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isPartOf:"The review of financial studies"
~isPartOf:"Journal of risk management in financial institutions"
~subject:"Credit rating"
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Credit rating
Credit risk
166
Kreditrisiko
166
Risikomanagement
49
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42
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42
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The review of financial studies
Journal of risk management in financial institutions
Journal of banking & finance
92
The journal of credit risk : published quarterly by Incisive Media
34
European journal of operational research : EJOR
30
Finance research letters
24
Journal of financial economics
22
International review of financial analysis
20
Journal of the Operational Research Society : OR
20
The journal of risk model validation
18
The journal of fixed income
17
Risks : open access journal
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The accounting review : a publication of the American Accounting Association
16
Research in international business and finance
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Review of quantitative finance and accounting
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CFS working paper series
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Discussion papers / CEPR
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Finance and economics discussion series
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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NBER working paper series
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Journal of the Operational Research Society
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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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Agricultural finance review
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Applied economics letters
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Discussion paper / Centre for Economic Policy Research
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Financial innovation : FIN
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Journal of international money and finance
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Journal of risk and financial management : JRFM
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The European journal of finance
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Working papers / Bank for International Settlements
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Emerging markets, finance and trade : EMFT
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Journal of financial services research : JFSR
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NBER Working Paper
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ECONIS (ZBW)
17
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1
Are CLO collateral and tranche ratings disconnected?
Griffin, John M.
;
Nickerson, Jordan
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2319-2360
Persistent link: https://www.econbiz.de/10014320661
Saved in:
2
Leveraging financial personality for inclusive credit scoring amidst global uncertainty
Thiel, Diederick van
;
Goedee, John
;
Leenders, Roger T.
- In:
Journal of risk management in financial institutions
17
(
2023
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014489152
Saved in:
3
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
4
The marginal impact of predicted climate risk scenarios on portfolio credit risk stress testing
Campino, Jonas de Oliveira
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
2
,
pp. 124-137
Persistent link: https://www.econbiz.de/10014286639
Saved in:
5
Predicting sovereign credit ratings for portfolio stress testing
Campino, Jonas de Oliveira
;
Galizia, Frederico
; …
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
3
,
pp. 229-241
Persistent link: https://www.econbiz.de/10012650468
Saved in:
6
Revised partial use : banking supervision on the right track
Neisen, Martin
;
Schulte-Mattler, Hermann
- In:
Journal of risk management in financial institutions
13
(
2019/2020
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10012250012
Saved in:
7
Lending standards over the credit cycle
Rodano, Giacomo
;
Serrano-Velarde, Nicolas
;
Tarantino, …
- In:
The review of financial studies
31
(
2018
)
8
,
pp. 2943-2982
Persistent link: https://www.econbiz.de/10012002000
Saved in:
8
A foundational approach to credit migration for stress testing and expected credit loss estimation
Sobehart, Jorge R.
;
Sun, Xiaoming
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
2
,
pp. 156-172
Persistent link: https://www.econbiz.de/10011879478
Saved in:
9
Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet
;
Perilioglu, Karina
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
4
,
pp. 395-411
Persistent link: https://www.econbiz.de/10011753968
Saved in:
10
Can Basel 4 work? : what can go wrong? : an examination of the new Basel proposals
Ozdemir, Bogie
;
Sudarsana, Gokul
;
Giesinger, Michael
- In:
Journal of risk management in financial institutions
8
(
2015
)
3
,
pp. 244-263
Persistent link: https://www.econbiz.de/10011443584
Saved in:
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