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Search: subject:"Probability Of Default"
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probability of default
281
Credit risk
211
Kreditrisiko
164
banking
119
banking system
117
Insolvenz
109
Insolvency
107
Probability of default
96
capital adequacy
87
banking sector
78
bank capital
74
banking supervision
73
bank assets
64
foreign exchange
62
return on assets
62
tier 1 capital
62
credit risk
61
deposit insurance
61
Theorie
59
Kreditwürdigkeit
58
return on equity
57
Credit rating
55
capital adequacy ratio
55
Theory
54
bank credit
51
banking systems
48
Basel Accord
47
Bank supervision
46
Basler Akkord
46
capital requirement
46
Probability of Default
45
recapitalization
45
Risk management
44
Banks
43
Wahrscheinlichkeitsrechnung
43
bank lending
43
Banking sector
42
Probability theory
42
bank of england
42
banking crisis
41
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Free
327
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5
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54
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26
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16
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5
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295
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178
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12
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Vilsmeier, Johannes
17
Matros, Philipp
10
Gürtler, Marc
8
Rösch, Daniel
8
Camba-Méndez, Gonzalo
7
Heithecker, Dirk
7
Scheule, Harald
6
Chan-Lau, Jorge A.
5
Hamerle, Alfred
5
Kostrov, Alexander
5
Yamashita, Satoshi
5
Alonso, Andrés
4
Bedin, Andrea
4
Billio, Monica
4
Coppens, François
4
Costola, Michele
4
Gray, Dale F.
4
Karminsky, Alexander
4
Li, Weiping
4
Liebig, Thilo
4
Nicoló, Gianni De
4
Pelizzon, Loriana
4
Schmieder, Christian
4
Serwa, Dobromił
4
Tasche, Dirk
4
Wosnitza, Jan Henrik
4
Đurović, Andrija
4
Abildgren, Kim
3
Banai, Ádám
3
Basurto, Miguel A. Segoviano
3
Breed, Douw Gerbrand
3
Cihák, Martin
3
Featherstone, Allen M.
3
Gonzáles, Fernando
3
Hardy, Daniel C.
3
Jacobs, Michael <Jr.>
3
Kadeřábek, Petr
3
Karmann, Alexander
3
Knapp, Michael
3
Kostrzewa, Konrad
3
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International Monetary Fund (IMF)
140
International Monetary Fund
67
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Deutsche Bundesbank
6
Institute for Monetary and Economic Studies, Bank of Japan
4
Banco de España
3
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
3
European Central Bank
3
Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
3
Banca d'Italia
2
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
2
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
2
Institut für Schweizerisches Bankwesen <Zürich>
2
Narodowy Bank Polski
2
School of Business, Edith Cowan University
2
Wirtschaftswissenschaftliche Fakultät, Universität Regensburg
2
BANCO DE LA REPÚBLICA
1
Banco de la Republica de Colombia
1
Bank for International Settlements (BIS)
1
COMISEF
1
Central Bank of Ireland
1
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
1
Centro de Investigaciones Económicas y Empresariales, Universidad Privada Boliviana
1
Crédit Suisse Group <Zürich>
1
Departamento de Economía, Facultad de Ciencias Sociales
1
Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Frankfurt School of Finance and Management
1
Institut ekonomických studií, Univerzita Karlova v Praze
1
Institut für Wirtschaftsforschung Halle (IWH)
1
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1
National Centre of Competence in Research - Financial Valuation and Risk Management
1
National Research University Higher School of Economics
1
Nationale Bank van België/Banque national de Belqique (BNB)
1
Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI)
1
Risk Management Institute
1
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
1
University <Nottingham> / Department of Economics
1
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IMF Working Papers
69
IMF Staff Country Reports
60
MPRA Paper
10
Journal of banking & finance
9
The journal of credit risk : published quarterly by Incisive Media
9
The journal of risk model validation
7
ECB Working Paper
6
Finance research letters
5
Journal of Risk and Financial Management
5
Risks : open access journal
5
Agricultural Finance Review
