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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~type_genre:"Article in journal"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Systematic review"
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Basel Accord
27
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
189
Journal of financial stability
94
Journal of risk management in financial institutions
81
Journal of banking regulation
70
Journal of financial intermediation
61
The journal of operational risk
58
Journal of financial services research : JFSR
48
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
48
Economic modelling
37
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
34
Die Bank
34
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
34
International journal of central banking : IJCB
33
International review of financial analysis
33
Journal of money, credit and banking : JMCB
33
Risiko-Manager
33
Finance research letters
32
Journal of international financial markets, institutions & money
32
The journal of risk model validation
31
Journal of financial regulation and compliance : an international journal
30
International journal of economics and finance
26
Journal of risk and financial management : JRFM
26
Risks : open access journal
26
International review of economics & finance : IREF
24
Applied economics
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Nepalese journal of finance : a publication of Uniglobe College
22
The European journal of finance
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Economic policy review
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Nepalese journal of economics : a publication of Uniglobe College
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Journal of central banking theory and practice
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Journal of economics & business
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Research in international business and finance
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Journal of risk
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Insurance / Mathematics & economics
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Financial markets, institutions & instruments
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Journal of financial economics
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Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
15
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
15
Banks and bank systems : international research journal
14
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ECONIS (ZBW)
27
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A new model for bank loan loss given default by leveraging time to recovery
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011962384
Saved in:
9
Systemic risk in the financial system : capital shortfalls under Brexit, the US elections and the Italian referendum
Engle, Robert F.
;
Zazzara, Cristiano
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 97-120
Persistent link: https://www.econbiz.de/10012041807
Saved in:
10
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
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