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~isPartOf:"The journal of risk model validation"
~subject:"Credit rating"
~subject:"Financial crisis"
~subject:"Risk measure"
~subject:"Theorie"
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Credit rating
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2
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Ha Tran Manh
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The journal of risk model validation
Journal of banking & finance
99
Journal of financial stability
57
Journal of risk management in financial institutions
38
Journal of financial intermediation
33
Discussion paper / Centre for Economic Policy Research
31
Discussion paper
29
IMF working papers
29
Economic modelling
25
Journal of money, credit and banking : JMCB
25
Staff working papers / Bank of England
25
The journal of operational risk
25
Working paper series / European Central Bank
25
Journal of financial services research : JFSR
24
Finance and economics discussion series
21
Journal of banking regulation
21
Risks : open access journal
19
SpringerLink / Bücher
19
Discussion paper / Tinbergen Institute
18
Discussion papers / CEPR
18
Research paper series / Swiss Finance Institute
18
Working paper
18
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
17
International review of economics & finance : IREF
16
The journal of credit risk : published quarterly by Incisive Media
16
Working papers / Bank for International Settlements
16
Applied economics
15
Bank of Finland Research Discussion Paper
15
Bank of Finland research discussion papers
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CESifo working papers
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Econometric Institute research papers
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FEDS Working Paper
15
International review of financial analysis
15
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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Bank of England Working Paper
14
CFS working paper series
14
Insurance / Mathematics & economics
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Journal of risk
14
The European journal of finance
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ECONIS (ZBW)
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1
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
2
The validation of different systemic risk measurement models
Wang, Hu
;
Jiang, Shuyang
- In:
The journal of risk model validation
17
(
2023
)
2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10014485771
Saved in:
3
Forecasting the loss given default of bank loans with a hybrid multilayer LGD model by extending multidimensional signals
Fan, Mengting
;
Mo, Zan
;
Zhao, Qizhi
;
Gao, Hongming
; …
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 37-75
Persistent link: https://www.econbiz.de/10014239847
Saved in:
4
Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014540302
Saved in:
5
Expected shortfall model based on a neural network
Doncic, Sanja
;
Pantic, Nemanja
;
Lakićević, Marija
- In:
The journal of risk model validation
16
(
2022
)
2
,
pp. 63-83
Persistent link: https://www.econbiz.de/10014540573
Saved in:
6
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.>
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
7
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
8
Benchmarking loss given default discount rates
Scheule, Harald
;
Jortzik, Stephan
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 53-96
Persistent link: https://www.econbiz.de/10014336010
Saved in:
9
The utility of Basel III rules on excessive violations of internal risk models
Tarrant, Wayne
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10012020267
Saved in:
10
Asset correlations and procyclical impact
Ho, Kung-Cheng
;
Chen, Jiun-Lin
;
Lee, Shih-Cheng
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011671171
Saved in:
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