//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Basler Akkord"
~isPartOf:"Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Credit risk"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Basler Akkord
Credit risk
Risikomanagement
68
Risk management
68
Theorie
23
Theory
23
Kreditrisiko
21
Risikomaß
21
Risk measure
21
Portfolio selection
16
Portfolio-Management
16
Financial services
11
Finanzdienstleistung
11
Basel Accord
10
Risiko
10
Risk
10
Derivat
9
Derivative
9
Austria
8
Bank risk
8
Bankrisiko
8
Österreich
8
Hedging
6
Measurement
6
Messung
6
Option pricing theory
6
Optionspreistheorie
6
risk management
5
Bankenaufsicht
4
Banking supervision
4
CVA
4
Deutschland
4
Germany
4
credit risk
4
wrong-way risk
4
Bank
3
Bank lending
3
CAPM
3
Counterparty credit risk
3
Counterparty risk
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
19
German
9
Author
All
Brigo, Damiano
2
Abdel Karim, Rifaat Ahmed
1
Albanese, Claudio
1
Amini, Hamed
1
Archer, Simon
1
Bielecki, Tomasz R.
1
Blume, Matthias
1
Capponi, Agostino
1
Capriotti, Luca
1
Carmona, René
1
Cont, Rama
1
Cordes, Catherina A.
1
Crépey, S.
1
Crépey, Stéphane
1
Dorfleitner, Gregor
1
El Hajjaji, Omar
1
Felbert, Alexander von
1
Gouriéroux, Christian
1
Grünbichler, Andreas
1
Huang, Zhenzhen
1
Jansen, Sven
1
Jeanblanc, Monique
1
Karpathopoulos, Nikolaos
1
Krehbiel, Timothy L.
1
Kwok, Yue-Kuen
1
Lee, Jacky
1
Li, Hui
1
Li, Weiping
1
Minca, Andreea
1
Miribung, Georg
1
Monfort, Alain
1
Novak, Serguei Y.
1
O'Donoghue, Brendan
1
Oertel, Frank
1
Okhrati, Ramin
1
Pallavicini, Andrea
1
Papatheodorou, Vasileios
1
Peacock, Matthew
1
Pfister, Tamara
1
Pföstl, Georg von
1
more ...
less ...
Published in...
All
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
International journal of theoretical and applied finance
Journal of risk management in financial institutions
66
Journal of banking & finance
52
The journal of operational risk
41
IMF Staff Country Reports
40
SpringerLink / Bücher
38
IMF Working Papers
32
Risiko-Manager
32
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
30
Risks : open access journal
26
The journal of credit risk : published quarterly by Incisive Media
23
Die Bank
22
European journal of operational research : EJOR
21
Journal of financial stability
21
Journal of risk
21
Insurance / Mathematics & economics
20
Wiley finance series
20
The journal of risk model validation
19
Discussion paper
17
Finance research letters
16
International journal of economics and financial issues : IJEFI
15
International review of financial analysis
15
International journal of economics and finance
14
Working paper series / European Central Bank
13
Discussion paper / Tinbergen Institute
12
Journal of risk and financial management : JRFM
12
Working papers / Financial Institutions Center
12
Journal of banking regulation
11
NBER working paper series
11
The European journal of finance
11
The journal of financial market infrastructures
11
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
10
Economic modelling
10
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
10
Journal of financial regulation and compliance : an international journal
10
Journal of financial services research : JFSR
10
Journal of securities operations & custody
10
NBER Working Paper
10
Wiley finance
10
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->