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1
A point-in-time-through-the-cycle approach to rating assignment and probability of default calibration
Rubtsov, Mark
;
Petrov, Alexander
- In:
The journal of risk model validation
10
(
2016
)
2
,
pp. 83-112
Persistent link: https://www.econbiz.de/10011527482
Saved in:
2
Did Basel regulation cause a significant procyclicality?
Ly, Kim Cuong
;
Shimizu, Katsutoshi
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012802723
Saved in:
3
Bank capital, financial stability and Basel regulation in a low interest-rate environment
Rubio, Margarita
;
Yao, Fang
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 378-392
Persistent link: https://www.econbiz.de/10012485970
Saved in:
4
Market risk reporting in banking overcoming the limits of IAS/IFRS and Basel regulation
Polizzi, Salvatore
- In:
International journal of financial innovation in …
1
(
2017
)
3/4
,
pp. 192-208
Persistent link: https://www.econbiz.de/10011879149
Saved in:
5
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
6
Random LGD adjustments in the Vasicek credit risk model
García-Céspedes, Rubén
;
Moreno, Manuel
- In:
The European journal of finance
26
(
2020
)
18
,
pp. 1856-1875
Persistent link: https://www.econbiz.de/10012314661
Saved in:
7
Accounting for PD-LGD dependency : a tractable extension to the Basel ASRF framework
Barbagli, Matteo
;
Vrins, Frédéric
- In:
Economic modelling
125
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463531
Saved in:
8
Political competition, spatial interactions, and default risk of local government debts in China
Yu, Cong
;
Hou, Linke
;
Lyu, Yuxia
;
Zhang, Qi
- In:
Papers in regional science : the journal of the …
101
(
2022
)
3
,
pp. 717-743
Persistent link: https://www.econbiz.de/10013280136
Saved in:
9
Inside local governance : how well is debt managed?
Errais, Eymen
- In:
International journal of economics and financial issues …
9
(
2019
)
2
,
pp. 145-153
Persistent link: https://www.econbiz.de/10012149378
Saved in:
10
Modelling local government unit credit risk in the Republic of Croatia
Posedel Šimović, Petra
;
Primorac, Marko
- In:
Financial theory and practice
36
(
2012
)
4
,
pp. 329-354
Persistent link: https://www.econbiz.de/10010438667
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