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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Digitalisierung"
~subject:"Kreditrisiko"
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Digitalisierung
Kreditrisiko
Risikomanagement
38
Risk management
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Brigo, Damiano
2
Albanese, Claudio
1
Amini, Hamed
1
Bielecki, Tomasz R.
1
Capponi, Agostino
1
Capriotti, Luca
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Carmona, René
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Cont, Rama
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Minca, Andreea
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O'Donoghue, Brendan
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International journal of theoretical and applied finance
Technological forecasting & social change : an international journal
57
Journal of risk management in financial institutions
53
Springer eBook Collection
49
Journal of banking & finance
43
Finance research letters
41
SpringerLink / Bücher
41
Risks : open access journal
29
Journal of business research : JBR
22
Risiko-Manager
22
Technovation : the international journal of technological innovation, entrepreneurship and technology management
22
Discussion paper
21
The journal of credit risk : published quarterly by Incisive Media
21
European journal of operational research : EJOR
20
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
Telecommunications policy : the international journal of digital economy, data sciences and new media
19
Wiley finance series
18
Journal of financial stability
17
Journal of risk and financial management : JRFM
17
European research studies
16
Journal of risk
16
The journal of risk model validation
16
Journal of open innovation : technology, market, and complexity
15
World Bank E-Library Archive
15
Die Bank
14
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
International review of financial analysis
14
Journal of innovation & knowledge : JIK
14
Insurance / Mathematics & economics
13
International journal of production economics
13
Working paper series / European Central Bank
13
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
12
Journal of securities operations & custody
12
The journal of financial market infrastructures
12
Working paper
12
CESifo working papers
11
Discussion papers / CEPR
11
Europäische Hochschulschriften / 5
11
Journal of banking regulation
11
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ECONIS (ZBW)
17
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1
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
2
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
3
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
Saved in:
4
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
5
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
6
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
7
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
8
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
9
Stress testing the resilience of financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
Saved in:
10
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
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