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~isPartOf:"The journal of risk model validation"
~subject:"Credit rating"
~subject:"Hypothek"
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The journal of risk model validation
Journal of banking & finance
153
The journal of real estate finance and economics
59
Finance research letters
53
The journal of credit risk : published quarterly by Incisive Media
47
NBER working paper series
40
Journal of financial stability
39
European journal of operational research : EJOR
37
Journal of financial economics
37
Working papers / Federal Reserve Bank of Philadelphia, Research Department
37
Discussion papers / CEPR
35
Journal of international financial markets, institutions & money
33
Working paper series / European Central Bank
32
Journal of risk management in financial institutions
31
The journal of fixed income
31
International review of financial analysis
30
Working paper / National Bureau of Economic Research, Inc.
30
Journal of international money and finance
29
Research in international business and finance
28
Journal of financial services research : JFSR
27
NBER Working Paper
27
Working papers / Bank for International Settlements
27
Economic modelling
26
The journal of structured finance
26
International review of economics & finance : IREF
25
Journal of money, credit and banking : JMCB
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Risks : open access journal
25
Discussion paper / Centre for Economic Policy Research
24
Journal of risk and financial management : JRFM
24
Finance and economics discussion series
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Review of quantitative finance and accounting
22
SpringerLink / Bücher
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FRB of Philadelphia Working Paper
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IMF working papers
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Journal of financial intermediation
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Journal of the Operational Research Society : OR
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics
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ECONIS (ZBW)
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1
Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Cespedes, Juan Carlos Garcia
;
Herrero, Juan Antonio de Juan
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 71-98
Persistent link: https://www.econbiz.de/10003971978
Saved in:
2
An econometric model to quantify benchmark downturn loss given default on residential mortgages
Morone, Marco
;
Cornaglia, Anna
- In:
The journal of risk model validation
4
(
2010/11
)
3
,
pp. 27-51
Persistent link: https://www.econbiz.de/10008699884
Saved in:
3
A realistic approach for estimating and modeling loss given default
Malkani, Rakesh
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 103-116
Persistent link: https://www.econbiz.de/10009572300
Saved in:
4
Stress-testing probability of default and migration rate with respect to Basel II requirements
Miu, Peter
;
Ozdemir, Bogie
- In:
The journal of risk model validation
3
(
2009/10
)
4
,
pp. 3-38
Persistent link: https://www.econbiz.de/10009262130
Saved in:
5
The effect of introducing economic variables into credit scorecards : an example from invoice discounting
Zhang, Jie
;
Thomas, Lyn C.
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10010516718
Saved in:
6
Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
Saved in:
7
Does using time-varying target leverage ratios in structural credit risk models improve their accuracy?
Hui, Cho H.
;
Wong, Tak-chuen
;
Lo, Chi-fai
;
Ming Xi Huang
- In:
The journal of risk model validation
6
(
2012
)
3
,
pp. 27-49
Persistent link: https://www.econbiz.de/10009658577
Saved in:
8
A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark
;
Petrov, Alexander
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 83-112
Persistent link: https://www.econbiz.de/10011527482
Saved in:
9
Dynamic credit score modeling with short-term and long-term memories : the case of Freddie Mac’s database
Sousa, Maria Rocha
;
Gama, João
;
Brandão, Elísio
- In:
The journal of risk model validation
10
(
2016
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10011485152
Saved in:
10
What can we learn from what a machine has learned? : interpreting credit risk machine learning models
Bharodia, Nehalkumar
;
Chen, Wei
- In:
The journal of risk model validation
15
(
2021
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012817198
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