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~person:"Jacobs, Michael <Jr.>"
~person:"Lucas, André"
~person:"Marchesi, Silvia"
~subject:"Theorie"
~type:"article"
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Search: subject:"Kredit"
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Theorie
Credit risk
36
Kreditrisiko
36
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21
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12
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12
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12
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12
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8
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Jacobs, Michael <Jr.>
Lucas, André
Marchesi, Silvia
Baetge, Jörg
16
Capponi, Agostino
15
Crook, Jonathan N.
15
Jarrow, Robert A.
15
Gouriéroux, Christian
14
Altman, Edward I.
12
Giesecke, Kay
12
Jeanblanc, Monique
12
Brigo, Damiano
11
Huschens, Stefan
11
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10
Overbeck, Ludger
10
Rutkowski, Marek
10
Rösch, Daniel
10
Bielecki, Tomasz R.
9
Crépey, Stéphane
9
Fischer, Matthias
9
Löffler, Gunter
8
Poon, Ser-Huang
8
Turnbull, Stuart M.
8
Zopounidis, Constantin
8
Everling, Oliver
7
Fabozzi, Frank J.
7
Grundke, Peter
7
Herbertsson, Alexander
7
Lin, Jyh-horng
7
Pagano, Marco
7
Parnes, Dror
7
Scheule, Harald
7
Thomas, Lyn C.
7
Tsomocos, Dimitrios P.
7
Yang, Bill Huajian
7
Zazzaro, Alberto
7
Aizenman, Joshua
6
Allen, Franklin
6
Calomiris, Charles W.
6
Chen, Ren-Raw
6
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6
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Journal / The Capco Institute : journal of financial transformation
2
Journal of applied econometrics
2
Journal of risk finance : the convergence of financial products and insurance
2
The journal of risk model validation
2
Applied mathematical finance
1
Inventi impact: emerging economies
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international economics
1
Journal of risk & control
1
Journal of risk management in financial institutions
1
Managing and measuring risk : emerging global standards and regulation after the financial crisis
1
The economic journal : the journal of the Royal Economic Society
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of fixed income
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ECONIS (ZBW)
21
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1
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:
2
Credit risk signals in CDS market vs agency ratings
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
;
Layish, …
- In:
Journal of risk finance : the convergence of financial …
17
(
2016
)
2
,
pp. 194-217
Persistent link: https://www.econbiz.de/10011628302
Saved in:
3
An analysis of the impact of modeling assumptions in the Current Expected Credit Loss (CEFL) framework on the provisioning for credit loss
Jacobs, Michael <Jr.>
- In:
Journal of risk & control
6
(
2019
)
1
,
pp. 65-112
Persistent link: https://www.econbiz.de/10012237603
Saved in:
4
Read my lips : the role of information transmission in multilateral reform design
Marchesi, Silvia
;
Sabani, Laura
;
Dreher, Axel
- In:
Journal of international economics
84
(
2011
)
1
,
pp. 86-98
Persistent link: https://www.econbiz.de/10009248180
Saved in:
5
The validation of machine-learning models for the stress testing of credit risk
Jacobs, Michael <Jr.>
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
3
,
pp. 218-243
Persistent link: https://www.econbiz.de/10011942534
Saved in:
6
Global credit risk : world, country and industry factors
Schwaab, Bernd
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
32
(
2017
)
2
,
pp. 296-317
Persistent link: https://www.econbiz.de/10011689783
Saved in:
7
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
8
The impact of asset price bubbles on credit risk measures
Jacobs, Michael <Jr.>
- In:
Inventi impact: emerging economies
(
2016
)
3
,
pp. 160-175
Persistent link: https://www.econbiz.de/10011567800
Saved in:
9
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
10
IMF conditionality as a screening device
Marchesi, Silvia
;
Thomas, Jonathan P.
- In:
The economic journal : the journal of the Royal …
109
(
1999
),
pp. 111-125
Persistent link: https://www.econbiz.de/10001381077
Saved in:
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