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subject:"Credit risk"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of financial services research : JFSR"
~isPartOf:"Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen"
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Credit risk
Risikomaß
124
Risk measure
124
Theorie
91
Theory
91
Portfolio selection
63
Portfolio-Management
63
Risiko
53
Risk
53
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European journal of operational research : EJOR
Journal of financial services research : JFSR
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
Journal of banking & finance
22
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk
12
Journal of risk management in financial institutions
11
Risks : open access journal
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The journal of risk model validation
11
Discussion paper / Tinbergen Institute
8
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7
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7
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International journal of theoretical and applied finance
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Bundesbank Series 2 Discussion Paper
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International journal of economics and financial issues : IJEFI
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International review of financial analysis
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Journal of financial regulation and compliance : an international journal
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Springer eBook Collection
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ECONIS (ZBW)
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1
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
2
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe
;
Tang, Zhaofeng
;
Yang, Yang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
Saved in:
3
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
4
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
5
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanković, Miloš
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
Saved in:
6
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
7
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.
;
Powell, R. J.
;
Singh, Abhay Kumar
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 465-475
Persistent link: https://www.econbiz.de/10011436713
Saved in:
8
Integrating stress scenarios into risk quantification models
Abdymomunov, Azamat
;
Blei, Sharon
;
Ergashev, Bakhodir
- In:
Journal of financial services research : JFSR
47
(
2015
)
1
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011325835
Saved in:
9
Forward-looking tail risk exposures at US Bank Holding Companies
Knaup, Martin
;
Wagner, Wolf
- In:
Journal of financial services research : JFSR
42
(
2012
)
1/2
,
pp. 35-54
Persistent link: https://www.econbiz.de/10009714851
Saved in:
10
The impact of downward rating momentum
Güttler, André
;
Raupach, Peter
- In:
Journal of financial services research : JFSR
37
(
2010
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003955519
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