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1
Article 		Parsimonious exposure-at-default modeling for unfunded loan commitments
Year:                     
2012
Person:  Bag, Pinaki; Jacobs, Michael
Published in:  Journal of risk finance : the convergence of financial products and insurance ; 13
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2
Book / Working Paper 		Bank stress tests as an information device for emerging markets : the case of Russia
Year:                     
2012
Person:  Fungáčová, Zuzana; Jkubík, Petr
Publisher:  Helsinki : Bank of Finland
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3
Book / Working Paper 		Risikobewertung von strukturierten Kreditprodukten
Year:                     
2012
Person:  Igl, Andreas
Publisher:  Hamburg : Kovač
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4
Book / Working Paper 		Credit Analyst
Year:                     
2012
Publisher:  München : Oldenbourg
Affiliated person:  Everling, Oliver; Leker, Jens; Bielmeier, Stefan
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5
Article 		La marge de crédit aux consommateurs : aperçu de la littérature financière
Year:                     
2012
Person:  d'Astous, Philippe
Published in:  Assurances et gestion des risques : revue trimestrielle ; 79
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6
Book / Working Paper 		Determinants of bank interest spread in Estonia
Year:                     
2012
Person:  Männasoo, Kadri
Publisher:  Tallinn : Eesti Pank
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7
Article 		On information, extended liability and judgment proof firms
Year:                     
2012
Person:  Anyangah, Joshua Okeyo
Published in:  Environmental economics and policy studies ; 14
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8
Article 		Marktdatenbasierte Frühwarnsysteme als Antwort auf die Finanzkrise
Year:                     
2012
Person:  Demski, Carsten
Published in:  Finanzkrise 2.0 und Risikomanagement von Banken : regulatorische Entwicklungen - Konzepte für die Umsetzung
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9
Article 		Die neue Kreditnehmereinheit (wirtschaftliche Risikoeinheit) : Bankinterne Umsetzung und Revisionsansätze
Year:                     
2012
Person:  Röckle, Dirk
Published in:  Finanzkrise 2.0 und Risikomanagement von Banken : regulatorische Entwicklungen - Konzepte für die Umsetzung
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10
Article 		Risikofrüherkennung im Kreditgeschäft im Umfeld Finanzmarktkrise : Anforderungen und Erfahrungen aus Sicht der Internen Revision
Year:                     
2012
Person:  Becker, Axel
Published in:  Finanzkrise 2.0 und Risikomanagement von Banken : regulatorische Entwicklungen - Konzepte für die Umsetzung
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11
Book / Working Paper 		Kreditrisikotransfer : moderne Instrumente und Methoden
Year:                     
2012
Publisher:  Berlin [u.a.] : Springer Gabler
Affiliated person:  Rudolph, Bernd; Hofmann, Bernd; Schaber, Albert; Schäfer, Klaus
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12
Book / Working Paper 		Banking ; Vol. 5
Year:                     
2012
Publisher:  London [u.a.] : Routledge
Affiliated person:  Wilson, John O. S.
Published in:  Banking : critical concepts in finance; Banks and the macroeconomy
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13
Book / Working Paper 		Regulation, credit risk transfer with CDS, and bank lending
Year:                     
2012
Person:  Pausch, Thilo; Welzel, Peter
Publisher:  Frankfurt, M. : Dt. Bundesbank
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14
Book / Working Paper 		Stress testing German banks against a global cost-of-capital shock
Year:                     
2012
Person:  Duellmann, Klaus; Kick, Thomas
Publisher:  Frankfurt, M. : Dt. Bundesbank
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15
Article 		How can information on CDS contracts be used to estimate liquidity premium in the bond market
Year:                     
2012
Person:  Tarasova, Polina
Published in:  Market risk and financial markets modeling
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16
Article 		Die Griechenlandkrise : Credit Risk jetzt auch am europäischen Staatsanleihenmarkt?
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17
Article 		Performance and risks of open-end life settlement funds
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18
Book / Working Paper 		Kreditrisikomanagement im Kontext des Customer Relationship Management
Year:                     
2012
Person:  Terpin, Jürgen
Publisher:  Hamburg : Kovač
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19
Article 		Bonitätsbezogene Frühwarnindikatoren und Integration in das Kreditrisikomanagementreporting
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20
Article 		Ertragssicherung durch Risikofrüherkennung im Kreditgeschäft
Year:                     
2012
Person:  Boehme, Torsten; Fragen, Stefan
Published in:  Frühwarnindikatoren und Krisenfrühaufklärung : Konzepte zum präventiven Risikomanagement
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21
Book / Working Paper 		Conditional value-at-risk optimization for credit risk using asset value models
Year:                     
2012
Person:  Heidrich, Matthias
Publisher:  München : Dr. Hut
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22
Book / Working Paper 		Kontrahentenrisiko : Bewertung, Steuerung, Unterlegung nach Basel III und IFRS
Year:                     
2012
Publisher:  Stuttgart : Schäffer-Poeschel
Affiliated person:  Ludwig, Sven
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23
Book / Working Paper 		The Impact of the Global Crisis on South-Eastern Europe
Year:                     
2011-12-20
Person:  Spadafora, Francesco; Cocozza, Emidio; Colabella, Andrea
Institution:  International Monetary Fund (IMF)
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24
Book / Working Paper 		Conditional Probabilities and Contagion Measures for Euro Area Sovereign Default Risk
Year:                     
2011-12-13
Person:  Zhang, Xin; Schwaab, Bernd; Lucas, Andre
Institution:  Tinbergen Institute
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25
Book / Working Paper 		Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete Information
Year:                     
2011-11-14
Person:  Schumacher, Liliana; Barnhill, Theodore M.
