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isPartOf:"Schmalenbach business review : sbr"
subject:"Hedging"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Business cycle"
~subject:"Credit risk"
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Hedging
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Risikomanagement
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Schmalenbach business review : sbr
International journal of theoretical and applied finance
Journal of banking & finance
64
Journal of risk management in financial institutions
49
IMF Staff Country Reports
40
Insurance / Mathematics & economics
36
European journal of operational research : EJOR
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Finance research letters
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The journal of credit risk : published quarterly by Incisive Media
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International review of financial analysis
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
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Journal of financial stability
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of Risk Finance
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Journal of financial economics
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NBER working paper series
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The European journal of finance
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The journal of risk model validation
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Europäische Hochschulschriften / 5
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Journal of risk and financial management : JRFM
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Agricultural finance review
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Die Bank
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Gabler Edition Wissenschaft
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Review of quantitative finance and accounting
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
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1
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
2
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
3
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
4
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
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
Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
Saved in:
7
Extremal dependence for bilateral credit valuation adjustments
Scherer, Matthias
;
Schulz, Thorsten
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011568865
Saved in:
8
From Wall Street to Main Street : how banks can offload their asset risk onto retail investors
Crummenerl, Marc
;
Koziol, Christian
- In:
Schmalenbach business review : sbr
67
(
2015
)
3
,
pp. 290-332
Persistent link: https://www.econbiz.de/10011296283
Saved in:
9
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
10
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
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