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~type_genre:"Aufsatz in Zeitschrift"
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Credit risk
9,089
Kreditrisiko
9,073
Theory
2,511
Theorie
2,510
Bank lending
2,044
Kreditgeschäft
2,044
Bank
1,565
Insolvency
1,489
Insolvenz
1,489
Credit rating
1,394
Kreditwürdigkeit
1,392
Risk management
1,146
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1,144
Basel Accord
1,106
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1,106
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1,070
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1,068
Bank risk
896
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896
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890
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889
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775
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775
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765
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748
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748
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736
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719
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719
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705
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705
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651
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651
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627
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626
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616
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616
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599
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599
Derivat
578
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4,259
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1,010
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Article
9,850
Book / Working Paper
64
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Aufsatz in Zeitschrift
Article in journal
9,914
Graue Literatur
4,220
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4,220
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4,017
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3,788
Aufsatz im Buch
1,199
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1,199
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664
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522
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454
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426
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407
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204
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156
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128
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117
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117
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31
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8
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2
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Rösch, Daniel
37
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
22
Jarrow, Robert A.
21
Capponi, Agostino
20
Crook, Jonathan N.
20
Fabozzi, Frank J.
20
Schulte-Mattler, Hermann
20
Wang, Xingchun
20
Chi, Guotai
19
Gouriéroux, Christian
19
Jacobs, Michael <Jr.>
17
Brigo, Damiano
16
Ghosh, Saibal
16
Lucas, André
16
Norden, Lars
16
Saunders, Anthony
16
Andreeva, Galina
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Dorfleitner, Gregor
13
Monfort, Alain
13
Turnbull, Stuart M.
13
Van Vuuren, Gary
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Das, Sanjiv R.
11
Giesecke, Kay
11
Gürtler, Marc
11
Jeanblanc, Monique
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
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Europäische Kommission
2
Federal Reserve System / Board of Governors
2
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Carnegie-Rochester-NYU Conference on Public Policy <2012,11, Pittsburgh, Pa.>
1
Carnegie-Rochester-NYU Conference on Public Policy <2019, Pittsburgh, Pa.>
1
Columbia University
1
Columbia-JAFEE Conference on the Mathematics of Finance <3, 1999, New York, NY>
1
Conference on Applications of Physics in Financial Analysis <1999, Dublin>
1
Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
European Banking Authority
1
Europäische Zentralbank
1
Federal Deposit Insurance Corporation <Washington, DC>
1
Federal Reserve Bank of Atlanta
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Frankreich / Commission de Contrôle des Assurances
1
International Finance and Banking Society
1
International Finance and Banking Society (IFABS) Barcelona Conference <2016, Barcelona>
1
Joint Workshop on Financial Engineering <2, 2007, Stanford, Calif.>
1
Mathematics of Finance Conference <7, 2004, New York, NY>
1
Oesterreichische Nationalbank
1
Risk Management Conference <2008, Singapur>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
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Published in...
All
Journal of banking & finance
476
Finance research letters
180
The journal of credit risk : published quarterly by Incisive Media
167
Insurance / Mathematics & economics
166
Journal of financial stability
163
International review of financial analysis
127
International journal of theoretical and applied finance
123
The journal of fixed income
122
Journal of financial economics
117
Journal of risk management in financial institutions
116
European journal of operational research : EJOR
99
Risks : open access journal
95
International review of economics & finance : IREF
93
The journal of risk model validation
92
Journal of international financial markets, institutions & money
86
Economic modelling
83
Review of quantitative finance and accounting
79
The journal of corporate finance : contracting, governance and organization
74
Journal of financial services research : JFSR
73
Research in international business and finance
73
The European journal of finance
72
Management science : journal of the Institute for Operations Research and the Management Sciences
71
The journal of structured finance
70
Journal of financial intermediation
69
Journal of economic dynamics & control
68
The North American journal of economics and finance : a journal of financial economics studies
67
Applied economics
66
Applied economics letters
66
The journal of real estate finance and economics
66
Journal of risk and financial management : JRFM
64
Journal of international money and finance
62
Pacific-Basin finance journal
60
Journal of empirical finance
56
Die Bank
55
Journal of money, credit and banking : JMCB
52
The review of financial studies
52
Economics letters
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Review of finance : journal of the European Finance Association
49
Risiko-Manager
49
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Source
All
ECONIS (ZBW)
9,914
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1
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1
Introduction to advanced statistical analyses for computational economics and finance
Jawadi, Fredj
- In:
Computational economics
54
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012134060
Saved in:
2
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
Saved in:
3
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco
;
Hambuckers, J.
;
Trapin, L.
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
Saved in:
4
Affine term structure models : a time-change approach with perfect fit to market curves
Mbaye, Cheikh
;
Vrins, Frédéric
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 678-724
Persistent link: https://www.econbiz.de/10013164572
Saved in:
5
Relevance of wrong-way risk in funding valuation adjustments
Zwaard, Thomas van der
;
Grzelak, Lech A.
;
Oosterlee, …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013478834
Saved in:
6
A note on CVA and wrong way risk
Baviera, Roberto
;
Bua, Gaetano La
;
Pellicioli, Paolo
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011577115
Saved in:
7
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
8
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
9
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
10
Pricing derivatives with counterparty risk and collateralization : a fixed point approach
Kim, Jinbeom
;
Leung, Tim
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 525-539
Persistent link: https://www.econbiz.de/10011436733
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