//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Schulte-Mattler, Hermann"
subject:"Credit risk"
~person:"Fabozzi, Frank J."
~person:"Rösch, Daniel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
Risikomanagement
86
Risk management
79
Portfolio selection
37
Portfolio-Management
37
Theorie
28
Theory
28
Kreditrisiko
23
Basel Accord
16
Basler Akkord
16
Risiko
12
Risikomaß
12
Risk
12
Risk measure
12
Bank risk
9
Bankrisiko
9
Bank
8
CAPM
7
Deutschland
7
Germany
7
risk management
7
Bank lending
6
Derivat
6
Derivative
6
Kreditgeschäft
6
Statistical distribution
6
Statistische Verteilung
6
Anleihe
5
Bankenaufsicht
5
Banking supervision
5
Bond
5
Estimation
5
Financial services
5
Finanzdienstleistung
5
Finanzmathematik
5
Hedging
5
Measurement
5
Messung
5
Schätzung
5
USA
5
more ...
less ...
Online availability
All
Undetermined
5
Free
3
Type of publication
All
Article
15
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
4
Book section
4
Graue Literatur
3
Hochschulschrift
3
Non-commercial literature
3
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
Collection of articles written by one author
1
Guidebook
1
Ratgeber
1
Sammlung
1
more ...
less ...
Language
All
English
17
German
5
Author
All
Schulte-Mattler, Hermann
Fabozzi, Frank J.
Rösch, Daniel
Schuermann, Til
17
Broll, Udo
13
Saunders, Anthony
13
Arora, Anju
12
Rudolph, Bernd
12
Lucas, André
11
Brigo, Damiano
10
Engelmann, Bernd
8
Hull, John
8
Overbeck, Ludger
8
Wall, Larry D.
8
Welzel, Peter
8
Chorafas, Dimitris N.
7
Cornett, Marcia Millon
7
Everling, Oliver
7
Frei, Christoph
7
Gantenbein, Pascal
7
Grundke, Peter
7
Hanson, Samuel G.
7
Jacobs, Michael <Jr.>
7
Krahnen, Jan Pieter
7
Kupiec, Paul H.
7
Martin, Marcus R. W.
7
Skoglund, Jimmy
7
Spremann, Klaus
7
Summer, Martin
7
Acharya, Viral V.
6
Albanese, Claudio
6
Almeida, Heitor
6
Becker, Axel
6
Bielecki, Tomasz R.
6
Fermanian, Jean-David
6
Gatzert, Nadine
6
Gross, Christian
6
Kaltofen, Daniel
6
Lang, William W.
6
Matin, Rastin
6
McAleer, Michael
6
more ...
less ...
Institution
All
Gottfried Wilhelm Leibniz Universität Hannover
1
Published in...
All
Die Bank
3
European journal of operational research : EJOR
3
The Frank J. Fabozzi series
2
Approaches to enterprise risk management
1
Center of Finance dissertation series
1
International journal of forecasting
1
International review of finance
1
Journal of financial engineering
1
Praktiker-Handbuch Basel II : Kreditrisiko, operationelles Risiko, Überwachung, Offenlegung
1
Review of derivatives research
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
Valuation, financial modeling, and quantitative tools
1
Wiley and SAS business series
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
-
2022
Persistent link: https://www.econbiz.de/10012880193
Saved in:
2
Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer
-
2018
Persistent link: https://www.econbiz.de/10012198130
Saved in:
3
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, Abdolreza
;
Baumann, Friedrich
;
Fabozzi, Frank J.
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10013263044
Saved in:
4
Correlated default and parameter risk
Schmelzle, Martin
-
2018
Persistent link: https://www.econbiz.de/10012167010
Saved in:
5
Computing valuation adjustments for counterparty credit risk using a modified supervisory approach
Büchel, Patrick
;
Kratochwil, Michael
;
Rösch, Daniel
- In:
Review of derivatives research
23
(
2020
)
3
,
pp. 273-322
Persistent link: https://www.econbiz.de/10012303233
Saved in:
6
Credit risk analytics : measurement techniques, applications, and examples in SAS
Baesens, Bart
;
Rösch, Daniel
;
Scheule, Harald
-
2016
Persistent link: https://www.econbiz.de/10011533876
Saved in:
7
Systematic effects among loss given defaults and their Implications on downturn estimation
Betz, Jennifer
;
Kellner, Ralf
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 1113-1144
Persistent link: https://www.econbiz.de/10011903289
Saved in:
8
Bilateral counterparty risk valuation adjustment with wrong way risk on collateralized commodity counterparty
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
Journal of financial engineering
2
(
2015
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010528392
Saved in:
9
Stress testing for financial institutions : applications, regulations and techniques
Rösch, Daniel
(
ed.
)
-
2008
Persistent link: https://www.econbiz.de/10008738705
Saved in:
10
Cure events in default prediction
Wolter, Marcus
;
Rösch, Daniel
- In:
European journal of operational research : EJOR
238
(
2014
)
3
,
pp. 846-857
Persistent link: https://www.econbiz.de/10010401594
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->