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~subject:"Kreditrisiko"
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Kreditrisiko
Portfolio-Management
43,694
Portfolio selection
43,346
Risikomanagement
34,662
Risk management
32,591
Theorie
30,604
Theory
30,170
Optionspreistheorie
14,728
Option pricing theory
14,270
Risk
9,899
Risiko
9,881
Kapitaleinkommen
7,461
Capital income
7,448
Volatilität
6,597
Volatility
6,502
Monte Carlo simulation
6,204
USA
5,784
Monte-Carlo-Simulation
5,638
Anlageverhalten
5,632
United States
5,605
Behavioural finance
5,529
Stochastischer Prozess
5,171
Stochastic process
5,094
Schätzung
5,046
Estimation
4,946
CAPM
4,861
Welt
4,781
World
4,714
Stichprobenerhebung
4,574
Sampling
4,554
Deutschland
4,467
Credit risk
4,435
Hedging
4,367
Risikomaß
4,199
Derivat
4,151
Risk measure
4,147
Derivative
4,143
Germany
4,132
Investmentfonds
3,901
Investment Fund
3,833
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Free
1,444
Undetermined
994
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Article
2,367
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2,233
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5
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Lucas, André
27
Rösch, Daniel
25
Schuermann, Til
24
Capponi, Agostino
19
Giesecke, Kay
19
Hamerle, Alfred
19
Overbeck, Ludger
19
Wang, Xingchun
19
Herbertsson, Alexander
18
Broll, Udo
17
Düllmann, Klaus
17
Bielecki, Tomasz R.
16
Gordy, Michael B.
15
Rudolph, Bernd
15
Scheule, Harald
15
Schmieder, Christian
15
Zhu, Haibin
15
Brigo, Damiano
14
Koopman, Siem Jan
14
Schwaab, Bernd
14
Tarashev, Nikola A.
14
Grundke, Peter
13
Liebig, Thilo
13
Saunders, Anthony
13
Weißbach, Rafael
13
Altman, Edward I.
12
Arora, Anju
12
Crépey, Stéphane
12
Summer, Martin
12
Bluhm, Christian
11
Breuer, Thomas
11
Fabozzi, Frank J.
11
Jacobs, Michael <Jr.>
11
Kandhai, Drona
11
Pesaran, M. Hashem
11
Pfingsten, Andreas
11
Schönbucher, Philipp J.
11
Welzel, Peter
11
Bo, Lijun
10
Cont, Rama
10
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Basel Committee on Banking Supervision
15
National Bureau of Economic Research
13
Finanzmarktaufsicht <Wien>
6
Österreichische Nationalbank <Wien>
6
The Wharton Financial Institutions Center
5
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
4
Finanz Colloquium Heidelberg
4
Springer International Publishing
4
Universität Augsburg / Institut für Volkswirtschaftslehre
4
Bundesverband Credit Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Schweizerisches Bankwesen <Zürich>
3
International Association for the Study of Insurance Economics
3
International Organization of Securities Commissions
3
SUERF - The European Money and Finance Forum
3
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
2
Books on Demand GmbH <Norderstedt>
2
Conference on ESRB at 1 <1, 2011, Berlin>
2
Deutsche Bundesbank
2
European System of Central Banks / Market Operations Committee / Task Force
2
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
2
Frankfurt School of Finance & Management
2
Institut für Betriebswirtschaftslehre <Lüneburg> / Abteilung für Bank- und Finanzwirtschaft
2
International Association of Insurance Supervisors
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds
2
National Centre of Competence in Research North South <Bern>
2
National Centre of Competence in ResearchFinancial Valuation and Risk Management
2
OECD
2
Oesterreichische Nationalbank
2
RMA - The Risk Management Association <Philadelphia, Pa.>
2
Springer Fachmedien Wiesbaden
2
Verein für Credit-Management
2
Österreich / Finanzmarktaufsicht (FMA)
2
Akademia Ekonomiczna Imienia Karola Adamieckiego w Katowicach
1
Banca Monte dei Paschi di Siena
1
Bank für Internationalen Zahlungsausgleich <Basel>
1
Bayerische Landesbank
1
Berliner Wissenschafts-Verlag
1
Bundesverband Credit Management / Bundeskongress <13., 2016, Wuppertal>
1
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Published in...
