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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Portfolio selection"
~subject:"Regulierung"
~subject:"Risikomanagement"
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Portfolio selection
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Basel Accord
27
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23
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
46
The journal of operational risk
42
Journal of risk management in financial institutions
34
Journal of financial stability
23
SpringerLink / Bücher
23
Journal of banking regulation
22
Risiko-Manager
19
Discussion paper
15
Risks : open access journal
14
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
14
Journal of financial intermediation
13
Journal of financial regulation and compliance : an international journal
13
Journal of risk
13
The journal of risk model validation
13
Die Bank
12
IMF country report
12
Working paper
12
Finance research letters
11
Insurance / Mathematics & economics
11
Working papers / Financial Institutions Center
11
Journal of risk and financial management : JRFM
10
Staff working papers / Bank of England
10
Discussion paper / Tinbergen Institute
9
Econometric Institute research papers
9
IMF working papers
9
International review of financial analysis
9
Research paper series / Swiss Finance Institute
9
Working paper series / European Central Bank
9
Working papers / Bank for International Settlements
9
European journal of operational research : EJOR
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Economic modelling
7
Europäische Hochschulschriften / 5
7
Finance and economics discussion series
7
Journal of financial services research : JFSR
7
Journal of international financial markets, institutions & money
7
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
7
Working paper series
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
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ECONIS (ZBW)
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1
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:
2
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:
3
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
Saved in:
4
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
5
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:
6
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
7
Forecasting credit card portfolio losses in the Great recession : a study in model risk
Canals-Cerdá, José J.
;
Kerr, Sougata
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10011298501
Saved in:
8
An analytical value-at-risk approach for a credit portfolio with liquidity horizon and portfolio rebalancing
Huang, Haohan
;
Wang, Eugene
;
Huang, Huaxiong
;
Wang, Yong
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442455
Saved in:
9
The survival analysis apporach in Basel II credit risk management : modeling danger rates in the loss given default parameter
Bonini, Stefano
;
Caivano, Giuliana
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10009737290
Saved in:
10
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:
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