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subject:"Kreditgeschäft"
subject:"Kreditrisiko"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Bank"
~subject:"Hedging"
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Kreditgeschäft
Kreditrisiko
Bank
Hedging
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Portfolio selection
15
Portfolio-Management
15
Risikomaß
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Risk measure
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Risiko
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Risk
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Option pricing theory
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Optionspreistheorie
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risk management
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Basel Accord
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credit risk
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wrong-way risk
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Bankrisiko
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Multivariate Verteilung
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Brigo, Damiano
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Albanese, Claudio
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Amini, Hamed
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Bielecki, Tomasz R.
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Capponi, Agostino
1
Capriotti, Luca
1
Carmona, René
1
Cont, Rama
1
Crépey, S.
1
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Dorfleitner, Gregor
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El Hajjaji, Omar
1
Felbert, Alexander von
1
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1
Grasselli, Matheus
1
Huang, Zhenzhen
1
Hughston, Lane P.
1
Jeanblanc, Monique
1
Karpathopoulos, Nikolaos
1
Korn, Olaf
1
Koziol, Philipp
1
Krehbiel, Timothy L.
1
Kwok, Yue-Kuen
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Lee, Jacky
1
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Rutkowski, Marek
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Scherer, Matthias
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Schulz, Thorsten
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Stoikov, Sasha F.
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International journal of theoretical and applied finance
Journal of banking & finance
82
Journal of risk management in financial institutions
71
SpringerLink / Bücher
59
Risiko-Manager
44
Finance research letters
41
European journal of operational research : EJOR
36
Insurance / Mathematics & economics
36
Risks : open access journal
33
Wiley finance series
31
Europäische Hochschulschriften / 5
30
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
30
Die Bank
28
Journal of financial stability
28
The journal of credit risk : published quarterly by Incisive Media
26
International review of financial analysis
25
Energy economics
24
Journal of risk
24
Gabler Edition Wissenschaft
23
Bank- und finanzwirtschaftliche Forschungen
22
NBER working paper series
22
The North American journal of economics and finance : a journal of financial economics studies
22
Discussion paper
21
Journal of risk and financial management : JRFM
20
Springer eBook Collection
20
The European journal of finance
20
Journal of financial economics
19
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
18
The journal of risk model validation
18
Applied economics
17
International journal of economics and financial issues : IJEFI
17
Journal of Risk Finance
17
Review of quantitative finance and accounting
17
The journal of operational risk
17
NBER Working Paper
16
Publikation der Swiss Banking School, Zürich
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Working paper / National Bureau of Economic Research, Inc.
16
Agricultural finance review
15
Discussion paper / Tinbergen Institute
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International journal of economics and finance
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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
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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