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subject:"Kreditgeschäft"
subject:"Kreditrisiko"
~isPartOf:"Journal of banking & finance"
~isPartOf:"International journal of theoretical and applied finance"
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Kreditgeschäft
Kreditrisiko
Risikomanagement
241
Risk management
241
Theory
98
Theorie
97
Portfolio selection
74
Portfolio-Management
74
Risikomaß
67
Risk measure
67
Risk
61
Credit risk
60
Risiko
58
Bank risk
55
Bankrisiko
55
Financial services
41
Finanzdienstleistung
41
Bank
27
Hedging
27
Financial crisis
25
Finanzkrise
25
Basel Accord
23
Basler Akkord
23
Derivat
23
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Measurement
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Messung
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15
Systemic risk
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Systemrisiko
13
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Corporate Governance
11
Corporate governance
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11
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Operationelles Risiko
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60
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Vanini, Paolo
3
Breuer, Thomas
2
Brigo, Damiano
2
Cont, Rama
2
Jandačka, Martin
2
Júdice, Pedro
2
Leippold, Markus
2
Schuermann, Til
2
Summer, Martin
2
Adam, Tim René
1
Albanese, Claudio
1
Allen, Linda
1
Amini, Hamed
1
Bernard, Carole
1
Bielecki, Tomasz R.
1
Birge, John R.
1
Blüm, Jürg M.
1
Buston, Consuelo Silva
1
Butaru, Florentin
1
Böhnke, Victoria
1
Calluzzo, Paul
1
Capponi, Agostino
1
Capriotti, Luca
1
Carey, Mark S.
1
Carmona, René
1
Castellano, Rosella
1
Chen, Hsiao-Jung
1
Chen, Qingqing
1
Chen, Ren-Raw
1
Chidambaran, Nemmara
1
Clark, Brian
1
Cook, Douglas O.
1
Corallo, Vincenzo
1
Crépey, S.
1
Crépey, Stéphane
1
Daníelsson, Jón
1
Das, Sanmay
1
DeLong, Gayle L.
1
Dong, Gang Nathan
1
Donker, Han
1
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Journal of banking & finance
International journal of theoretical and applied finance
Journal of risk management in financial institutions
49
SpringerLink / Bücher
30
Risiko-Manager
26
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
23
Die Bank
22
The journal of credit risk : published quarterly by Incisive Media
22
European journal of operational research : EJOR
19
Risks : open access journal
19
Wiley finance series
18
Journal of financial stability
17
Europäische Hochschulschriften / 5
16
Journal of risk
16
Discussion paper
15
The journal of risk model validation
15
Finance research letters
14
Insurance / Mathematics & economics
13
International journal of economics and finance
13
International journal of economics and financial issues : IJEFI
13
International review of financial analysis
12
Working paper series / European Central Bank
12
Gabler Edition Wissenschaft
11
The journal of financial market infrastructures
11
Prüfung des Kreditgeschäfts durch die Interne Revision : Systemprüfungen - Internes Kontrollsystem - Kreditrisikosteuerung - spezielle Geschäftsbereiche
10
The European journal of finance
10
Journal of banking regulation
9
Journal of financial intermediation
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
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
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 services research : JFSR
8
NBER working paper series
8
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ECONIS (ZBW)
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1
Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria
;
Ongena, Steven
;
Paraschiv, Florentina
; …
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014487069
Saved in:
2
Covid-19, credit risk management modeling, and government support
Telg, Sean
;
Dubinova, Anna
;
Lucas, André
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248237
Saved in:
3
Structural estimation of counterparty credit risk under recovery risk
Castellano, Rosella
;
Corallo, Vincenzo
;
Morelli, Giacomo
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013463128
Saved in:
4
The multiple dimensions of bank complexity : effects on credit risk-taking
Marinelli, Giuseppe
;
Nobili, Andrea
;
Palazzo, Francesco
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013400179
Saved in:
5
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:
6
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:
7
Bank balance sheet risk allocation
Júdice, Pedro
;
Zhu, Qiji Jim
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013256446
Saved in:
8
Borrower distress and the efficiency of relationship banking
Donker, Han
;
Ng, Alex
;
Shao, Pei
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012225269
Saved in:
9
A historical loss approach to community bank stress testing
Fang, Cao
;
Yeager, Timothy J.
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520889
Saved in:
10
Liquidity at risk : joint stress testing of solvency and liquidity
Cont, Rama
;
Kotlicki, Artur
;
Valderrama, Laura
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
Saved in:
11
Banking stress test effects on returns and risks
Sahin, Cenkhan
;
Haan, Jakob de
;
Neretina, Ekaterina
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012495750
Saved in:
12
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:
13
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:
14
A new approach to optimal capital allocation for RORAC maximization in banks
Kang, Woo-Young
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
106
(
2019
),
pp. 153-165
Persistent link: https://www.econbiz.de/10012224261
Saved in:
15
The counterparty risk exposure of ETF investors
Hurlin, Christophe
;
Iseli, Grégoire
;
Pérignon, Christophe
- In:
Journal of banking & finance
102
(
2019
),
pp. 215-230
Persistent link: https://www.econbiz.de/10012162775
Saved in:
16
Drivers of solvency risk : are microfinance institutions different?
Schulte, Markus
;
Winkler, Adalbert
- In:
Journal of banking & finance
106
(
2019
),
pp. 403-426
Persistent link: https://www.econbiz.de/10012224325
Saved in:
17
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:
18
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:
19
An analysis of simultaneous company defaults using a shot noise process
Egami, M.
;
Kevkhishvili, R.
