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subject:"Bankrisiko"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
~subject:"Risikomaß"
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Bankrisiko
Credit risk
Risikomaß
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Kreditrisiko
17
Portfolio selection
15
Portfolio-Management
15
Risk measure
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Option pricing theory
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Optionspreistheorie
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risk management
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CVA
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credit risk
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wrong-way risk
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Brigo, Damiano
2
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Amini, Hamed
1
Ararat, Çağin
1
Benedetti, Giuseppe
1
Bielecki, Tomasz R.
1
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1
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1
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1
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Centrone, Francesca
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1
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1
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1
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Felbert, Alexander von
1
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1
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1
Huang, Zhenzhen
1
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Karpathopoulos, Nikolaos
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1
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International journal of theoretical and applied finance
Journal of banking & finance
118
Journal of risk management in financial institutions
112
Insurance / Mathematics & economics
103
The journal of operational risk
95
Risks : open access journal
75
European journal of operational research : EJOR
61
Risiko-Manager
53
Journal of risk
51
SpringerLink / Bücher
51
Finance research letters
46
IMF Staff Country Reports
40
International review of financial analysis
38
IMF Working Papers
34
Journal of financial stability
33
Economic modelling
32
The journal of risk model validation
32
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of risk and financial management : JRFM
30
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
27
Energy economics
25
Quantitative finance
25
Wiley finance series
24
Die Bank
23
The journal of credit risk : published quarterly by Incisive Media
23
Discussion paper / Tinbergen Institute
22
International journal of economics and financial issues : IJEFI
22
The European journal of finance
21
Applied economics
20
Discussion paper
20
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
19
Journal of international financial markets, institutions & money
19
Working paper series / European Central Bank
19
IMF working papers
18
International journal of finance & economics : IJFE
18
International review of economics & finance : IREF
18
Journal of securities operations & custody
18
Research paper series / Swiss Finance Institute
18
International journal of economics and finance
17
Journal of banking regulation
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ECONIS (ZBW)
28
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1
A liquidation risk adjustment for value at risk and expected shortfall
Wagalath, Lakshithe
;
Zubelli, Jorge P.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011889543
Saved in:
2
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:
3
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:
4
On the calculation of risk measures using least-squares Monte Carlo
Benedetti, Giuseppe
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011686897
Saved in:
5
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
6
Measuring model risk in financial risk management and pricing
Jokhadze, Valeriane
;
Schmidt, Wolfgang M.
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012270928
Saved in:
7
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:
8
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:
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
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
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