to Canadian firms : application of a multinomial logit
Amdouni, Walid
;
Soumaré, Issouf
- In:
Journal of risk management in financial institutions
7
(
2014
)
4
,
pp. 353-369
Persistent link: https://www.econbiz.de/10011346969
Saved in:
9
Assessment of model risk in the aggregate : contribution of quantification
Brotcke, Liming
;
Brastow, Raymond T.
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 16-43
Persistent link: https://www.econbiz.de/10012041830
Saved in:
10
The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
Saved in:
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