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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Basler Akkord"
~subject:"Schätzung"
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Basler Akkord
Schätzung
Credit risk
165
Kreditrisiko
165
Theorie
79
Theory
79
Insolvency
45
Insolvenz
45
Credit rating
35
Kreditwürdigkeit
35
Portfolio selection
34
Portfolio-Management
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credit risk
27
Bank lending
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Basel Accord
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Credit derivative
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Kreditderivat
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Kreditgeschäft
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Forecasting model
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Prognoseverfahren
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Financial services
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Finanzdienstleistung
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Risikomanagement
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Risk management
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Derivat
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Derivative
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Risikomaß
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Risk measure
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Collateral
10
Correlation
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Korrelation
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Kreditsicherung
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Loss
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Statistical distribution
10
Statistische Verteilung
10
Verlust
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Consumer credit
9
Corporate bond
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Estimation
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English
32
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Löderbusch, Matthias
2
Maciag, Jakob
2
Batiz-Zuk, Enrique
1
Burgt, Marco van der
1
Canals-Cerdá, José J.
1
Chen, Heng Z.
1
Chikodza, Eriyoti
1
Christodoulakis, George A.
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Ebert, Sebastian
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Imanto, Christopher Paulus
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Jobst, Rainer
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
91
Journal of financial stability
43
Journal of risk management in financial institutions
42
The journal of risk model validation
28
Working paper series / European Central Bank
28
Discussion paper
27
Discussion paper / Centre for Economic Policy Research
27
Finance research letters
27
International review of financial analysis
27
Journal of international financial markets, institutions & money
24
Discussion paper / Deutsche Bundesbank
22
Economic modelling
22
Journal of financial services research : JFSR
21
Nepalese journal of finance : a publication of Uniglobe College
20
Journal of banking regulation
19
Journal of financial intermediation
18
Working paper / National Bureau of Economic Research, Inc.
18
Die Bank
17
International review of economics & finance : IREF
17
Journal of risk and financial management : JRFM
17
The European journal of finance
17
Research paper series / Swiss Finance Institute
16
Risks : open access journal
16
The journal of fixed income
16
Discussion paper / Tinbergen Institute
15
Journal of financial economics
15
NBER working paper series
15
SpringerLink / Bücher
15
Applied economics
14
Bank of Finland research discussion papers
14
NBER Working Paper
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Nepalese journal of economics : a publication of Uniglobe College
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Staff working papers / Bank of England
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CFS working paper series
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Discussion Paper Series 2
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Discussion papers / CEPR
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European journal of operational research : EJOR
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IMF working papers
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Journal of financial regulation and compliance : an international journal
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ECONIS (ZBW)
32
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1
Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of defau...
Wosnitza, Jan Henrik
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 75-103
Persistent link: https://www.econbiz.de/10014488513
Saved in:
2
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:
3
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:
4
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
5
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
6
Corporate default risk modeling under distressed economic and financial conditions in a developing economy
Matenda, Frank Ranganai
;
Sibanda, Mabutho
;
Chikodza, Eriyoti
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 89-115
Persistent link: https://www.econbiz.de/10012519965
Saved in:
7
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Saved in:
8
A sensitivity analysis of the alpha factor
Einemann, Michael
;
Kalkbrener, Michael
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10012298981
Saved in:
9
Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Saved in:
10
Asset correlation estimation for inhomogeneous exposure pools
Wunderer, Christoph
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012121559
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