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subject:"Credit risk"
~isPartOf:"Journal of banking & finance"
~subject:"Basel Accord"
~subject:"Welt"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Basel Accord
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Risikomaß
181
Risk measure
181
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83
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77
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77
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Fermanian, Jean-David
2
McNeil, Alexander J.
2
Paterlini, Sandra
2
Scaillet, Olivier
2
Weiß, Gregor
2
Barnhill, Theodore M.
1
Bernard, Carole
1
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1
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Journal of banking & finance
Journal of risk management in financial institutions
23
Journal of risk
21
Risks : open access journal
20
The journal of credit risk : published quarterly by Incisive Media
20
Econometric Institute research papers
19
Energy economics
19
Discussion paper / Tinbergen Institute
18
The North American journal of economics and finance : a journal of financial economics studies
17
The journal of risk model validation
17
Economic modelling
14
Finance research letters
14
Insurance / Mathematics & economics
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International review of financial analysis
14
The journal of operational risk
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Journal of international financial markets, institutions & money
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Working paper
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Journal of financial stability
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Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
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International review of economics & finance : IREF
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Research in international business and finance
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Brennpunkt Risikomanagement und Regulierung
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Dresdner Beiträge zu quantitativen Verfahren
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European financial management : the journal of the European Financial Management Association
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International journal of economics and financial issues : IJEFI
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Journal of international money and finance
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Pacific-Basin finance journal
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The journal of structured finance
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ECONIS (ZBW)
44
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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
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
3
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
4
Modelling extremal dependence for operational risk by a bipartite graph
Kley, Oliver
;
Klüppelberg, Claudia
;
Paterlini, Sandra
- In:
Journal of banking & finance
117
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012495775
Saved in:
5
National elections and tail risk : international evidence
Li, Qingyuan
;
Li, Si
;
Li, Xu
- In:
Journal of banking & finance
88
(
2018
),
pp. 113-128
Persistent link: https://www.econbiz.de/10011962591
Saved in:
6
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
7
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:
8
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
Saved in:
9
Unexpected shortfalls of Expected Shortfall : extreme default profiles and regulatory arbitrage
Koch Medina, Pablo
;
Munari, Cosimo-Andrea
- In:
Journal of banking & finance
62
(
2016
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011634091
Saved in:
10
Evaluating Value-at-Risk forecasts : a new set of multivariate backtests
Wied, Dominik
;
Weiß, Gregor
;
Ziggel, Daniel
- In:
Journal of banking & finance
72
(
2016
),
pp. 121-132
Persistent link: https://www.econbiz.de/10011635501
Saved in:
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