//--> //--> //-->
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
subject:"Kreditrisiko"
type_genre:"Article in journal"
~person:"Chen, Wei"
~person:"Lucas, André"
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
Kreditrisiko
Risikomanagement
12
Risk management
12
Credit risk
7
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
Bankenaufsicht
2
Banking supervision
2
Basel Accord
2
Basler Akkord
2
Impact assessment
2
Modellierung
2
Scientific modelling
2
Wirkungsanalyse
2
Aggregation
1
Bank risk
1
Bankrisiko
1
Business cycle
1
Central bank
1
Central bank communication
1
Climate change
1
Coronavirus
1
Covid-19
1
Credit rating
1
Currency derivative
1
Currency hedging
1
Currency option
1
Deposit mobilization
1
Devisenoption
1
Dynamic latent factors
1
EU countries
1
EU-Staaten
1
Economic model
1
Estimation theory
1
Exchange rate risk
1
Financial market
1
Financial services
1
Finanzdienstleistung
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
7
Aufsatz in Zeitschrift
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Chen, Wei
Lucas, André
Arora, Anju
7
Jacobs, Michael <Jr.>
7
Rösch, Daniel
7
Andreeva, Galina
5
Broll, Udo
5
Crook, Jonathan N.
5
Prorokowski, Lukasz
5
Schuermann, Til
5
Welzel, Peter
5
Cerezetti, Fernando
4
Gatzert, Nadine
4
Hölscher, Reinhold
4
Raviv, Alon
4
Summer, Martin
4
Turnbull, Stuart M.
4
Van Vuuren, Gary
4
Allen, Franklin
3
Breton, Michèle
3
Chen, Ren-Raw
3
Chen, Tsung-Kang
3
Cipra, Tomáš
3
Fischer, Matthias
3
Frei, Christoph
3
Grundke, Peter
3
Hamerle, Alfred
3
Hendrych, Radek
3
Hurlin, Christophe
3
Kanno, Masayasu
3
Karrenbauer, Ulrike
3
Kumar, Muneesh
3
Kupiec, Paul H.
3
Lalon, Raad Mozib
3
Leippold, Markus
3
Li, Jianping
3
Marzouk, Oussama
3
Miani, Stefano
3
Montesi, Giuseppe
3
Mußhoff, Oliver
3
more ...
less ...
Published in...
All
The journal of risk model validation
2
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of risk management in financial institutions
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Covid-19, credit risk management modeling, and government support
Telg, Sean
;
Dubinova, Anna
;
Lucas, André
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248237
Saved in:
2
Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego
;
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of monetary economics
116
(
2020
),
pp. 283-297
Persistent link: https://www.econbiz.de/10012495181
Saved in:
3
Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
Saved in:
4
Credit valuation adjustment tail risk and the impact of wrong way trades
Skoglund, Jimmy
;
Vestal, Doug
;
Chen, Wei
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
3
,
pp. 280-310
Persistent link: https://www.econbiz.de/10010197071
Saved in:
5
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
6
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Banachewicz, Konrad
;
Lucas, André
- In:
Journal of forecasting
27
(
2008
)
7
,
pp. 566-586
Persistent link: https://www.econbiz.de/10003779594
Saved in:
7
Business and default cycles for credit risk
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of applied econometrics
20
(
2005
)
2
,
pp. 311-323
Persistent link: https://www.econbiz.de/10002729166
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->