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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Basel II"
~subject:"Portfolio selection"
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Search: subject_exact:"Basel-II-Abkommen"
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Basel II
Portfolio selection
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Löderbusch, Matthias
2
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Canals-Cerdá, José J.
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Ebert, Sebastian
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Einemann, Michael
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Huang, Haohan
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Huang, Huaxiong
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Kaposty, Florian
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
21
Journal of financial stability
16
Journal of risk management in financial institutions
11
Econometric Institute research papers
8
The journal of risk model validation
8
International review of financial analysis
7
Journal of risk
7
Insurance / Mathematics & economics
6
Discussion paper
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The European journal of finance
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Finance research letters
4
International journal of financial engineering
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Journal of international financial markets, institutions & money
4
Research paper series / Swiss Finance Institute
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Discussion paper / Deutsche Bundesbank
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Finance and stochastics
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International journal of financial engineering and risk management
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Journal of financial intermediation
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Journal of financial services research : JFSR
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Risks : open access journal
3
Sveriges Riksbank working paper series
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of operational risk
3
Bonn Econ Discussion Papers / BGSE
2
Das Wirtschaftsstudium : wisu ; Zeitschrift für Ausbildung, Prüfung, Berufseinstieg und Fortbildung
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Diskussionsbeitrag / Westfälische Wilhelms-Universität Münster, Institut für Kreditwesen
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Economic modelling
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Finanzmarktstabilitätsbericht
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IMF Working Paper
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International business and economics research journal
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1
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:
2
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:
3
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:
4
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:
5
Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Palmroos, Peter
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011645432
Saved in:
6
Forecasting credit card portfolio losses in the Great recession : a study in model risk
Canals-Cerdá, José J.
;
Kerr, Sougata
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10011298501
Saved in:
7
An analytical value-at-risk approach for a credit portfolio with liquidity horizon and portfolio rebalancing
Huang, Haohan
;
Wang, Eugene
;
Huang, Huaxiong
;
Wang, Yong
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442455
Saved in:
8
Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian
;
Lütkebohmert-Holtz, Eva
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
Saved in:
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