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subject:"Kreditrisiko"
subject:"United States"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"Journal of banking & finance"
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Kreditrisiko
United States
Risikomanagement
236
Risk management
236
Theory
86
Theorie
85
Portfolio selection
64
Portfolio-Management
64
Risk
63
Risiko
60
Bank risk
59
Bankrisiko
59
Risikomaß
57
Risk measure
57
Credit risk
52
Financial services
35
Finanzdienstleistung
35
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31
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30
Finanzkrise
30
Hedging
27
Basel Accord
19
Basler Akkord
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Derivat
17
Derivative
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Measurement
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Messung
17
Welt
15
World
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14
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14
USA
14
Systemic risk
13
Statistical distribution
12
Statistische Verteilung
12
Systemrisiko
12
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11
Operational risk
11
Operationelles Risiko
11
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11
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64
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64
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Vanini, Paolo
3
Breuer, Thomas
2
Jandačka, Martin
2
Júdice, Pedro
2
Lee, Cheng F.
2
Leippold, Markus
2
Li, Jianping
2
Schuermann, Til
2
Sopranzetti, Ben J.
2
Summer, Martin
2
Wu, Dengsheng
2
Zhu, Xiaoqian
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1
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Bernard, Carole
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Blüm, Jürg M.
1
Buston, Consuelo Silva
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Butaru, Florentin
1
Böhnke, Victoria
1
Calluzzo, Paul
1
Carey, Mark S.
1
Castellano, Rosella
1
Chen, Hsiao-Jung
1
Chen, Qingqing
1
Chen, Ren-Raw
1
Chen, Tsung-Kang
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Chidambaran, Nemmara
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Choe, Chong-mu
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Cont, Rama
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Cook, Douglas O.
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Review of quantitative finance and accounting
Journal of banking & finance
Journal of risk management in financial institutions
59
SpringerLink / Bücher
33
Working paper / National Bureau of Economic Research, Inc.
33
Agricultural finance review
28
European journal of operational research : EJOR
24
Risiko-Manager
22
The journal of credit risk : published quarterly by Incisive Media
21
Wiley finance series
20
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
20
Risks : open access journal
19
Journal of financial stability
18
The review of financial studies
18
Discussion paper
17
International journal of theoretical and applied finance
17
International review of financial analysis
17
Journal of risk
17
Journal of risk and financial management : JRFM
17
The journal of structured finance
17
Working papers / Financial Institutions Center
17
NBER working paper series
16
Die Bank
15
Insurance / Mathematics & economics
15
International journal of economics and finance
15
Journal of financial economics
15
The journal of finance : the journal of the American Finance Association
15
The journal of risk model validation
15
International journal of economics and financial issues : IJEFI
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
14
Working paper series / European Central Bank
13
Finance research letters
12
Journal of financial services research : JFSR
12
Economic modelling
11
Europäische Hochschulschriften / 5
11
Journal of financial intermediation
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Schriftenreihe Finanzmanagement
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The European journal of finance
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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
Operational risk is more systemic than you think : evidence from US bank holding companies
Berger, Allen N.
;
Curti, Filippo
;
Mihov, Atanas
; …
- In:
Journal of banking & finance
143
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013533774
Saved in:
5
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:
6
Risk exposures of European cooperative banks : a comparative analysis
Mare, Davide Salvatore
;
Gramlich, Dieter
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10012432620
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
On the market timing of hedging : evidence from U.S. oil and gas producers
Hong, Liu
;
Li, Yongjia
;
Xie, Kangzhen
;
Yan, Claire J.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10012232842
Saved in:
9
Model and estimation risk in credit risk stress tests
Grundke, Peter
;
Pliszka, Kamil
;
Tuchscherer, Michael
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 163-199
Persistent link: https://www.econbiz.de/10012233223
Saved in:
10
The risk management implications of using end of day consensus pricing for single name CDS
Ronen, Tavy
;
Sokolinskiy, Oleg
;
Sopranzetti, Ben J.
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 269-304
Persistent link: https://www.econbiz.de/10012233227
Saved in:
11
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:
12
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:
13
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:
14
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:
15
Distress risk, product market competition, and corporate bond yield spreads
Lee, Han-Hsing
- In:
Review of quantitative finance and accounting
55
(
2020
)
3
,
pp. 1093-1135
Persistent link: https://www.econbiz.de/10012304094
Saved in:
16
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:
17
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:
18
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:
19
Suppliers'/customers' production efficiency uncertainty and firm credit risk
Chen, Tsung-Kang
;
Liao, Hsien-hsing
- In:
Review of quantitative finance and accounting
50
(
2018
)
2
,
pp. 519-560
Persistent link: https://www.econbiz.de/10011979167
Saved in:
20
Financial statements based bank risk aggregation
Li, Jianping
;
Wei, Lu
;
Lee, Cheng F.
;
Zhu, Xiaoqian
; …
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 673-694
Persistent link: https://www.econbiz.de/10011979270
Saved in:
21
Awareness, determinants and value of reputation risk management : empirical evidence from the banking and insurance industry
Heidinger, Dinah
;
Gatzert, Nadine
- In:
Journal of banking & finance
91
(
2018
),
pp. 106-118
Persistent link: https://www.econbiz.de/10011963642
Saved in:
22
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:
23
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:
24
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:
25
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:
26
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:
27
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:
28
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:
29
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:
30
Market share and risk taking : the role of collateral asset managers in the collapse of the arbitrage CDO market
Mählmann, Thomas
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 273-303
Persistent link: https://www.econbiz.de/10011595589
Saved in:
31
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:
32
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:
33
Risk management, nonlinearity and aggressiveness in monetary policy : the case of the US Fed
Gnabo, Jean-Yves
;
Moccero, Diego Nicolas
- In:
Journal of banking & finance
55
(
2015
),
pp. 281-294
Persistent link: https://www.econbiz.de/10011379101
Saved in:
34
Special section on Risk, financial stability and banking
Tabak, Benjamin Miranda
(
contributor
)
- In:
Journal of banking & finance
50
(
2015
),
pp. 271-380
Persistent link: https://www.econbiz.de/10010509541
Saved in:
35
On the aggregation of credit, market and operational risks
Li, Jianping
;
Zhu, Xiaoqian
;
Lee, Cheng F.
;
Wu, Dengsheng
; …
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
Saved in:
36
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:
37
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:
38
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:
39
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:
40
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:
41
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:
42
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:
43
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:
44
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:
45
Does multinationality matter? : implications of operational hedging for the exchange risk exposure
Choe, Chong-mu
;
Jiang, Cao
- In:
Journal of banking & finance
33
(
2009
)
11
,
pp. 1973-1982
Persistent link: https://www.econbiz.de/10003892137
Saved in:
46
Hedging, financing, and investment decisions : theory and empirical tests
Lin, Chen-miao
;
Phillips, Richard D.
;
Smith, Stephen DeWitt
- In:
Journal of banking & finance
32
(
2008
)
8
,
pp. 1566-1582
Persistent link: https://www.econbiz.de/10003749382
Saved in:
47
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:
48
On the pricing of intermediated risks : theory and application to catastrophe reinsurance
Froot, Kenneth
;
O'Connell, Paul G. J.
- In:
Journal of banking & finance
32
(
2008
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10003646971
Saved in:
49
Modeling exposure to losses on automobile leases
Smith, L. Douglas
;
Jin, Baiqiang
- In:
Review of quantitative finance and accounting
29
(
2007
)
3
,
pp. 241-266
Persistent link: https://www.econbiz.de/10003600252
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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