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subject:"Credit risk"
subject:"Derivat <Wertpapier>"
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Credit risk
Derivat <Wertpapier>
Risikomanagement
75
Risk management
75
Risikomaß
40
Risk measure
40
Portfolio selection
39
Portfolio-Management
39
Theorie
32
Theory
32
risk management
23
Risiko
20
Risk
20
Financial services
19
Finanzdienstleistung
19
Kreditrisiko
16
Bank risk
11
Bankrisiko
11
Original research
11
Measurement
10
Messung
10
Basel Accord
8
Basler Akkord
8
Estimation
8
Schätzung
8
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Hedging
7
Prognoseverfahren
7
value-at-risk (VaR)
7
Multivariate Verteilung
6
Multivariate distribution
6
Statistical distribution
6
Statistische Verteilung
6
Ausreißer
5
Outliers
5
Value-at-risk (VAR)
5
Volatility
5
Volatilität
5
Estimation theory
4
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16
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English
16
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Baule, Rainer
1
Boeve, Rolf
1
Breton, Michèle
1
Castellanos, Jenny
1
Cocozza, Rosa
1
Constantinou, Nick
1
Curcio, Domenico
1
Fieberg, Christian
1
Formenti, Matteo
1
Gianfrancesco, Igor
1
Habahbeh, Lawrence
1
Hesse, Frederik
1
Hjelkrem, Lars Ole
1
Hofer, Markus
1
Jin, Faqi
1
Lange, Petter Eilif de
1
Li, Phillip
1
Maciag, Jakob
1
Marzouk, Oussama
1
Melsom, Borger
1
Mertens, Richard Lennart
1
Muromachi, Yukio
1
Pedescu, Mirela
1
Pfingsten, Andreas
1
Poddig, Thorsten
1
Ramponi, Fabio
1
Shi, Ming
1
Spadafora, Luca
1
Tanoue, Yuta
1
Terraneo, Marcello
1
Tian, Meiyu
1
Turnbull, Stuart M.
1
Vennerød, Christian Bakke
1
Wen, Fenghua
1
Westgaard, Sjur
1
Wilkens, Sascha
1
Wing Lon Ng
1
Yamashita, Satoshi
1
Yin, Wenjie
1
Yu, Xinxin
1
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Journal of risk
Journal of risk management in financial institutions
47
Journal of banking & finance
43
IMF Staff Country Reports
40
IMF Working Papers
32
SpringerLink / Bücher
29
Risiko-Manager
22
The journal of credit risk : published quarterly by Incisive Media
21
Wiley finance series
21
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
European journal of operational research : EJOR
19
Risks : open access journal
19
International journal of theoretical and applied finance
17
Journal of financial stability
17
Discussion paper
15
The journal of risk model validation
15
Die Bank
14
Insurance / Mathematics & economics
13
International journal of economics and finance
13
International journal of economics and financial issues : IJEFI
13
Finance research letters
12
International review of financial analysis
12
Working paper series / European Central Bank
12
The journal of financial market infrastructures
11
Europäische Hochschulschriften / 5
10
Gabler Edition Wissenschaft
10
The European journal of finance
10
Journal of banking regulation
9
Journal of risk and financial management : JRFM
9
Journal of securities operations & custody
9
Review of quantitative finance and accounting
9
Schriftenreihe Finanzmanagement
9
Agricultural finance review
8
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
8
Debitorenrating : Bonität von Geschäftspartnern richtig einschätzen
8
Discussion paper / Tinbergen Institute
8
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
Journal of financial intermediation
8
Journal of financial services research : JFSR
8
NBER working paper series
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ECONIS (ZBW)
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1
Explainable artificial intelligence for credit scoring in banking
Melsom, Borger
;
Vennerød, Christian Bakke
;
Lange, …
- In:
Journal of risk
25
(
2022
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014342455
Saved in:
2
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
3
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
4
Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
Journal of risk
21
(
2018/2019
)
4
,
pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
Saved in:
5
Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart
;
Poddig, Thorsten
;
Fieberg, …
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
Saved in:
6
A framework to analyze the financial effects of climate change
Turnbull, Stuart M.
;
Habahbeh, Lawrence
- In:
Journal of risk
23
(
2020/2021
)
2
,
pp. 105-146
Persistent link: https://www.econbiz.de/10012500268
Saved in:
7
Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa
;
Curcio, Domenico
;
Gianfrancesco, Igor
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
Saved in:
8
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
9
The efficiency of the Anderson-Darling test with a limited sample size : an application to backtesting counterparty credit risk internal models
Formenti, Matteo
;
Spadafora, Luca
;
Terraneo, Marcello
; …
- In:
Journal of risk
21
(
2018/2019
)
6
,
pp. 69-100
Persistent link: https://www.econbiz.de/10012117481
Saved in:
10
Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie
;
Jin, Faqi
;
Tian, Meiyu
;
Wen, Fenghua
- In:
Journal of risk
22
(
2019
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
Saved in:
11
Initial margin with risky collateral
Shi, Ming
;
Yu, Xinxin
;
Zhang, Ke
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011847469
Saved in:
12
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
13
Path-consistent wrong-way risk : a structural model approach
Hofer, Markus
- In:
Journal of risk
19
(
2016
)
1
,
pp. 25-42
Persistent link: https://www.econbiz.de/10011579756
Saved in:
14
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob
;
Hesse, Frederik
;
Boeve, Rolf
;
Pfingsten, …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 101-136
Persistent link: https://www.econbiz.de/10011598393
Saved in:
15
The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny
;
Constantinou, Nick
;
Wing Lon Ng
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 71-99
Persistent link: https://www.econbiz.de/10013262935
Saved in:
16
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
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