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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Risiko-Manager"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Working papers / Financial Institutions Center"
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Search: subject_exact:"Basel-II-Abkommen"
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ECONIS (ZBW)
142
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1
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
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2
The evolving complexity of capital regulation
Herring, Richard J.
-
2018
Persistent link: https://www.econbiz.de/10012390205
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3
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
4
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
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5
A sensitivity analysis of the alpha factor
Einemann, Michael
;
Kalkbrener, Michael
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10012298981
Saved in:
6
The corporate complexity of global systemically important banks
Carmassi, Jacopo
;
Herring, Richard J.
-
2016
-
Published online: 9 June 2016
Persistent link: https://www.econbiz.de/10011692493
Saved in:
7
Less really can be more : why simplicity & comparability should be regulatory objectives
Herring, Richard J.
-
2016
-
Published online: 4 April 2016
Persistent link: https://www.econbiz.de/10011694199
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8
Stress testing in wartime and in peacetime
Schuermann, Til
-
2016
Persistent link: https://www.econbiz.de/10011694276
Saved in:
9
Asset correlation estimation for inhomogeneous exposure pools
Wunderer, Christoph
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012121559
Saved in:
10
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
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