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~isPartOf:"Journal of risk management in financial institutions"
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Kreditrisikomaße im Vergleich
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Credit risk
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Journal of risk management in financial institutions
Journal of banking & finance
633
Finance research letters
305
Insurance / Mathematics & economics
251
European journal of operational research : EJOR
198
International review of financial analysis
190
Risks : open access journal
180
Journal of financial stability
178
The journal of credit risk : published quarterly by Incisive Media
171
Journal of risk
152
International journal of theoretical and applied finance
148
Economic modelling
146
NBER working paper series
143
The journal of risk model validation
143
International review of economics & finance : IREF
133
The journal of fixed income
131
Journal of financial economics
129
The North American journal of economics and finance : a journal of financial economics studies
129
Working paper series / European Central Bank
122
Research in international business and finance
121
Applied economics
118
Discussion paper / Tinbergen Institute
118
Discussion papers / CEPR
116
Journal of international financial markets, institutions & money
116
NBER Working Paper
113
Finance and economics discussion series
111
Working paper / National Bureau of Economic Research, Inc.
111
Journal of empirical finance
109
Journal of risk and financial management : JRFM
108
Research paper series / Swiss Finance Institute
106
IMF working papers
105
The European journal of finance
103
Management science : journal of the Institute for Operations Research and the Management Sciences
96
Applied economics letters
95
Discussion paper / Centre for Economic Policy Research
94
Review of quantitative finance and accounting
94
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91
Pacific-Basin finance journal
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ECONIS (ZBW)
155
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1
The gentle proposal : a model of applied defoult probabilities and GARCH volatility
Corelli, Angelo
- In:
Journal of risk management in financial institutions
4
(
2010/11
)
1
,
pp. 46-56
Persistent link: https://www.econbiz.de/10008905799
Saved in:
2
Credit Bu VaR : asymmetric spread VaR with default
Wong, Max
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
1
,
pp. 86-95
Persistent link: https://www.econbiz.de/10009503106
Saved in:
3
Explpring the use of the Kelly criterion for Basel capital requirement : an optimal and countercyclical appoach
Wong, Max C. Y.
- In:
Journal of risk management in financial institutions
8
(
2015
)
1
,
pp. 45-61
Persistent link: https://www.econbiz.de/10010526458
Saved in:
4
Capital for concentrated credit portfolios
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 314-322
Persistent link: https://www.econbiz.de/10011531169
Saved in:
5
Counterparty credit risk : news, views and open issues
Böcker, Klaus
;
Stamm, Roland
- In:
Journal of risk management in financial institutions
5
(
2011/12
)
3
,
pp. 227-233
Persistent link: https://www.econbiz.de/10009565854
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6
Sustainable profitability in volatile cyclical markets
Sarraf, Hanna
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
2
,
pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
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7
Economic capital: A brief history and practical applications today
Ferguson, Tally
- In:
Journal of risk management in financial institutions
12
(
2018/2019
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10012041840
Saved in:
8
Stress testing bank insolvency risk by systemic equity market shock : an expected shortfall approach
Yang, Hank Z.
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 211-227
Persistent link: https://www.econbiz.de/10014320203
Saved in:
9
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
10
A generalised latent Poisson factor modelling approach for default correlations in credit portfolios
Saidane, Mohamed
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 89-105
Persistent link: https://www.econbiz.de/10014489156
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