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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Working Paper"
~subject:"Kreditgeschäft"
~subject:"Volatilität"
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Kreditgeschäft
Volatilität
Kreditrisiko
172
Credit risk
166
Theorie
90
Theory
83
Insolvenz
47
Insolvency
46
Credit rating
38
Kreditwürdigkeit
38
Portfolio selection
34
Portfolio-Management
34
Credit derivative
31
Kreditderivat
31
credit risk
28
Bank lending
25
Basel Accord
23
Basler Akkord
23
Forecasting model
23
Prognoseverfahren
23
Derivat
21
Derivative
21
Financial services
21
Finanzdienstleistung
21
Risikomanagement
21
Risk management
21
Korrelation
19
Risikomaß
19
Risk measure
19
default
18
Collateral
11
Kreditsicherung
11
Verlust
11
Correlation
10
Financial crisis
10
Finanzkrise
10
Hypothek
10
Loss
10
Risikoprämie
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Statistical distribution
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Article
27
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Article in journal
27
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27
Working Paper
1
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English
31
Author
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Buraschi, Andrea
2
Trojani, Fabio
2
Alexandre, Michel
1
Altman, Edward I.
1
Andreeva, Galina
1
Barone, Gaia
1
Batiz-Zuk, Enrique
1
Ben-Abdallah, Ramzi
1
Bhutta, Neil
1
Breton, Michèle
1
Bricker, Jesse
1
Brito, Giovani A. S.
1
Canals-Cerdá, José J.
1
Charlin, Ventura
1
Chen, Heng Z.
1
Cho, Hoon
1
Christodoulakis, George A.
1
Cifuentes, Arturo
1
Dellas, Harris
1
Dettling, Lisa J.
1
Eleftherios, Vlachostergios
1
Fenner, Arved
1
Fine, Saul
1
Frye, Jon
1
Greve, Christian
1
Guo, Zhengfeng
1
Hahnenstein, Lutz
1
Harris, Geoffrey R.
1
Imanto, Christopher Paulus
1
Jacobs, Michael <Jr.>
1
Kelliher, Jimmy
1
Kim, Hyeongjun
1
Kim, Young Ah
1
Kosowski, Robert
1
Lane, Christel
1
Laufer, Steven
1
Löderbusch, Matthias
1
Maciag, Jakob
1
Magri, Silvia
1
Martins, Theo C.
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Institut für Schweizerisches Bankwesen <Zürich>
1
Swiss National Centre of Competence in Research North South <Bern>
1
Published in...
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The journal of credit risk : published quarterly by Incisive Media
Working Paper
Journal of banking & finance
118
Finance research letters
62
Journal of financial stability
48
International review of financial analysis
44
Working paper series / European Central Bank
42
Discussion papers / CEPR
38
Journal of financial economics
32
Journal of financial intermediation
32
The journal of corporate finance : contracting, governance and organization
30
Finance and economics discussion series
27
Working papers / Bank for International Settlements
27
Applied economics
26
Economic modelling
26
Research paper series / Swiss Finance Institute
25
Research in international business and finance
24
Applied economics letters
23
International review of economics & finance : IREF
23
Journal of international financial markets, institutions & money
23
Working papers / Federal Reserve Bank of Philadelphia, Research Department
23
Review of quantitative finance and accounting
22
Discussion paper
21
NBER working paper series
21
IMF working papers
20
Journal of international money and finance
20
Risiko-Manager
19
The North American journal of economics and finance : a journal of financial economics studies
19
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
19
CFS working paper series
18
Nepalese journal of finance : a publication of Uniglobe College
18
Working paper
18
CESifo working papers
17
Journal of accounting & economics
17
ECB Working Paper
16
International journal of economics and financial issues : IJEFI
16
Journal of financial and quantitative analysis : JFQA
16
Journal of financial services research : JFSR
16
Journal of risk management in financial institutions
16
NBER Working Paper
16
Pacific-Basin finance journal
16
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ECONIS (ZBW)
28
USB Cologne (business full texts)
2
EconStor
1
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1
Credit contagion risk in German auto loans
Fenner, Arved
;
Vollmar, Steffen
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
4
,
pp. 59-99
Persistent link: https://www.econbiz.de/10014490061
Saved in:
2
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
3
Banking on personality : psychometrics and consumer creditworthiness
Fine, Saul
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 57-75
Persistent link: https://www.econbiz.de/10014488903
Saved in:
4
Risks of long-term auto loans
Guo, Zhengfeng
;
Zhang, Yan
;
Zhao, Xinlei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014247864
Saved in:
5
Generalized additive modeling of the credit risk of Korean personal bank loans
Kim, Young Ah
;
Moffatt, Peter G.
;
Peters, Simon A.
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 77-103
Persistent link: https://www.econbiz.de/10013549664
Saved in:
6
How a credit run affects asset correlation
Imanto, Christopher Paulus
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014546385
Saved in:
7
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:
8
Small and medium-sized enterprises that borrow from "alternative" lenders in the United Kingdom : who are they?
Sabato, Gabriele
;
Altman, Edward I.
;
Andreeva, Galina
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 63-86
Persistent link: https://www.econbiz.de/10012671420
Saved in:
9
Forecasting consumer credit recovery failure : classification approaches
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 117-140
Persistent link: https://www.econbiz.de/10012816939
Saved in:
10
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:
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