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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
218
Journal of banking & finance
181
Journal of risk
123
European journal of operational research : EJOR
112
Risks : open access journal
107
Finance research letters
103
International review of financial analysis
74
Economic modelling
71
Energy economics
71
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Journal of empirical finance
55
Quantitative finance
54
Applied economics
53
Journal of risk and financial management : JRFM
53
International journal of theoretical and applied finance
47
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
42
Journal of econometrics
41
Computational economics
40
International review of economics & finance : IREF
40
The European journal of finance
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research in international business and finance
36
Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
34
SFB 649 discussion paper
34
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Working papers
32
Finance and stochastics
31
Pacific-Basin finance journal
30
Econometric Institute research papers
29
Management science : journal of the Institute for Operations Research and the Management Sciences
28
Operations research letters
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Working paper
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ECONIS (ZBW)
25
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1
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
Saved in:
2
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
3
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:
4
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
5
Modeling dependent risk factors with CreditRisk+
Zhang, Xiaohang
;
Choe, SuBang
;
Zhu, Ji
;
Bewick, Jill
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10011917573
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
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
8
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:
9
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:
10
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
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