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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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Credit risk
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Altman, Edward I.
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Breeden, Joseph L.
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Chi, Guotai
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Zhao, Xinlei
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Canals-Cerdá, José J.
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Charlin, Ventura
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International Conference on Credit Analysis and Risk Management <1, 2011, Rochester, Mich.>
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
503
Finance research letters
228
The journal of operational risk
191
Journal of financial stability
182
Journal of risk management in financial institutions
163
International review of financial analysis
134
NBER working paper series
134
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132
European journal of operational research : EJOR
119
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117
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116
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111
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110
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107
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74
The North American journal of economics and finance : a journal of financial economics studies
74
Risiko-Manager
73
Review of quantitative finance and accounting
72
Journal of financial services research : JFSR
71
Journal of international money and finance
71
Journal of financial intermediation
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ECONIS (ZBW)
175
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1
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
2
A framework for market, credit and transfer risk aggregation and stress testing
Farinelli, Simone
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011566247
Saved in:
3
A model of corporate bond pricing with liquidity and marketability risk
Tychon, Pierre
;
Vannetelbosch, Vincent J.
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. 3-35
Persistent link: https://www.econbiz.de/10003198798
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4
CDO rating methodology : some thoughts on model risk and its implications
Fender, Ingo
;
Kiff, John
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003198815
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5
Recovery swaps
Berd, Arthur M.
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [61]-70
Persistent link: https://www.econbiz.de/10003198826
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6
CDO pricing with factor models : survey and comments
Andersen, Leif B. G.
;
Sidenius, Jakob
- In:
The journal of credit risk : published quarterly by …
1
(
2005
)
3
,
pp. [71]-88
Persistent link: https://www.econbiz.de/10003198839
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7
An approximation for credit portfolio losses
Frey, Rüdiger
;
Popp, Monika
;
Weber, Stefan
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10003745393
Saved in:
8
Accurate allocation of risk capital in credit portfolios
Kwiatkowski, Jan W.
;
Burridge, D. James
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 21-46
Persistent link: https://www.econbiz.de/10003745394
Saved in:
9
A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
Bielecki, Tomasz R.
;
Vidozzi, Andrea
;
Vidozzi, Luca
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10003745400
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10
Estimating EAD for retail exposures for Basel II purposes
Valvonis, Vytautas
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003745402
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