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subject:"Bank"
subject:"USA"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kreditrisiko"
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Bank
USA
Kreditrisiko
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Portfolio selection
15
Portfolio-Management
15
Risikomaß
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credit risk
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wrong-way risk
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Brigo, Damiano
2
Albanese, Claudio
1
Amini, Hamed
1
Bielecki, Tomasz R.
1
Capponi, Agostino
1
Capriotti, Luca
1
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1
Cont, Rama
1
Crépey, S.
1
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1
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1
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1
Felbert, Alexander von
1
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1
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1
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1
Lee, Jacky
1
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1
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1
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1
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1
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1
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1
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1
Subbotin, Alexander
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1
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International journal of theoretical and applied finance
Journal of risk management in financial institutions
77
Journal of banking & finance
68
SpringerLink / Bücher
61
Risiko-Manager
38
Working paper / National Bureau of Economic Research, Inc.
36
Agricultural finance review
29
Journal of financial stability
26
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
26
European journal of operational research : EJOR
25
Wiley finance series
25
The journal of credit risk : published quarterly by Incisive Media
24
Europäische Hochschulschriften / 5
22
Finance research letters
22
Risks : open access journal
22
International review of financial analysis
21
NBER working paper series
21
Die Bank
20
Discussion paper
20
Journal of risk and financial management : JRFM
20
Springer eBook Collection
20
Gabler Edition Wissenschaft
19
The journal of operational risk
19
The review of financial studies
19
Working papers / Financial Institutions Center
19
Journal of risk
18
The journal of finance : the journal of the American Finance Association
18
Bank- und finanzwirtschaftliche Forschungen
17
International journal of economics and financial issues : IJEFI
17
Journal of financial economics
17
The journal of structured finance
17
International journal of economics and finance
16
The journal of risk model validation
16
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
15
Insurance / Mathematics & economics
15
Journal of financial services research : JFSR
15
The journal of risk and insurance : the journal of the American Risk and Insurance Association
15
Wiley finance
15
Economic modelling
14
Journal of financial intermediation
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ECONIS (ZBW)
17
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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
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:
9
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
Saved in:
10
Justification of per-unit risk capital allocation in portfolio credit risk models
Dorfleitner, Gregor
;
Pfister, Tamara
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010438509
Saved in:
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