4
European journal of operational research : EJOR
4
IMES Discussion Paper Series
4
IMF Occasional Papers
4
IMF Staff Discussion Notes
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Risks
4
The North American journal of economics and finance : a journal of financial economics studies
4
Working Paper Series
4
Applied economics
3
BGPE Discussion Paper
3
Banco de España Working Papers
3
Bundesbank Discussion Paper
3
Discussion Paper Series 2
3
Discussion Paper Series 2: Banking and Financial Studies
3
Discussion Papers / Deutsche Bundesbank
3
Discussion paper
3
European research studies
3
IMF Staff Position Notes
3
IRZ : Zeitschrift für internationale Rechnungslegung
3
International journal of economics and finance
3
Journal of Banking & Finance
3
Journal of risk management in financial institutions
3
Operations Research and Decisions
3
Working Paper Series / European Central Bank
3
Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
3
Working Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
3
Acta oeconomica : periodical of the Hungarian Academy of Sciences
2
Agricultural finance review
2
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Source
All
RePEc
248
ECONIS (ZBW)
178
EconStor
47
USB Cologne (business full texts)
6
Other ZBW resources
6
BASE
5
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490
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1
The Bank of Italy's statistical model for the credit assessment of non-financial firms
Narizzano, Simone
;
Orlandi, Marco
;
Scalia, Antonio
-
2024
Persistent link: https://www.econbiz.de/10015080018
Saved in:
2
The greening of Kenya's banking sector: Macro-financial stability implications of a low carbon transition
Talam, Camilla C.
;
Maru, Lucy
-
2023
probability
of
default
of a bank portfolio and allows for natural diversification to mitigate the adverse effects of such a policy …
Persistent link: https://www.econbiz.de/10014285754
Saved in:
3
Micro-assessment of macroprudential borrower-based measures in Lithuania
Dirma, Mantas
;
Karmelavičius, Jaunius
-
2023
Persistent link: https://www.econbiz.de/10013502304
Saved in:
4
Insights into credit loss rates : a global database
Ong, Li Lian
;
Schmieder, Christian
;
Wei, Min
-
2023
Persistent link: https://www.econbiz.de/10014329176
Saved in:
5
The greening of Kenya's banking sector : macro-financial stability implications of a low carbon transition
Talam, Camilla C.
;
Maru, Lucy
-
2023
probability
of
default
of a bank portfolio and allows for natural diversification to mitigate the adverse effects of such a policy …
Persistent link: https://www.econbiz.de/10014284845
Saved in:
6
Insights into credit loss rates : a global database
Ong, Li Lian
;
Schmieder, Christian
;
Wei, Min
-
2023
Persistent link: https://www.econbiz.de/10014284871
Saved in:
7
A forward-looking IFRS 9 methodology, focussing on the incorporation of macroeconomic and macroprudential information into expected credit loss calculation
Breed, Douw Gerbrand
;
Hurter, Jacques
;
Marimo, Mercy
; …
- In:
Risks : open access journal
11
(
2023
)
3
,
pp. 1-16
quantification of ECL is often broken down into its three components, namely, the
probability
of
default
(PD), loss given default …
Persistent link: https://www.econbiz.de/10014303642
Saved in:
8
Through-the-cycle to point-in-time probabilities of default conversion : inconsistencies in the Vasicek approach
Basson, L. J.
;
Van Vuuren, Gary
- In:
International journal of economics and financial issues …
13
(
2023
)
6
,
pp. 42-52
Persistent link: https://www.econbiz.de/10014431298
Saved in:
9
Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default
Wosnitza, Jan Henrik
-
2022
The transformation of credit scores into probabilities of default plays an important role in credit risk estimation. The linear logistic regression has developed into a standard calibration approach in the banking sector. With the advent of machine learning techniques in the discriminatory phase...
Persistent link: https://www.econbiz.de/10013041410
Saved in:
10
Machine learning methods for short-term
probability
of
default
: a comparison of classification, regression and ranking methods
Coenen, Lize
;
Verbeke, Wouter
;
Guns, Tias
- In:
Journal of the Operational Research Society
73
(
2022
)
1
,
pp. 191-206
Persistent link: https://www.econbiz.de/10012872899
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