//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Credit risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
JUSTIFICATION OF PER-UNIT RISK...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Credit risk
Kreditrisiko
19,800
Theorie
5,452
Theory
5,427
Kreditgeschäft
4,271
Bank lending
4,155
Bank
3,101
Risikomanagement
2,777
Kreditwürdigkeit
2,758
Insolvenz
2,748
Credit rating
2,746
Insolvency
2,737
Risk management
2,717
Financial crisis
2,226
Finanzkrise
2,215
Basler Akkord
2,161
Basel Accord
2,158
Kreditderivat
1,871
Credit derivative
1,843
Bankrisiko
1,771
Bank risk
1,766
credit risk
1,751
Portfolio-Management
1,730
Portfolio selection
1,721
Credit
1,612
Kredit
1,579
Welt
1,445
World
1,434
Zinsstruktur
1,393
Yield curve
1,388
Mortgage
1,382
Hypothek
1,381
USA
1,322
United States
1,309
Derivat
1,247
Derivative
1,247
Risk premium
1,216
Risikoprämie
1,212
Schätzung
1,172
Estimation
1,151
more ...
less ...
Online availability
All
Free
8,028
Undetermined
4,978
Type of publication
All
Article
10,479
Book / Working Paper
9,590
Journal
23
Other
18
Database
1
Type of publication (narrower categories)
All
Article in journal
9,147
Aufsatz in Zeitschrift
9,147
Graue Literatur
3,847
Non-commercial literature
3,847
Working Paper
3,519
Arbeitspapier
3,486
Aufsatz im Buch
997
Book section
997
Hochschulschrift
522
Thesis
416
Collection of articles of several authors
225
Sammelwerk
225
Aufsatzsammlung
112
Conference paper
99
Konferenzbeitrag
99
Collection of articles written by one author
90
Sammlung
90
Konferenzschrift
65
Lehrbuch
51
Textbook
49
Handbook
43
Handbuch
43
Conference proceedings
42
Bibliografie enthalten
29
Bibliography included
29
research-article
29
Article
26
Amtsdruckschrift
25
Case study
25
Fallstudie
25
Government document
25
Mehrbändiges Werk
19
Multi-volume publication
19
Glossar enthalten
17
Glossary included
17
Ratgeber
13
Systematic review
13
Übersichtsarbeit
13
Bibliografie
12
Accompanied by computer file
9
more ...
less ...
Language
All
English
18,313
German
1,175
Undetermined
428
French
57
Spanish
47
Italian
35
Polish
22
Russian
15
Lithuanian
13
Norwegian
5
Portuguese
5
Finnish
2
Romanian
2
Ukrainian
2
Bulgarian
1
Danish
1
Dutch
1
Swedish
1
Vietnamese
1
more ...
less ...
Author
All
Ongena, Steven
101
Acharya, Viral V.
60
Lucas, André
59
Altman, Edward I.
53
Peydró, José-Luis
50
Rösch, Daniel
50
Agarwal, Sumit
46
Schuermann, Til
46
Koopman, Siem Jan
43
Saunders, Anthony
41
Gambacorta, Leonardo
40
Brigo, Damiano
39
Capponi, Agostino
38
Giesecke, Kay
38
Fabozzi, Frank J.
37
Hasan, Iftekhar
36
Scheule, Harald
36
Schwaab, Bernd
36
Monfort, Alain
35
Caporale, Guglielmo Maria
33
Gilchrist, Simon
33
Gouriéroux, Christian
33
Jarrow, Robert A.
33
Jokivuolle, Esa
31
Longstaff, Francis A.
31
Tang, Dragon Yongjun
31
Chan-Lau, Jorge A.
30
Duffie, Darrell
30
Jiménez, Gabriel
30
Renne, Jean-Paul
30
Roesch, Daniel
30
Schmieder, Christian
30
Krahnen, Jan Pieter
29
Norden, Lars
29
Shin, Hyun Song
29
Tarashev, Nikola A.
29
Allen, David E.
28
Berger, Allen N.
