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~isPartOf:"Finance research letters"
~isPartOf:"The journal of risk model validation"
~subject:"Portfolio selection"
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Search: subject_exact:"Kreditrisiko"
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Portfolio selection
Credit risk
246
Kreditrisiko
246
Theorie
56
Theory
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54
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54
Credit rating
42
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Finance research letters
The journal of risk model validation
Journal of banking & finance
40
The journal of credit risk : published quarterly by Incisive Media
34
Discussion paper / Deutsche Bundesbank
21
International journal of theoretical and applied finance
21
Journal of financial stability
18
Insurance / Mathematics & economics
17
Bundesbank Series 2 Discussion Paper
16
Journal of risk management in financial institutions
16
Journal of risk
14
SpringerLink / Bücher
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Risks : open access journal
12
International review of financial analysis
11
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9
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Journal of economic dynamics & control
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Working paper series
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Die Bank
6
FRB of Philadelphia Working Paper
6
Journal of international financial markets, institutions & money
6
Journal of investment management : JOIM
6
Quantitative finance
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
The European journal of finance
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The journal of computational finance
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Working paper series / European Central Bank
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Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Asia-Pacific financial markets
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ECONIS (ZBW)
32
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1
The measure of model risk in credit capital requirements
Baviera, Roberto
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494868
Saved in:
2
Asymmetric asset correlation in credit portfolios
Cho, Yongbok
;
Lee, Yong Woong
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013478636
Saved in:
3
Relevance of wrong-way risk in funding valuation adjustments
Zwaard, Thomas van der
;
Grzelak, Lech A.
;
Oosterlee, …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013478834
Saved in:
4
Unexpected loss, expected profit, and economic capital : a note on economic capital for credit risk incorporating interest income, expenses, losses, and ROE target
Krebs, Martin
;
Nippel, Peter
- In:
Finance research letters
38
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012487743
Saved in:
5
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark
- In:
The journal of risk model validation
15
(
2021
)
4
,
pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Saved in:
6
International Financial Reporting Standard 9 expected credit loss estimation : advanced models for estimating portfolio loss and weighting scenario losses
Yang, Bill Huajian
;
Wu, Biao
;
Cui, Kaijie
;
Du, Zunwei
; …
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10014335910
Saved in:
7
A better criterion for forced selling in bond markets : credit ratings versus credit spreads
Choi, Jae Yong
;
Yi, Junesuh
;
Yoon, Sun-Joong
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485057
Saved in:
8
Credit portfolio stress testing using transition matrixes
Neagu, Radu
;
Lipsa, Gabriel
;
Wu, Jing
;
Lee, Jake
;
Karm, …
- In:
The journal of risk model validation
13
(
2019
)
2
,
pp. 79-108
Persistent link: https://www.econbiz.de/10012051692
Saved in:
9
The impact of liquidity risk on the yield spread of green bonds
Febi, Wulandari
;
Schäfer, Dorothea
;
Stephan, Andreas
; …
- In:
Finance research letters
27
(
2018
),
pp. 53-59
Persistent link: https://www.econbiz.de/10012006738
Saved in:
10
Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework : an application to mortgage portfolios
Canals-Cerdá, José J.
- In:
The journal of risk model validation
12
(
2018
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011991951
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