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Search: subject:"Expected loss"
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Subject
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expected loss
38
Kreditrisiko
35
Credit risk
34
Theorie
31
Theory
31
Verlust
29
Loss
28
Basler Akkord
22
Basel Accord
20
Portfolio-Management
19
Expected loss
17
Kreditgeschäft
17
Portfolio selection
17
Bank lending
16
Erwartungsbildung
15
Expectation formation
15
IFRS
15
IFRS 9
13
Expected Loss
11
Insolvency
11
Insolvenz
11
Forecasting model
10
Prognoseverfahren
10
Risikomanagement
10
Risk management
9
Kreditwürdigkeit
8
Basel II
7
Finanzkrise
7
Risikomaß
7
Risk measure
7
Financial crisis
6
covered deposits
6
expected loss model
6
impairment
6
risk-based premium
6
Bank capital
5
Correlation
5
Credit rating
5
Expected loss provisioning
5
Loss Given Default
5
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Online availability
All
Free
57
Undetermined
42
Type of publication
All
Article
75
Book / Working Paper
45
Other
1
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Working Paper
15
Graue Literatur
11
Non-commercial literature
11
Arbeitspapier
8
Article
3
Aufsatz im Buch
1
Aufsatzsammlung
1
Book section
1
Collection of articles of several authors
1
Conference proceedings
1
Hochschulschrift
1
Konferenzschrift
1
Proceedings
1
Research Report
1
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1
research-article
1
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Language
All
English
81
Undetermined
28
German
12
Author
All
Tarashev, Nikola A.
7
Juselius, Mikael
6
Walter, Susanna
5
Yamashita, Satoshi
5
Balling, Morten
4
Hlawatsch, Stefan
4
Jongh, Pieter Juriaan de
4
Longford, Nicholas
4
Ostrowski, Sebastian
4
Yoshiba, Toshinao
4
Ayadi, Rym
3
Bernet, Beat
3
Gambrah, Priscilla Serwaa Nkyira
3
Hashim, Noor
3
Krüger, Steffen
3
Li, Weijia
3
Lierman, Frank
3
Llewellyn, David T.
3
O'Hanlon, John
3
Pirvu, Traian Adrian
3
Rösch, Daniel
3
Scheule, Harald
3
Bock, Robert
2
Bouchard, Bruno
2
Böve, Rolf
2
Cifuentes, Arturo
2
Cremers, Heinz
2
De Ribera Martin, Francisco de Asis
2
Diebold, Francis X.
2
Düllmann, Klaus
2
Fatouh, Mahmoud
2
Fujiwara, Shigeaki
2
Gann, Philipp
2
Groeneveld, Hans
2
Hamerle, Alfred
2
Heidorn, Thomas
2
König, Lars
2
Liebig, Thilo
2
Machenil, Lars
2
Mahieux, Lucas
2
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Department of Economics and Business, Universitat Pompeu Fabra
3
Institute for Monetary and Economic Studies, Bank of Japan
3
SUERF - The European Money and Finance Forum
3
Deutsche Bundesbank
2
Frankfurt School of Finance and Management
2
HAL
2
Centre for European Policy Studies
1
Centro de Investigaciones Económicas y Empresariales, Universidad Privada Boliviana
1
EconWPA
1
Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
1
Forum Financier Belge <Brüssel>
1
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
1
Luxembourg Institute of Socio-Economic Research (CEPS/INSTEAD)
1
New Paradigms in Money and Finance? <Veranstaltung> <2011, Brüssel>
1
Society for Computational Economics - SCE
1
Université Paris-Dauphine (Paris IX)
1
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Published in...