Institution:  International Monetary Fund (IMF)
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26
Book / Working Paper 		Counterparty credit risk management in industrial corporates
Year:                     
2011-10-27
Person:  Langkamp, Christian
Institution:  Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität
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27
Book / Working Paper 		Monetary Policy, Bank Leverage, and Financial Stability
Year:                     
2011-10-25
Person:  Valencia, Fabian
Institution:  International Monetary Fund (IMF)
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28
Book / Working Paper 		Macroprudential Policy: What Instruments and How to Use Them? Lessons from Country Experiences
Year:                     
2011-10-19
Person:  Lim, Cheng Hoon; Costa, Alejo; Wezel, Torsten; Otani, Akira; Columba, Francesco; Saiyid, Mustafa; Wu, X.; Kongsamut, Piyabha
Institution:  International Monetary Fund (IMF)
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29
Book / Working Paper 		On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Year:                     
2011-10
Person:  Diebold, Francis X.; Yilmaz, Kamil
Institution:  İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
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30
Book / Working Paper 		Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
Year:                     
2011-10
Person:  Jin, Xisong; Simone, Francisco Nadal de
Institution:  Central Bank of Luxembourg
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31
Book / Working Paper 		On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
Year:                     
2011-09-30
Person:  Diebold, Francis X.; Yılmaz, Kamil
Institution:  Department of Economics, University of Pennsylvania
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32
Book / Working Paper 		Systemic Risks in Global Banking: What Available Data can tell us and What More Data are Needed?
Year:                     
2011-09-23
Person:  Claessens, Stijn; Cerutti, Eugenio; McGuire, Patrick
Institution:  International Monetary Fund (IMF)
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33
Book / Working Paper 		Credit Risk in General Equilibrium
Year:                     
2011-09-09
Person:  Eichberger, Jürgen; Rheinberger, Klaus; Summer, Martin
Institution:  Oesterreichische Nationalbank
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34
Book / Working Paper 		The interbank market after the financial turmoil: squeezing liquidity in a "lemons market" or asking liquidity "on tap"
Year:                     
2011-09
Person:  Socio, Antonio De
Institution:  Banca d'Italia
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35
Book / Working Paper 		Relationship Lending, Distance and Efficiency in a Heterogeneous Banking System
Year:                     
2011-09
Person:  Bernini, Cristina; Brighi, Paola
Institution:  Rimini Centre for Economic Analysis (RCEA)
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36
Book / Working Paper 		Financial Linkages across Korean Banks
Year:                     
2011-08-18
Person:  Aydin, Burcu; Kim, Myeongsuk; Moon, Ho-Seong
Institution:  International Monetary Fund (IMF)
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37
Book / Working Paper 		The Impact of the Global Financial Crisis on Microfinance and Policy Implications
Year:                     
2011-07-26
Person:  Bella, Gabriel Di
Institution:  International Monetary Fund (IMF)
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38
Book / Working Paper 		A General Equilibrium Model of Sovereign Default and Business Cycles
Year:                     
2011-07-14
Person:  Yue, Vivian Z.; Mendoza, Enrique G.
Institution:  International Monetary Fund (IMF)
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39
Book / Working Paper 		Nonperforming Loans and Macrofinancial Vulnerabilities in Advanced Economies
Year:                     
2011-07-11
Person:  Nkusu, Mwanza
Institution:  International Monetary Fund (IMF)
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40
Book / Working Paper 		Policy Instruments To Lean Against The Wind In Latin America
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41
Book / Working Paper 		An unexpected crisis? Looking at pricing effectiveness of different banks
Year:                     
2011-07
Person:  Vacca, Valerio
Institution:  Banca d'Italia
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42
Book / Working Paper 		Neural Networks, Ordered Probit Models and Multiple Discriminants. Evaluating Risk Rating Forecasts of Local Governments in Mexico.
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43
Book / Working Paper 		Lietuvos bankų sistemos kredito rizikos priklausomybės nuo makroekonominių veiksnių tyrimas
Year:                     
2011-06-14
Person:  Macaitytė, Judita
Publisher:  Lithuanian Academic Libraries Network (LABT) / Vytautas Magnus University
Affiliated person:  Kaupelytė, Dalia; Radzevičius, Gediminas; Levišauskaitė, Kristina; Darškuvienė, Valdonė; Keršys, Marijus; Grenda, Evaldas
Institution:  Vytautas Magnus University
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44
Book / Working Paper 		Credit ratings and credit risk
Year:                     
2011-06
Person:  Hilscher, Jens; Wilson, Mungo
Institution:  Department of Economics, International Business School, Brandeis University
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45
Book / Working Paper 		Essays on asset pricing.
Year:                     
2011-06
Person:  Yang, Fan
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46
Book / Working Paper 		Impact of the Global Crisis on Banking Sector Soundness in Asian Low-Income Countries
Year:                     
2011-05-17
Person:  Ree, Jack Joo K.
Institution:  International Monetary Fund (IMF)
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47
Book / Working Paper 		Identifying Vulnerabilities in Systemically-Important Financial Institutions in a Macro-financial Linkages Framework
Year:                     
2011-05-09
Person:  Sun, Tao
Institution:  International Monetary Fund (IMF)
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48
Book / Working Paper 		The Role of Hedge Funds as Primary Lenders
Year:                     
2011-05-01
Person:  Agarwal, Vikas; Meneghetti, Costanza
Institution:  Centre for Financial Research <Köln>
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49
Book / Working Paper 		Forecasting Corporate Distress in the Asian and Pacific Region
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50
Book / Working Paper 		Interest Rates and Credit Risk
Year:                     
2011-05
Person:  González-Aguado, Carlos; Suarez, Javier
Institution:  C.E.P.R. Discussion Papers
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