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subject:"Credit risk"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of risk"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Risikomaß
302
Risk measure
302
Portfolio selection
132
Portfolio-Management
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Theorie
123
Theory
123
Risikomanagement
92
Risk management
92
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Kreditrisiko
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Estimation theory
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Fermanian, Jean-David
3
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2
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1
Baule, Rainer
1
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1
Bertagna, Andrea
1
Boeve, Rolf
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Journal of banking & finance
Journal of risk
The journal of credit risk : published quarterly by Incisive Media
19
Journal of risk management in financial institutions
11
Risks : open access journal
11
The journal of risk model validation
11
Discussion paper / Tinbergen Institute
8
Insurance / Mathematics & economics
8
Journal of financial services research : JFSR
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Discussion paper / Deutsche Bundesbank
7
European journal of operational research : EJOR
7
Journal of international financial markets, institutions & money
7
School of Accounting, Finance and Economics & FEMARC working paper series
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Economic modelling
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International journal of theoretical and applied finance
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Research paper series / Swiss Finance Institute
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Discussion paper
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Dresdner Beiträge zu quantitativen Verfahren
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Finance research letters
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of structured finance
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Wiley finance series
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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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Management science : journal of the Institute for Operations Research and the Management Sciences
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BIS working papers
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Computational economics
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European financial management : the journal of the European Financial Management Association
3
Finance and stochastics
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HKIMR Working Paper
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HKIMR working paper
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International journal of forecasting
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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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Journal of financial stability
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Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
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Springer eBook Collection
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SpringerLink / Bücher
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Sveriges Riksbank working paper series
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ECONIS (ZBW)
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1
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
2
Counterparty risk allocation
Baule, Rainer
- In:
Journal of risk
25
(
2022
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10013549681
Saved in:
3
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
4
An internal default risk model : simulation of default times and recovery rates within the new fundamental review of the trading book framework
Bertagna, Andrea
;
Deliu, Dragos
;
Lopez, Luca
;
Nassigh, Aldo
- In:
Journal of risk
22
(
2019/2020
)
3
,
pp. 21-38
Persistent link: https://www.econbiz.de/10013177133
Saved in:
5
Counterparty risk : credit valuation adjustment variability and value-at-risk
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of risk
21
(
2018/2019
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012059879
Saved in:
6
Multifactor granularity adjustments for market and counterparty risks
Fermanian, Jean-David
;
Florentin, Clément
- In:
Journal of risk
20
(
2017/2018
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011962402
Saved in:
7
Initial margin with risky collateral
Shi, Ming
;
Yu, Xinxin
;
Zhang, Ke
- In:
Journal of risk
20
(
2017/2018
)
3
,
pp. 49-68
Persistent link: https://www.econbiz.de/10011847469
Saved in:
8
Default risk charge : modeling framework for the "Basel" risk measure
Wilkens, Sascha
;
Pedescu, Mirela
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 23-50
Persistent link: https://www.econbiz.de/10011710248
Saved in:
9
The impact of non-interest income on bank risk in Australia
Williams, Barry
- In:
Journal of banking & finance
73
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011635617
Saved in:
10
Trading book and credit risk : how fundamental is the Basel review?
Laurent, Jean-Paul
;
Sestier, Michael
;
Thomas, Stéphane
- In:
Journal of banking & finance
73
(
2016
),
pp. 211-223
Persistent link: https://www.econbiz.de/10011635717
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