28
Memmel, Christoph
28
Roszbach, Kasper
28
more ...
less ...
Institution
All
International Monetary Fund (IMF)
241
National Bureau of Economic Research
131
International Monetary Fund
115
Basel Committee on Banking Supervision
60
European Central Bank
10
The Wharton Financial Institutions Center
10
International Organization of Securities Commissions
9
European Banking Authority
8
Internationaler Währungsfonds
8
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
5
Compagnie française d'assurance pour le commerce extérieur
5
Finanz Colloquium Heidelberg
5
Leibniz-Institut für Wirtschaftsforschung Halle
5
Nationalekonomiska Institutionen <Lund>
5
Springer Fachmedien Wiesbaden
5
USA / General Accounting Office
5
World Bank
5
Europäische Zentralbank
4
Europäisches Parlament / Generaldirektion Interne Politikbereiche der Union / Economic Governance Support Unit
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Finanzstabilität
4
Institut für Weltwirtschaft
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Oesterreichische Nationalbank
4
SUERF - The European Money and Finance Forum
4
Siauliai University
4
Springer International Publishing
4
World Bank Group
4
Bundesverband Credit Management
3
C.E.P.R. Discussion Papers
3
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
3
Deutsche Bundesbank
3
Europäische Investitionsbank
3
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
3
more ...
less ...
Published in...
All
Journal of banking & finance
475
Finance research letters
188
The journal of credit risk : published quarterly by Incisive Media
165
Journal of financial stability
163
IMF Working Papers
148
NBER working paper series
131
The journal of fixed income
122
International review of financial analysis
119
Journal of risk management in financial institutions
119
Journal of financial economics
116
Working paper series / European Central Bank
113
International journal of theoretical and applied finance
108
Discussion papers / CEPR
107
NBER Working Paper
103
IMF Staff Country Reports
101
Working paper / National Bureau of Economic Research, Inc.
100
International review of economics & finance : IREF
94
Finance and economics discussion series
92
European journal of operational research : EJOR
91
The journal of risk model validation
88
Discussion paper / Centre for Economic Policy Research
86
Journal of international financial markets, institutions & money
86
IMF working papers
85
Discussion paper
81
Risks : open access journal
81
Economic modelling
80
Review of quantitative finance and accounting
77
Research paper series / Swiss Finance Institute
76
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
Research in international business and finance
72
Management science : journal of the Institute for Operations Research and the Management Sciences
71
The European journal of finance
70
ECB Working Paper
69
Journal of financial intermediation
69
The journal of structured finance
69
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of real estate finance and economics
66
Applied economics
65
more ...
less ...
Source
All
ECONIS (ZBW)
19,409
RePEc
562
EconStor
59
BASE
37
Other ZBW resources
37
ArchiDok
7
Showing
1
-
10
of
20,111
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Capital allocation in credit portfolios in a multi-period setting : a literature review and practical guidelines
Pfister, Tamara
;
Utz, Sebastian
;
Wimmer, Maximilian
- In:
Review of managerial science
9
(
2015
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10010472490
Saved in:
3
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Lee, Yong Woong
;
Poon, Ser-Huang
- In:
Journal of economic dynamics & control
41
(
2014
),
pp. 69-92
Persistent link: https://www.econbiz.de/10010425019
Saved in:
4
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
Saved in:
5
A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir
;
Caporin, Massimiliano
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
Saved in:
6
The role of correlation in risk profile portfolios
Vandenbroucke, Jürgen
- In:
The journal of asset management
18
(
2017
)
2
,
pp. 144-153
Persistent link: https://www.econbiz.de/10011695012
Saved in:
7
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
8
Critical appraisal of the Basel fundamental review of the trading book regulations
Orgeldinger, J.
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
3
,
pp. 257-275
Persistent link: https://www.econbiz.de/10011800765
Saved in:
9
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
10
Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults
Djeundje, Viani Biatat
;
Crook, Jonathan N.
- In:
Journal of the Operational Research Society
74
(
2023
)
7
,
pp. 1763-1774
Persistent link: https://www.econbiz.de/10014336309
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->