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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Basel Accord"
~subject:"Risk measure"
~subject:"default risk"
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Basel Accord
Risk measure
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Credit risk
72
Kreditrisiko
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Theorie
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Theory
27
Credit derivative
15
Insolvency
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Xiao, Xiao
2
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1
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1
Bauer, Daniel
1
Behr, Patrick
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Bhat, Gauri
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of banking & finance
88
Journal of risk management in financial institutions
49
Journal of financial stability
40
The journal of credit risk : published quarterly by Incisive Media
39
The journal of risk model validation
32
Journal of financial services research : JFSR
23
Risks : open access journal
22
Finance research letters
21
International review of financial analysis
21
Working paper series / European Central Bank
21
Discussion paper
20
The European journal of finance
20
Die Bank
19
Journal of banking regulation
19
Journal of financial intermediation
18
Economic modelling
17
Journal of international financial markets, institutions & money
17
Journal of risk
16
Nepalese journal of finance : a publication of Uniglobe College
16
SpringerLink / Bücher
16
Discussion paper / Tinbergen Institute
14
IMF working papers
14
Research paper series / Swiss Finance Institute
14
Risiko-Manager
14
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
14
Journal of financial regulation and compliance : an international journal
13
Nepalese journal of economics : a publication of Uniglobe College
13
Working papers / Bank for International Settlements
13
Discussion paper / Deutsche Bundesbank
12
European journal of operational research : EJOR
12
International journal of forecasting
12
International journal of theoretical and applied finance
12
International review of economics & finance : IREF
12
Applied economics
11
Discussion paper / Centre for Economic Policy Research
11
International journal of economics and finance
11
Journal of risk and financial management : JRFM
11
Staff working papers / Bank of England
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Bank of Finland research discussion papers
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ECONIS (ZBW)
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1
Tail risk concerns everywhere
Gao, George P.
;
Lu, Xiaomeng
;
Song, Zhaogang
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3111-3130
Persistent link: https://www.econbiz.de/10012039979
Saved in:
2
Simulation of coherent risk measures based on generalized scenarios
Lesnevski, Vadim
;
Nelson, Barry L.
;
Staum, Jeremy
- In:
Management science : journal of the Institute for …
53
(
2007
)
11
,
pp. 1756-1769
Persistent link: https://www.econbiz.de/10003593245
Saved in:
3
Credit risk spillovers among financial institutions around the global credit crisis : firm-level evidence
Yang, Jian
;
Zhou, Yinggang
- In:
Management science : journal of the Institute for …
59
(
2013
)
10
,
pp. 2343-2359
Persistent link: https://www.econbiz.de/10010202770
Saved in:
4
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
5
Risk-based loan pricing : portfolio optimization approach with marginal risk contribution
Chun, So Yeon
;
Lejeune, Miguel A.
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3735-3753
Persistent link: https://www.econbiz.de/10012289204
Saved in:
6
Modeling municipal yields with (and without) bond insurance
Chun, Albert Lee
;
Namvar, Ethan
;
Ye, Xiaoxia
;
Yu, Fan
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3694-3713
Persistent link: https://www.econbiz.de/10012062753
Saved in:
7
Persistence and procyclicality in margin requirements
Glasserman, Paul
;
Wu, Qi
- In:
Management science : journal of the Institute for …
64
(
2018
)
12
,
pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
Saved in:
8
Did government regulations lead to inflated credit ratings?
Behr, Patrick
;
Kisgen, Darren J.
;
Taillard, Jérôme P.
- In:
Management science : journal of the Institute for …
64
(
2018
)
3
,
pp. 1034-1054
Persistent link: https://www.econbiz.de/10011847126
Saved in:
9
The real effects of bank capital requirements
Fraisse, Henri
;
Lé, Mathias
;
Thesmar, David
- In:
Management science : journal of the Institute for …
66
(
2020
)
1
,
pp. 5-23
Persistent link: https://www.econbiz.de/10012156554
Saved in:
10
The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri
;
Ryan, Stephen G.
;
Vyas, Dushyantkumar
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734
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