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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Consumer behaviour"
~subject:"Portfolio-Management"
~subject:"Ratingagentur"
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Consumer behaviour
Portfolio-Management
Ratingagentur
Credit rating
47
Kreditwürdigkeit
47
Credit risk
34
Kreditrisiko
34
Insolvency
16
Insolvenz
16
Theorie
13
Theory
13
credit risk
10
credit scoring
10
Bank lending
8
Kreditgeschäft
8
Financial services
7
Finanzdienstleistung
7
Regression analysis
7
Regressionsanalyse
7
Credit derivative
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Estimation
6
Forecasting model
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Kreditderivat
6
Prognoseverfahren
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Schätzung
6
Rating agency
5
credit ratings
5
Consumer credit
3
Corporate bond
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Portfolio selection
3
Probability theory
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Unternehmensanleihe
3
Verbraucherkredit
3
Wahrscheinlichkeitsrechnung
3
logistic regression
3
probability of default
3
Artificial intelligence
2
Basel Accord
2
Basler Akkord
2
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Hornik, Kurt
2
Pichler, Stefan
2
Bijak, Katarzyna
1
Charlin, Ventura
1
Ching, Wai Ki
1
Cifuentes, Arturo
1
Ebert, Sebastian
1
Fine, Saul
1
Grün, Bettina
1
Hirk, Rainer
1
Hofmarcher, Paul
1
Jakob, Kevin
1
Jiang, Hao
1
Leitner, Christoph
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1
Mali, Dafydd
1
Mues, Christophe
1
Siu, Tak Kuen
1
Tang, Li
1
Tasche, Dirk
1
Thomas, Lyn C.
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
40
Working paper / National Bureau of Economic Research, Inc.
14
Journal of international financial markets, institutions & money
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
NBER working paper series
12
The accounting review : a publication of the American Accounting Association
12
The journal of corporate finance : contracting, governance and organization
12
Finance research letters
11
International review of economics & finance : IREF
11
Journal of financial economics
11
International review of financial analysis
10
NBER Working Paper
10
Journal of financial stability
8
The European journal of finance
8
Working paper series / European Central Bank
8
Applied economics letters
7
Discussion papers / CEPR
7
Economic modelling
7
Investment management and financial innovations
7
Working papers / Department of Economics
7
Discussion paper / Centre for Economic Policy Research
6
Discussion paper / Deutsche Bundesbank
6
Journal of accounting & economics
6
Journal of economic behavior & organization : JEBO
6
Journal of risk finance : the convergence of financial products and insurance
6
Pacific-Basin finance journal
6
Research in international business and finance
6
The journal of fixed income
6
The journal of structured finance
6
Working papers / Bank for International Settlements
6
Economic notes : economic review of Banca Monte dei Paschi di Siena
5
Economics letters
5
Global credit review
5
International journal of finance & economics : IJFE
5
Journal of financial services research : JFSR
5
Journal of money, credit and banking : JMCB
5
Review of quantitative finance and accounting
5
The North American journal of economics and finance : a journal of financial economics studies
5
The financial review : the official publication of the Eastern Finance Association
5
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1
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:
2
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
Saved in:
3
A joint model of failures and credit ratings
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
;
Pichler, Stefan
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
Saved in:
4
The influence of firm efficiency on agency credit ratings
Mali, Dafydd
;
Lim, Hyoungjoo
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10012100571
Saved in:
5
Reliability and agreement of credit ratings in the Mexican fixed-income market
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 21-45
Persistent link: https://www.econbiz.de/10011849970
Saved in:
6
Dynamic affordability assessment : predicting an applicant's ability to repay over the life of the loan
Bijak, Katarzyna
;
Thomas, Lyn C.
;
Mues, Christophe
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
1
,
pp. 3-32
Persistent link: https://www.econbiz.de/10010373359
Saved in:
7
Deriving consensus ratings of the big three rating agencies
Grün, Bettina
;
Hofmarcher, Paul
;
Hornik, Kurt
; …
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10009737297
Saved in:
8
Bounds for rating override rates
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009700476
Saved in:
9
Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian
;
Lütkebohmert-Holtz, Eva
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
Saved in:
10
An improved multivariate Markov chain model for credit risk
Ching, Wai Ki
;
Siu, Tak Kuen
;
Li, Li-min
;
Jiang, Hao
; …
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 83-106
Persistent link: https://www.econbiz.de/10003927496
Saved in:
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