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isPartOf:"The journal of risk model validation"
~accessRights:"restricted"
~subject:"Forecasting model"
~subject:"Kreditgeschäft"
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Forecasting model
Kreditgeschäft
Basel Accord
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Basler Akkord
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loss given default (LGD)
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Fan, Mengting
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Gao, Hongming
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Jortzik, Stephan
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Liu, Hongwei
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Ozdemir, Bogie
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The journal of risk model validation
Journal of banking & finance
24
Journal of financial stability
17
Finance research letters
13
International review of financial analysis
8
The journal of credit risk : published quarterly by Incisive Media
8
Journal of banking regulation
7
Journal of financial intermediation
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Journal of international financial markets, institutions & money
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Applied economics
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Economic modelling
6
The European journal of finance
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
6
Discussion paper / Centre for Economic Policy Research
5
International review of economics & finance : IREF
5
The accounting review : a publication of the American Accounting Association
5
Discussion papers / CEPR
4
European journal of operational research : EJOR
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International journal of forecasting
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Journal of financial regulation and compliance
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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SpringerLink / Bücher
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Economic systems
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Journal of accounting & economics
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Journal of financial economics
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Journal of financial services research : JFSR
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Journal of macroeconomics
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Review of quantitative finance and accounting
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The journal of corporate finance : contracting, governance and organization
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Acta oeconomica : periodical of the Hungarian Academy of Sciences
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Applied economics letters
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Computational economics
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Die Bank
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Eastern European economics
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Economic research
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Emerging markets review
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ECONIS (ZBW)
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Forecasting the loss given default of bank loans with a hybrid multilayer LGD model by extending multidimensional signals
Fan, Mengting
;
Mo, Zan
;
Zhao, Qizhi
;
Gao, Hongming
; …
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 37-75
Persistent link: https://www.econbiz.de/10014239847
Saved in:
2
A prudent loss given default estimation for mortgages. II
Ozdemir, Bogie
;
Huang, Emma
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10013173359
Saved in:
3
Benchmarking loss given default discount rates
Scheule, Harald
;
Jortzik, Stephan
- In:
The journal of risk model validation
14
(
2020
)
3
,
pp. 53-96
Persistent link: https://www.econbiz.de/10014336010
Saved in:
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