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~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Rösch, Daniel"
~subject:"Risk management"
~type_genre:"Aufsatz in Zeitschrift"
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Risk management
Credit risk
54
Kreditrisiko
54
Basel Accord
17
Basler Akkord
17
Theorie
16
Theory
16
Insolvency
12
Insolvenz
12
Credit rating
11
Kreditwürdigkeit
11
Portfolio selection
11
Portfolio-Management
11
Risikomanagement
11
Bank lending
9
Kreditgeschäft
9
Estimation
8
Forecasting model
8
Prognoseverfahren
8
Schätzung
8
Hypothek
6
Mortgage
6
USA
6
United States
6
Business cycle
5
Financial crisis
5
Finanzkrise
5
Konjunktur
5
Loss
5
Verlust
5
Risikomaß
4
Risk measure
4
Securitization
4
Verbriefung
4
Asset-Backed Securities
3
Asset-backed securities
3
CAPM
3
Correlation
3
Credit
3
Credit derivative
3
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Undetermined
6
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Article
12
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Aufsatz in Zeitschrift
Graue Literatur
13
Non-commercial literature
13
Article in journal
12
Arbeitspapier
10
Working Paper
10
Hochschulschrift
3
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Collection of articles written by one author
1
Guidebook
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Ratgeber
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Sammlung
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English
10
German
2
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Lucas, André
McAleer, Michael
Rösch, Daniel
Jacobs, Michael <Jr.>
8
Arora, Anju
7
Andreeva, Galina
5
Broll, Udo
5
Crook, Jonathan N.
5
Prorokowski, Lukasz
5
Schuermann, Til
5
Welzel, Peter
5
Cerezetti, Fernando
4
Gatzert, Nadine
4
Hölscher, Reinhold
4
Raviv, Alon
4
Summer, Martin
4
Turnbull, Stuart M.
4
Van Vuuren, Gary
4
Allen, Franklin
3
Breton, Michèle
3
Chen, Ren-Raw
3
Chen, Tsung-Kang
3
Chen, Wei
3
Cipra, Tomáš
3
Fischer, Matthias
3
Frei, Christoph
3
Grundke, Peter
3
Hamerle, Alfred
3
Hendrych, Radek
3
Hurlin, Christophe
3
Kanno, Masayasu
3
Karrenbauer, Ulrike
3
Kumar, Muneesh
3
Kupiec, Paul H.
3
Lalon, Raad Mozib
3
Leippold, Markus
3
Li, Jianping
3
Marzouk, Oussama
3
Miani, Stefano
3
Montesi, Giuseppe
3
Mußhoff, Oliver
3
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European journal of operational research : EJOR
2
Die Bank
1
International journal of forecasting
1
International review of finance
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of monetary economics
1
Review of derivatives research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
12
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1
Covid-19, credit risk management modeling, and government support
Telg, Sean
;
Dubinova, Anna
;
Lucas, André
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248237
Saved in:
2
Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of monetary economics
116
(
2020
),
pp. 283-297
Persistent link: https://www.econbiz.de/10012495181
Saved in:
3
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
4
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
5
Cure events in default prediction
Wolter, Marcus
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
238
(
2014
)
3
,
pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
Saved in:
6
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
7
Downturn credit portofolio risk regulatory capital and prudential incentives
Rösch, Daniel
;
Scheule, Harald
- In:
International review of finance
10
(
2010
)
2
,
pp. 185-207
Persistent link: https://www.econbiz.de/10003991361
Saved in:
8
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
9
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
10
An empirical comparison of default risk forecasts from alternative credit rating philosophies
Rösch, Daniel
- In:
International journal of forecasting
21
(
2005
)
1
,
pp. 37-51
Persistent link: https://www.econbiz.de/10002547096
Saved in:
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