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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Ausreißer"
~subject:"Basler Akkord"
~subject:"Credit risk"
~subject:"Measurement"
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Ausreißer
Basler Akkord
Credit risk
Measurement
Risikomaß
25
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Theorie
21
Theory
21
Kreditrisiko
19
Portfolio selection
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12
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credit risk
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Fischer, Matthias
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Löderbusch, Matthias
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Batiz-Zuk, Enrique
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Bewick, Jill
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The journal of credit risk : published quarterly by Incisive Media
Insurance / Mathematics & economics
127
Journal of banking & finance
61
Risks : open access journal
51
Journal of risk
46
European journal of operational research : EJOR
36
The journal of operational risk
24
Discussion paper / Tinbergen Institute
23
Finance research letters
23
The journal of risk model validation
23
International journal of theoretical and applied finance
22
Journal of risk management in financial institutions
21
Economic modelling
20
Quantitative finance
20
Mathematics of operations research
19
Finance and stochastics
18
Applied economics
17
International review of financial analysis
17
Mathematics and financial economics
17
The North American journal of economics and finance : a journal of financial economics studies
17
Econometric Institute research papers
16
Journal of international financial markets, institutions & money
14
Scandinavian actuarial journal
14
Research paper series / Swiss Finance Institute
13
Working paper
13
Journal of risk and financial management : JRFM
12
Astin bulletin : the journal of the International Actuarial Association
11
Computational economics
11
International journal of forecasting
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Journal of financial econometrics
11
Journal of forecasting
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Operations research
11
The European journal of finance
11
Applied economics letters
10
Energy economics
10
International review of economics & finance : IREF
10
Journal of econometrics
10
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ECONIS (ZBW)
21
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1
Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
Karaś, Marta
;
Szczepaniak, Witold
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 27-62
Persistent link: https://www.econbiz.de/10012671414
Saved in:
2
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
3
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
Saved in:
4
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
5
Modeling dependent risk factors with CreditRisk+
Zhang, Xiaohang
;
Choe, SuBang
;
Zhu, Ji
;
Bewick, Jill
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 29-43
Persistent link: https://www.econbiz.de/10011917573
Saved in:
6
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
7
Portfolio credit risk model with extremal dependence of defaults and random recovery
Jeon, Jong-June
;
Kim, Sunggon
;
Lee, Yonghee
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011777675
Saved in:
8
Primary-firm-driven portfolio loss
Turnbull, Stuart M.
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10011777676
Saved in:
9
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
10
A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna
;
Jakob, Kevin
;
Fischer, Matthias
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
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