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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Bankrisiko"
~subject:"Kreditrisiko"
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Bankrisiko
Kreditrisiko
Risikomanagement
38
Risk management
38
Theorie
20
Theory
20
Credit risk
17
Portfolio selection
15
Portfolio-Management
15
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15
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Optionspreistheorie
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risk management
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credit risk
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wrong-way risk
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Brigo, Damiano
2
Albanese, Claudio
1
Amini, Hamed
1
Bielecki, Tomasz R.
1
Capponi, Agostino
1
Capriotti, Luca
1
Carmona, René
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Centrone, Francesca
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Cont, Rama
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Crépey, S.
1
Crépey, Stéphane
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Dorfleitner, Gregor
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El Hajjaji, Omar
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Felbert, Alexander von
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Lee, Jacky
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Li, Weiping
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Minca, Andreea
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Monfort, Alain
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International journal of theoretical and applied finance
Journal of risk management in financial institutions
104
The journal of operational risk
83
Journal of banking & finance
78
Risiko-Manager
52
Finance research letters
35
Risks : open access journal
35
SpringerLink / Bücher
33
Journal of financial stability
31
European journal of operational research : EJOR
28
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
27
International review of financial analysis
26
Journal of risk
24
Die Bank
22
International journal of economics and financial issues : IJEFI
22
The journal of credit risk : published quarterly by Incisive Media
22
Wiley finance series
20
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
19
Working paper series / European Central Bank
19
Discussion paper
18
Journal of securities operations & custody
18
The journal of risk model validation
18
Insurance / Mathematics & economics
17
International journal of economics and finance
17
Journal of banking regulation
17
Journal of risk and financial management : JRFM
16
Handbuch ökonomisches Kapitel
15
IMF working papers
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Journal of financial intermediation
14
Journal of international financial markets, institutions & money
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NBER working paper series
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Research in international business and finance
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Discussion paper / Tinbergen Institute
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Discussion papers / CEPR
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Economic modelling
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Review of quantitative finance and accounting
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Springer eBook Collection
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The European journal of finance
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ECONIS (ZBW)
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1
Efficient risk measures calculations for generalized CreditRisk+ models
Huang, Zhenzhen
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-51
Persistent link: https://www.econbiz.de/10012650350
Saved in:
2
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
3
Counterparty credit risk in a clearing network
Felbert, Alexander von
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012496786
Saved in:
4
Capital allocation for set-valued risk measures
Centrone, Francesca
;
Rosazza Gianin, Emanuela
- In:
International journal of theoretical and applied finance
23
(
2020
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012270884
Saved in:
5
Wrong-way risk CVA models with analytical EPE profiles under Gaussian exposure dynamics
Vrins, Frédéric
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011763941
Saved in:
6
An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping
;
Krehbiel, Timothy L.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
Saved in:
7
Extremal dependence for bilateral credit valuation adjustments
Scherer, Matthias
;
Schulz, Thorsten
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011568865
Saved in:
8
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
9
Regulatory capital modeling for credit risk
Rutkowski, Marek
;
Tarca, Silvio
- In:
International journal of theoretical and applied finance
18
(
2015
)
5
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403880
Saved in:
10
A spread-return mean-reverting model for credit spread dynamics
O'Donoghue, Brendan
;
Peacock, Matthew
;
Lee, Jacky
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10010364761
Saved in:
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