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isPartOf:"Journal of business economics : JBE"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Basel Accord"
~subject:"Finanzkrise"
~subject:"Kreditderivat"
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Basel Accord
Finanzkrise
Kreditderivat
Insolvency
67
Insolvenz
67
Credit risk
45
Kreditrisiko
45
Theorie
27
Theory
27
Credit rating
17
Kreditwürdigkeit
17
Forecasting model
16
Prognoseverfahren
16
Financial services
11
Finanzdienstleistung
11
credit risk
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Bank lending
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Deutschland
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Basler Akkord
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Derivat
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loss given default (LGD)
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Collateral
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Consumer credit
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Estimation
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Kreditsicherung
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Regression analysis
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Regressionsanalyse
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credit scoring
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21
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Alexandre, Michel
1
Anagnostou, Ioannis
1
Bansal, Matulya
1
Barone, Gaia
1
Bhutta, Neil
1
Bricker, Jesse
1
Brito, Giovani A. S.
1
Chen, Heng Z.
1
Dettling, Lisa J.
1
Durán-Satomil, Pablo
1
Fenner, Arved
1
Gatarek, Dariusz
1
Greve, Christian
1
Guo, Nan
1
Hacibedel, Burcu
1
Haerri, Matthias
1
Hahnenstein, Lutz
1
Harju, Antti J.
1
Jabłecki, Juliusz
1
Jobst, Rainer
1
Kandhai, Drona
1
Kelliher, Jimmy
1
Kopciuszewski, Paweł
1
Koziol, Christian
1
Lado-Sestayo, Rubén
1
Laufer, Steven
1
Li, Lingfei
1
Martins, Theo C.
1
Miu, Peter
1
Morkoetter, Stefan
1
Otero-González, Luis
1
Ozdemir, Bogie
1
Palmroos, Peter
1
Powell, David
1
Ptak-Chmielewska, Aneta
1
Qu, Ritong
1
Sanchez Rivero, Javier
1
Schön, Thomas
1
Sourabh, Sumit
1
Tanoue, Yuta
1
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Journal of business economics : JBE
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
30
NBER working paper series
24
Working paper / National Bureau of Economic Research, Inc.
24
NBER Working Paper
20
Journal of financial economics
16
Journal of financial stability
16
Discussion papers / CEPR
12
Finance research letters
12
The journal of corporate finance : contracting, governance and organization
12
Economic modelling
11
Discussion paper / Centre for Economic Policy Research
10
International review of financial analysis
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Applied economics
9
IMF working papers
9
International journal of theoretical and applied finance
9
The journal of fixed income
9
Review of finance : journal of the European Finance Association
8
European journal of operational research : EJOR
7
IWH-Diskussionspapiere
7
International journal of forecasting
7
Journal of international financial markets, institutions & money
7
Journal of economic dynamics & control
6
Journal of financial intermediation
6
Journal of international money and finance
6
Journal of risk management in financial institutions
6
Working paper
6
Computational economics
5
Insurance / Mathematics & economics
5
International Journal of Financial Studies : open access journal
5
Journal of empirical finance
5
Journal of monetary economics
5
Staff reports / Federal Reserve Bank of New York
5
The European journal of finance
5
The journal of finance : the journal of the American Finance Association
5
Working papers / Federal Reserve Bank of Philadelphia, Research Department
5
Bank i kredyt
4
CESifo working papers
4
Discussion paper
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ECONIS (ZBW)
21
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1
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
2
Understanding and predicting systemic corporate distress : a machine-learning approach
Hacibedel, Burcu
;
Qu, Ritong
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 79-116
Persistent link: https://www.econbiz.de/10014489149
Saved in:
3
Credit contagion risk in German auto loans
Fenner, Arved
;
Vollmar, Steffen
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
4
,
pp. 59-99
Persistent link: https://www.econbiz.de/10014490061
Saved in:
4
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
5
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
6
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
7
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Saved in:
8
Stress testing household debt
Bhutta, Neil
;
Bricker, Jesse
;
Dettling, Lisa J.
; …
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012421176
Saved in:
9
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
10
A new model for bank loan loss given default by leveraging time to recovery
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011962384
Saved in:
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