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subject:"Credit risk"
~isPartOf:"Journal of financial services research : JFSR"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Estimation"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Credit risk
Estimation
Risikomaß
35
Risk measure
35
Kreditrisiko
27
Theorie
24
Theory
24
Portfolio selection
15
Portfolio-Management
15
Risikomanagement
12
Risk management
12
Basel Accord
10
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10
Bank lending
7
Kreditgeschäft
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credit risk
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27
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Fischer, Matthias
2
Löderbusch, Matthias
2
Maciag, Jakob
2
Aas, Kjersti
1
Abdymomunov, Azamat
1
Batiz-Zuk, Enrique
1
Bewick, Jill
1
Blei, Sharon
1
Charlin, Ventura
1
Choe, SuBang
1
Christodoulakis, George A.
1
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1
Das, Sanjiv R.
1
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1
Dimou, Paraskevi
1
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1
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1
Eleftherios, Vlachostergios
1
Ergashev, Bakhodir
1
Escobar, Marcos
1
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1
Guhr, Thomas
1
Güttler, André
1
Hayden, Evelyn
1
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1
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1
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1
Jakob, Kevin
1
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1
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1
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1
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1
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1
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1
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1
Lee, Yonghee
1
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1
Masschelein, Nancy
1
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1
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Journal of financial services research : JFSR
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
45
Journal of risk
33
The North American journal of economics and finance : a journal of financial economics studies
25
Finance research letters
24
Risks : open access journal
21
The journal of risk model validation
21
Insurance / Mathematics & economics
20
Economic modelling
19
International review of financial analysis
19
Applied economics
18
Discussion paper / Tinbergen Institute
18
Energy economics
17
International journal of forecasting
17
Journal of econometrics
16
Journal of empirical finance
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of international financial markets, institutions & money
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk management in financial institutions
12
Research in international business and finance
12
International review of economics & finance : IREF
11
Journal of risk and financial management : JRFM
11
Quantitative finance
11
Working papers
10
Computational economics
9
International journal of theoretical and applied finance
9
Journal of financial econometrics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Pacific-Basin finance journal
9
Research paper series / Swiss Finance Institute
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
SpringerLink / Bücher
9
CFS working paper series
8
Discussion paper / Deutsche Bundesbank
8
Econometric Institute research papers
8
European journal of operational research : EJOR
8
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
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ECONIS (ZBW)
27
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1
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
2
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
3
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
4
Modeling dependent risk factors with CreditRisk+
Zhang, Xiaohang
;
Choe, SuBang
;
Zhu, Ji
;
Bewick, Jill
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10011917573
Saved in:
5
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
6
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
7
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
8
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
9
A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
Saved in:
10
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
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