All
Journal of banking & finance
89
International journal of theoretical and applied finance
56
Journal of risk management in financial institutions
55
The journal of credit risk : published quarterly by Incisive Media
53
Finance research letters
36
SpringerLink / Bücher
35
European journal of operational research : EJOR
34
The journal of risk model validation
33
Journal of financial stability
31
Journal of risk
30
Insurance / Mathematics & economics
29
Risks : open access journal
29
International review of financial analysis
27
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
25
Risiko-Manager
24
Discussion paper / Deutsche Bundesbank
23
Die Bank
21
Discussion Paper Series 2
20
Discussion paper
20
Review of derivatives research
20
Wiley finance series
19
Working paper series / European Central Bank
19
Journal of financial services research : JFSR
18
Quantitative finance
18
The European journal of finance
18
The North American journal of economics and finance : a journal of financial economics studies
18
Discussion paper / Tinbergen Institute
17
Bundesbank Series 2 Discussion Paper
16
Journal of economic dynamics & control
16
Research paper series / Swiss Finance Institute
16
Applied economics letters
15
Finance and stochastics
15
International journal of economics and finance
15
International journal of economics and financial issues : IJEFI
15
International journal of financial engineering
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Review of quantitative finance and accounting
15
The journal of financial market infrastructures
15
The journal of fixed income
15
Applied mathematical finance
14
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Source
All
ECONIS (ZBW)
4,392
USB Cologne (EcoSocSci)
97
EconStor
73
USB Cologne (business full texts)
36
BASE
4
RePEc
2
OLC EcoSci
1
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1
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10
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date (oldest first)
1
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
2
Optimal Importance
Sampling
of Default Losses
Giesecke, Kay
-
2014
credit-sensitive positions such as loans and corporate bonds. This paper develops, analyzes and tests an importance
sampling
…
Persistent link: https://www.econbiz.de/10013067455
Saved in:
3
Sequential importance
sampling
and resampling for dynamic portfolio credit risk
Deng, Shaojie
;
Giesecke, Kay
;
Lai, Tze Leung
- In:
Operations research
60
(
2012
)
1
,
pp. 78-91
Persistent link: https://www.econbiz.de/10009532668
Saved in:
4
Measuring the diversification of a loan portfolio
Tourin, Agnès
- In:
International journal of bonds and derivatives
4
(
2020
)
2
,
pp. 104-113
Persistent link: https://www.econbiz.de/10012505156
Saved in:
5
Sequential Importance
Sampling
and Resampling for Dynamic Portfolio Credit Risk
Deng, Shaojie
-
2011
sampling
scheme …
Persistent link: https://www.econbiz.de/10013132957
Saved in:
6
Estimating the distribution of total default losses on the Spanish financial system
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
Journal of banking & finance
49
(
2014
),
pp. 242-261
Persistent link: https://www.econbiz.de/10010508036
Saved in:
7
A risk model to compute the volatility and the need for collateral margins in energy futures contracts in Brazil
Argento, Pedro
;
Klotzle, Marcelo Cabus
;
Pinto, Antônio …
- In:
International journal of energy sector management
16
(
2022
)
3
,
pp. 448-468
Persistent link: https://www.econbiz.de/10013345666
Saved in:
8
Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa
- In:
Studi economici : rivista quadrimestrale
68
(
2013
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
Saved in:
9
Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method
Graaf, Cornelis S. L. de
;
Kandhai, Drona
;
Sloot, Peter M. A.
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10011691615
Saved in:
10
Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank
-
2000
Persistent link: https://www.econbiz.de/10001506939
Saved in:
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