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~subject:"Risikomanagement"
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Credit default swap valuation:...
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Risikomanagement
Spanien
39,795
Spain
29,991
Kreditrisiko
20,480
Credit risk
20,317
Insolvenz
15,711
Insolvency
15,286
Theorie
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3,960
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3,826
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3,492
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3,117
Welt
3,057
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3,056
Risk management
3,042
World
3,013
Schätzung
3,000
Estimation
2,854
Italien
2,563
Swap
2,463
Italy
2,395
Großbritannien
2,353
Basler Akkord
2,299
Basel Accord
2,281
Frankreich
2,258
United Kingdom
2,189
Portfolio-Management
2,074
France
2,038
Portfolio selection
2,027
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Schuermann, Til
18
Broll, Udo
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13
Lucas, André
13
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13
Saunders, Anthony
13
Arora, Anju
12
Rudolph, Bernd
12
Brigo, Damiano
10
Chorafas, Dimitris N.
9
Engelmann, Bernd
9
Krahnen, Jan Pieter
9
Overbeck, Ludger
9
Welzel, Peter
9
Altman, Edward I.
8
Hull, John
8
Jacobs, Michael <Jr.>
8
Martin, Marcus R. W.
8
Summer, Martin
8
Wall, Larry D.
8
Almeida, Heitor
7
Baule, Rainer
7
Becker, Axel
7
Bielecki, Tomasz R.
7
Cornett, Marcia Millon
7
Everling, Oliver
7
Frei, Christoph
7
Gantenbein, Pascal
7
Gleißner, Werner
7
Grundke, Peter
7
Hanson, Samuel G.
7
Hartmann-Wendels, Thomas
7
Oehler, Andreas
7
Saurina, Jesús
7
Schweimayer, Gerhard
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Skoglund, Jimmy
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Spremann, Klaus
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Trucharte, Carlos
7
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6
Allen, Franklin
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Finanzmarktaufsicht <Wien>
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Österreichische Nationalbank <Wien>
6
Finanz Colloquium Heidelberg
4
Springer Fachmedien Wiesbaden
4
Books on Demand GmbH <Norderstedt>
3
Bundesverband Credit Management
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Schweizerisches Bankwesen <Zürich>
3
International Association for the Study of Insurance Economics
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International Organization of Securities Commissions
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OECD
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The Wharton Financial Institutions Center
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Universität Augsburg / Institut für Volkswirtschaftslehre
3
Conference on ESRB at 1 <1, 2011, Berlin>
2
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
2
Federal Reserve Bank <New York, NY>
2
Frankfurt School of Finance & Management
2
Institut für Betriebswirtschaftslehre <Lüneburg> / Abteilung für Bank- und Finanzwirtschaft
2
International Association of Insurance Supervisors
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
Oesterreichische Nationalbank
2
RMA - The Risk Management Association <Philadelphia, Pa.>
2
SUERF - The European Money and Finance Forum
2
Springer International Publishing
2
Taylor and Francis.
2
Verein für Credit-Management
2
Österreich / Finanzmarktaufsicht (FMA)
2
Banca Monte dei Paschi di Siena
1
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
1
Bank für Internationalen Zahlungsausgleich <Basel>
1
Bayerische Landesbank
1
Berliner Wissenschafts-Verlag
1
Bundesverband Credit Management / Bundeskongress <13., 2016, Wuppertal>
1
Bundesverband Credit Management / Bundeskongress <2015, Würzburg>
1
Bundesverband der Deutschen Volksbanken und Raiffeisenbanken
1
Caribbean Development Bank <Wildey>
1
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Journal of risk management in financial institutions
50
Journal of banking & finance
46
SpringerLink / Bücher
28
Finance research letters
27
Risiko-Manager
25
European journal of operational research : EJOR
23
Risks : open access journal
23
The journal of credit risk : published quarterly by Incisive Media
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
Wiley finance series
19
International journal of theoretical and applied finance
17
Journal of financial stability
17
The journal of risk model validation
17
Journal of risk
16
Die Bank
15
Discussion paper
15
International journal of economics and financial issues : IJEFI
15
Insurance / Mathematics & economics
14
International review of financial analysis
14
Europäische Hochschulschriften / 5
13
International journal of economics and finance
13
Journal of risk and financial management : JRFM
13
Working paper series / European Central Bank
13
NBER working paper series
12
The European journal of finance
12
The journal of financial market infrastructures
12
Cogent economics & finance
11
NBER Working Paper
11
Journal of financial economics
10
Journal of securities operations & custody
10
Review of quantitative finance and accounting
10
Working paper / National Bureau of Economic Research, Inc.
10
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
9
Gabler Edition Wissenschaft
9
Journal of banking regulation
9
Journal of risk finance : the convergence of financial products and insurance
9
Schriftenreihe Finanzmanagement
9
Agricultural finance review
8
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
8
Debitorenrating : Bonität von Geschäftspartnern richtig einschätzen
8
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ECONIS (ZBW)
3,033
USB Cologne (EcoSocSci)
93
USB Cologne (business full texts)
34
EconStor
29
BASE
3
OLC EcoSci
1
RePEc
1
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1
Sovereign credit default swaps : Managing risks when the fiscal house rumbles
Rajaratnam, Indra
- In:
Journal of risk management in financial institutions
16
(
2023
)
4
,
pp. 409-426
Persistent link: https://www.econbiz.de/10014441050
Saved in:
2
Credit default swaps and firm risk
Lin, Hai
;
Binh Hoang Nguyen
;
Wang, Junbo
;
Zhang, Cheng
- In:
The journal of futures markets
43
(
2023
)
11
,
pp. 1668-1692
Persistent link: https://www.econbiz.de/10014432924
Saved in:
3
Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu
;
Rhee, Yuna
;
Yoon, Ji Hee
- In:
Journal of empirical finance
39
(
2016
),
pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
Saved in:
4
Dependence of defaults and recoveries in structural credit risk models
Schäfer, Rudi
;
Koivusalo, Alexander F. R.
- In:
Economic modelling
30
(
2013
),
pp. 1-9
Persistent link: https://www.econbiz.de/10009702275
Saved in:
5
Survival analysis and ROC analysis in analyzing credit risks : assessing default risks over time
Hu, Nan
;
Cheng, Haojie
- In:
Analyzing risk through probabilistic modeling in …
,
(pp. 380-403)
.
2016
Persistent link: https://www.econbiz.de/10011476968
Saved in:
6
Lender monitoring and the efficacy of managerial risk-taking incentives
Hong, Hyun A.
;
Ryou, Ji Woo
;
Srivastava, Anup
- In:
The accounting review : a publication of the American …
96
(
2021
)
4
,
pp. 315-339
Persistent link: https://www.econbiz.de/10012626693
Saved in:
7
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
8
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
9
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:
10
Carbon default
swap
: disentangling the exposure to carbon risk through CDS
Blasberg, Alexander
;
Kiesel, Rüdiger
;
Taschini, Luca
-
2022
Using Credit Default
Swap
spreads, we construct a forward-looking, market-implied carbon risk factor and show that …
Persistent link: https://www.econbiz.de/10013417581
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