All
IRZ : Zeitschrift für internationale Rechnungslegung
6
SUERF Studies
4
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
3
Frankfurt School - Working Paper Series
3
IMES Discussion Paper Series
3
MPRA Paper
3
The accounting review : a publication of the American Accounting Association
3
The journal of credit risk : published quarterly by Incisive Media
3
Working papers / Bank for International Settlements
3
Accounting and business research
2
Accounting in Europe
2
Bank of Finland Research Discussion Papers
2
Bank of Finland research discussion papers
2
BuR - Business Research
2
Discussion Paper Series 2
2
Discussion Paper Series 2: Banking and Financial Studies
2
Finance research letters
2
International business and economics research journal
2
Journal of Applied Statistics
2
Journal of Risk and Financial Management
2
Risks : open access journal
2
SUERF studies
2
The Geneva papers on risk and insurance - issues and practice
2
The journal of investment strategies
2
WPg : Kompetenz schafft Vertrauen
2
Working Papers / HAL
2
Accounting horizons : a quarterly publication of the American Accounting Association
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Arbeitsberichte der Hochschule für Bankwirtschaft
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
BANCARIA
1
Computational Management Science
1
Computing in Economics and Finance 2002
1
Discussion Papers in Business Administration
1
Economic modelling
1
Economics Letters
1
Economics Thesis from University Paris Dauphine
1
Economics letters
1
FEMM Working Papers
1
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Source
All
ECONIS (ZBW)
68
RePEc
39
EconStor
12
BASE
1
Other ZBW resources
1
Showing
21
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30
of
121
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21
Pricing dynamics in the market for catastrophe bonds
Carayannopoulos, Peter
;
Kanj, Olga
;
Perez, M. Fabricio
- In:
The Geneva papers on risk and insurance - issues and …
47
(
2022
)
1
,
pp. 172-202
Persistent link: https://www.econbiz.de/10012797136
Saved in:
22
The development of
expected-loss
methods of accounting for credit losses : a review with analysis of comment letters
Hashim, Noor
;
Li, Weijia
;
O'Hanlon, John
- In:
Accounting horizons : a quarterly publication of the …
36
(
2022
)
3
,
pp. 71-102
Persistent link: https://www.econbiz.de/10013428831
Saved in:
23
Linking risk appetite to limits : a quantitative approach for practitioners
Sanyal, Goutam
;
Mukherji, Srishti
- In:
Praj̄nȧn : journal of social and management sciences
51
(
2022
)
3
,
pp. 215-235
Persistent link: https://www.econbiz.de/10014364967
Saved in:
24
Pricing options using expected profit and loss measures
Venter, J. H.
;
Jongh, Pieter Juriaan de
- In:
The journal of investment strategies
11
(
2022
)
4
,
pp. 1-29
Persistent link: https://www.econbiz.de/10014335818
Saved in:
25
Expected loan loss provisioning : an empirical model
Lu, Yao
;
Nikolaev, Valeri V.
- In:
The accounting review : a publication of the American …
97
(
2022
)
7
,
pp. 319-346
Persistent link: https://www.econbiz.de/10013503595
Saved in:
26
Auswirkungen des IFRS 9 für Nicht-Finanzinstitute am Beispiel von Forderungen aus Lieferungen und Leistungen
Fritz-Schmied, Gudrun
;
Weberning, Kristina
- In:
IRZ : Zeitschrift für internationale Rechnungslegung
13
(
2018
)
1
,
pp. 27-30
Persistent link: https://www.econbiz.de/10011818476
Saved in:
27
Funding Cost and a New Capital Model
Hannah, Lincoln
-
Volkswirtschaftliche Fakultät, …
-
2013
’s
Expected
Loss
(EL) rather than the market standard Probability of Default (PD). The basic idea is: A bank could fund a new …
Persistent link: https://www.econbiz.de/10011258119
Saved in:
28
A test of the inherent predictiveness of the RU, a new metric to express all forms of operational risk in banks
Hughes, Peter
;
Marzouk, Mahmoud
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10012613975
Saved in:
29
A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie
;
Huang, Emma
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
Saved in:
30
A note on P- vs. Q-
expected
loss
portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10012424588
Saved in:
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