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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Financial crisis"
~subject:"Insolvenz"
~subject:"Verlust"
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
24
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20
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14
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13
Discussion paper / Tinbergen Institute
12
International review of economics & finance : IREF
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Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
Karaś, Marta
;
Szczepaniak, Witold
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 27-62
Persistent link: https://www.econbiz.de/10012671414
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2
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
3
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
4
A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
Saved in:
5
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
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6
Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe
;
Papiro, Giovanni
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
Saved in:
7
Asset correlation in residential mortgage-backed security reference portfolios
Geidosch, Marco
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
2
,
pp. 71-95
Persistent link: https://www.econbiz.de/10010385996
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8
Generalized beta regression models for random loss given default
Huang, Xinzheng
;
Oosterlee, Cornelis W.
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 45-70
Persistent link: https://www.econbiz.de/10009424789
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