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~isPartOf:"Journal of banking & finance"
~subject:"Estimation"
~subject:"Kreditrisiko"
~subject:"United States"
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Search: subject_exact:"Basel-II-Abkommen"
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Estimation
Kreditrisiko
United States
Basel Accord
190
Basler Akkord
190
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71
Theorie
63
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63
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57
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Jackson, Patricia
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Journal of banking & finance
Journal of financial stability
41
Journal of risk management in financial institutions
40
Journal of financial services research : JFSR
29
Working paper series / European Central Bank
25
Journal of financial intermediation
23
The journal of credit risk : published quarterly by Incisive Media
22
International review of financial analysis
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Discussion paper
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Finance research letters
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Die Bank
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Economic policy review
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Risiko-Manager
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International review of economics & finance : IREF
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International journal of forecasting
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ECONIS (ZBW)
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1
Consistency of banks' internal probability of default estimates : empirical evidence from the COVID-19 crisis
Stepankova, Barbora
;
Teply, Petr
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491719
Saved in:
2
Evaluating the validity of regulatory interest rate risk measures : a simulation approach
Claußen, Catharina
;
Platte, Daniel
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014486706
Saved in:
3
Back to the roots of internal credit risk models : does risk explain why banks' risk-weighted asset levels converge over time?
Böhnke, Victoria
;
Ongena, Steven
;
Paraschiv, Florentina
; …
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014487069
Saved in:
4
Liquidity regulations, bank lending and fire-sale risk
Roberts, Daniel
;
Sarkar, Asani
;
Shachar, Or
- In:
Journal of banking & finance
156
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014487189
Saved in:
5
Compositional effects of bank capital buffers and interactions with monetary policy
Cappelletti, Giuseppe
;
Reghezza, Alessio
;
D'Acri, …
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013463068
Saved in:
6
A bank's optimal capital ratio : a time-varying parameter model to the partial adjustment framework
Baik, Hyeoncheol
;
Han, Sumin
;
Joo, Sunghoon
;
Lee, Kangbok
- In:
Journal of banking & finance
142
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013473072
Saved in:
7
The pass-through of loan-loss-provisioning on mortgage lending : evidence from a regulatory change
Calani, Mauricio
;
Paillacar, Manuel
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013401878
Saved in:
8
Stress testing and bank business patterns : a regression discontinuity study
García, Raffi E.
;
Steele, Suzanne
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013401972
Saved in:
9
Internal models for deposits : effects on banks' capital and interest rate risk of assets
Dal Borgo, Mariela
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013401973
Saved in:
10
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
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