- In:
Journal of banking & finance
80
(
2017
),
pp. 135-161
Persistent link: https://www.econbiz.de/10011816249
Saved in:
20
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:
21
The impact of non-interest income on bank risk in Australia
Williams, Barry
- In:
Journal of banking & finance
73
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011635617
Saved in:
22
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
Saved in:
23
How do banks make the trade-offs among risks? : the role of corporate governance
Chen, Hsiao-Jung
;
Lin, Kuan-Ting
- In:
Journal of banking & finance
72
(
2016
),
pp. 39-69
Persistent link: https://www.econbiz.de/10011637048
Saved in:
24
Active risk management and banking stability
Buston, Consuelo Silva
- In:
Journal of banking & finance
72
(
2016
),
pp. 203-215
Persistent link: https://www.econbiz.de/10011637132
Saved in:
25
Forecasting distress in European SME portfolios
Filipe, Sara Ferreira
;
Grammatikos, Theoharry
;
Michala, …
- In:
Journal of banking & finance
64
(
2016
),
pp. 112-135
Persistent link: https://www.econbiz.de/10011634271
Saved in:
26
Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes
- In:
Journal of banking & finance
70
(
2016
),
pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Saved in:
27
Risk and risk management in the credit card industry
Butaru, Florentin
;
Chen, Qingqing
;
Clark, Brian
;
Das, Sanmay
- In:
Journal of banking & finance
72
(
2016
),
pp. 218-239
Persistent link: https://www.econbiz.de/10011635514
Saved in:
28
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
29
Has the financial system become safer after the crisis? : the changing nature of financial institution risk
Calluzzo, Paul
;
Dong, Gang Nathan
- In:
Journal of banking & finance
53
(
2015
),
pp. 233-248
Persistent link: https://www.econbiz.de/10011377729
Saved in:
30
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:
31
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:
32
Liquidity, leverage, and Lehman : a structural analysis of financial institutions in crisis
Chen, Ren-Raw
;
Chidambaran, Nemmara
;
Imerman, Michael B.
; …
- In:
Journal of banking & finance
45
(
2014
),
pp. 117-139
Persistent link: https://www.econbiz.de/10010466618
Saved in:
33
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:
34
The relationship between liquidity risk and credit risk in banks
Imbierowicz, Björn
;
Rauch, Christian
- In:
Journal of banking & finance
40
(
2014
),
pp. 242-256
Persistent link: https://www.econbiz.de/10010402198
Saved in:
35
The effect of liquidity and solvency risk on the inclusion of bond covenants
Cook, Douglas O.
;
Fu, Xudong
;
Tang, Tian
- In:
Journal of banking & finance
48
(
2014
),
pp. 120-136
Persistent link: https://www.econbiz.de/10010506929
Saved in:
36
Long-term bank balance sheet management : estimation and simulation of risk-factors
Birge, John R.
;
Júdice, Pedro
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4711-4720
Persistent link: https://www.econbiz.de/10010341607
Saved in:
37
Allocating systemic risk in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
38
Restructuring counterparty credit risk
Albanese, Claudio
;
Brigo, Damiano
;
Oertel, Frank
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009748714
Saved in:
39
Pricingcounterparty risk including collateralization, netting rules, re-hypothecation and wrong-way risk
Brigo, Damiano
;
Capponi, Agostino
;
Pallavicini, Andrea
; …
- In:
International journal of theoretical and applied finance
16
(
2013
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10009748723
Saved in:
40
A note on the double impact on CVA for CDS : wrong-way risk with stochastic recovery
Li, Hui
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10009756066
Saved in:
41
Margining in derivatives markets and the stability of the banking sector
Gibson, Rajna
;
Murawski, Carsten
- In:
Journal of banking & finance
37
(
2013
)
4
,
pp. 1119-1132
Persistent link: https://www.econbiz.de/10009716242
Saved in:
42
Bank dividends, risk, and regulatory regimes
Kanas, Angelos
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009675560
Saved in:
43
A systematic approach to multi-period stress testing of portfolio credit risk
Breuer, Thomas
;
Jandačka, Martin
;
Mencía, Javier
; …
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 332-340
Persistent link: https://www.econbiz.de/10009511320
Saved in:
44
Stress testing the resilience of financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
Saved in:
45
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
46
Does adding up of economic capital for market- and credit risk amount to conservative risk assessment?
Breuer, Thomas
;
Jandačka, Martin
;
Rheinberger, Klaus
; …
- In:
Journal of banking & finance
34
(
2010
)
4
,
pp. 703-712
Persistent link: https://www.econbiz.de/10003966039
Saved in:
47
Particle methods for the estimation of credit portfolio loss distributions
Carmona, René
;
Crépey, Stéphane
- In:
International journal of theoretical and applied finance
13
(
2010
)
4
,
pp. 577-602
Persistent link: https://www.econbiz.de/10008905024
Saved in:
48
Risk factor contributions in portfolio credit risk models
Rosen, Dan
;
Saunders, David M.
- In:
Journal of banking & finance
34
(
2010
)
2
,
pp. 336-349
Persistent link: https://www.econbiz.de/10003935602
Saved in:
49
Why 'Basel II' may need a leverage ratio restriction
Blüm, Jürg M.
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1699-1707
Persistent link: https://www.econbiz.de/10003749421
Saved in:
50
Credit portfolios : what defines risk horizons and risk measurement?
Ebnöther, Silvan
;
Vanini, Paolo
- In:
Journal of banking & finance
31
(
2007
)
12
,
pp. 3663-3679
Persistent link: https://www.econbiz.de/10003604359
Saved in:
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