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~subject:"Kreditrisiko"
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A Simple Credit Risk Model wit...
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Kreditrisiko
Portfolio selection
44,032
Portfolio-Management
43,947
Theorie
27,218
Theory
27,107
Credit risk
19,634
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7,207
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USA
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United States
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Kreditgeschäft
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Welt
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Finanzkrise
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Financial crisis
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Risk measure
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Börsenkurs
2,995
Share price
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Insolvenz
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Insolvency
2,956
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Ongena, Steven
102
Lucas, André
65
Acharya, Viral V.
61
Altman, Edward I.
61
Rösch, Daniel
60
Peydró, José-Luis
51
Koopman, Siem Jan
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Schuermann, Til
48
Agarwal, Sumit
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Saunders, Anthony
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Gambacorta, Leonardo
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Scheule, Harald
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Brigo, Damiano
39
Giesecke, Kay
39
Schwaab, Bernd
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Caporale, Guglielmo Maria
38
Capponi, Agostino
38
Fabozzi, Frank J.
38
Hamerle, Alfred
37
Hasan, Iftekhar
37
Krahnen, Jan Pieter
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Monfort, Alain
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Gilchrist, Simon
34
Düllmann, Klaus
33
Gouriéroux, Christian
33
Tang, Dragon Yongjun
33
Jarrow, Robert A.
32
Duffie, Darrell
31
Longstaff, Francis A.
31
Tarashev, Nikola A.
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Huschens, Stefan
30
Jiménez, Gabriel
30
Roesch, Daniel
30
Schmieder, Christian
30
Shin, Hyun Song
30
Berger, Allen N.
29
Renne, Jean-Paul
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Subrahmanyam, Marti G.
29
Allen, David E.
28
Gürtler, Marc
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Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
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International Organization of Securities Commissions
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National Centre of Competence in Research North South <Bern>
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The Wharton Financial Institutions Center
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Finanz Colloquium Heidelberg
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Finanzmarktaufsicht <Wien>
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Österreichische Nationalbank <Wien>
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Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
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Leibniz-Institut für Wirtschaftsforschung Halle
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London School of Economics and Political Science
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Springer Fachmedien Wiesbaden
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Universität Augsburg / Institut für Volkswirtschaftslehre
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Compagnie française d'assurance pour le commerce extérieur
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International Association for the Study of Insurance Economics
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International Association of Insurance Supervisors
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Lehrstuhl für ABWL, Finanzierung und Bankbetriebslehre <Eichstätt-Ingolstadt>
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Nationalekonomiska Institutionen <Lund>
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Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Finanzstabilität
4
Institut für Weltwirtschaft
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Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Oesterreichische Nationalbank
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Journal of banking & finance
474
Finance research letters
195
Journal of financial stability
171
The journal of credit risk : published quarterly by Incisive Media
165
NBER working paper series
131
The journal of fixed income
122
Journal of financial economics
121
International review of financial analysis
119
Journal of risk management in financial institutions
119
Working paper series / European Central Bank
113
Discussion papers / CEPR
108
International journal of theoretical and applied finance
108
NBER Working Paper
103
Working paper / National Bureau of Economic Research, Inc.
101
IMF working papers
96
Finance and economics discussion series
95
International review of economics & finance : IREF
94
European journal of operational research : EJOR
93
Journal of international financial markets, institutions & money
91
The journal of risk model validation
88
Discussion paper / Centre for Economic Policy Research
86
Research in international business and finance
86
Risks : open access journal
83
Discussion paper
82
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
ECB Working Paper
72
Management science : journal of the Institute for Operations Research and the Management Sciences
72
The European journal of finance
70
Journal of financial intermediation
69
The journal of structured finance
69
Applied economics
68
Working papers / Federal Reserve Bank of Philadelphia, Research Department
68
Applied economics letters
67
The North American journal of economics and finance : a journal of financial economics studies
67
The journal of real estate finance and economics
67
Pacific-Basin finance journal
65
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ECONIS (ZBW)
19,774
EconStor
292
USB Cologne (EcoSocSci)
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USB Cologne (business full texts)
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BASE
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RePEc
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ArchiDok
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OLC EcoSci
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date (oldest first)
1
Evaluating the credit exposure of interest rate
swap
portfolios
Wall, Larry D.
;
Fung, Kwun-wing
-
1987
-
Rev
Persistent link: https://www.econbiz.de/10000825958
Saved in:
2
A new approach for an integrated credit and market risk measurement of interest rate
swap
portfolios
Hatgioannides, John
;
Petropoulos, George
- In:
Journal / The Capco Institute : journal of financial …
25
(
2009
),
pp. 107-112
Persistent link: https://www.econbiz.de/10003905883
Saved in:
3
The stability of the banking sector and credit default swaps
Heyde, Frank
;
Neyer, Ulrike
-
2007
Persistent link: https://www.econbiz.de/10003379298
Saved in:
4
Portfolio margining of cleared credit default swaps
Philipp, Michael M.
;
Sandoval, Ignacio A.
- In:
The journal of investment compliance
14
(
2013
)
2
,
pp. 32-41
Persistent link: https://www.econbiz.de/10009774464
Saved in:
5
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
6
Portfolio diversification in the sovereign credit
swap
markets
Consiglio, Andrea
;
Lotfi, Somayyeh
;
Zenios, Stauros Andrea
-
2016
Persistent link: https://www.econbiz.de/10011539351
Saved in:
7
Essays on credit risk, interest rate risk and macroeconomic risk
Hou, Yuanfeng
-
2003
Persistent link: https://www.econbiz.de/10003628359
Saved in:
8
The credit risk components of a
swap
portfolio
Hübner, Georges
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001850816
Saved in:
9
Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn
- In:
Kreditrisikomanagement : Kernbereiche, Aufsicht und …
,
(pp. 115-156)
.
2002
Persistent link: https://www.econbiz.de/10001720335
Saved in:
10
Worst-Case Analysen des Ausfallrisikos eines Portfolios aus marktabhängigen Finanzderivaten
Barth, Jörn
- In:
Kreditrisikomanagement : Portfoliomodelle und Derivate
,
(pp. 107-148)
.
2000
Persistent link: https://www.econbiz.de/10001491336
Saved in:
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