//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Capponi, Agostino"
~person:"Degryse, Hans"
~person:"Gürtler, Marc"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Kreditrisiko"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
34
Kreditrisiko
34
Theorie
19
Theory
19
Insolvency
10
Insolvenz
10
Portfolio selection
9
Portfolio-Management
9
Basel Accord
7
Basler Akkord
7
Collateral
7
Credit derivative
7
Derivat
7
Derivative
7
Kreditderivat
7
Kreditsicherung
7
Financial services
6
Finanzdienstleistung
6
Bank lending
5
Kreditgeschäft
5
credit risk
5
Loss
4
Verlust
4
Markov chain
3
Markov-Kette
3
Option pricing theory
3
Optionspreistheorie
3
Risikomanagement
3
Risk management
3
Stochastic process
3
Stochastischer Prozess
3
credit default swaps
3
Bank
2
Counterparty risk
2
Credit
2
Credit default swaps
2
Dynamic programming
2
Dynamische Optimierung
2
Financial market regulation
2
Finanzmarktregulierung
2
more ...
less ...
Online availability
All
Undetermined
18
Free
1
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
34
Working Paper
26
Arbeitspapier
23
Graue Literatur
22
Non-commercial literature
22
Aufsatz im Buch
4
Book section
4
Hochschulschrift
2
more ...
less ...
Language
All
English
31
German
3
Author
All
Capponi, Agostino
Degryse, Hans
Gürtler, Marc
Rösch, Daniel
36
Altman, Edward I.
27
Scheule, Harald
26
Ongena, Steven
23
Jarrow, Robert A.
21
Schulte-Mattler, Hermann
21
Crook, Jonathan N.
20
Wang, Xingchun
20
Fabozzi, Frank J.
19
Gouriéroux, Christian
19
Ghosh, Saibal
17
Jacobs, Michael <Jr.>
17
Chi, Guotai
16
Lucas, André
16
Norden, Lars
16
Saunders, Anthony
16
Andreeva, Galina
15
Brigo, Damiano
15
Hasan, Iftekhar
15
Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Mayordomo, Sergio
14
Van Vuuren, Gary
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
12
Tang, Dragon Yongjun
12
Barisitz, Stephan
11
Das, Sanjiv R.
11
Dorfleitner, Gregor
11
Giesecke, Kay
11
Kanno, Masayasu
11
Kupiec, Paul H.
11
Parnes, Dror
11
Saurina, Jesús
11
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Journal of banking & finance
3
Mathematics of operations research
3
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
2
Die Betriebswirtschaft : DBW
1
Finance research letters
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial intermediation
1
Journal of financial stability
1
Journal of monetary economics
1
Journal of risk
1
Kredit und Kapital
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
OR spectrum : quantitative approaches in management
1
Operations research
1
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
1
The journal of corporate finance : contracting, governance and organization
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Heterogeneities among credit risk parameter distributions : the modality defines the best estimation method
Gürtler, Marc
;
Zöllner, Marvin
- In:
OR spectrum : quantitative approaches in management
45
(
2023
)
1
,
pp. 251-287
Persistent link: https://www.econbiz.de/10014226388
Saved in:
2
Fiscal support and banks' loan loss provisions during the COVID-19 crisis
Degryse, Hans
;
Huylebroek, Cédric
- In:
Journal of financial stability
67
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014455487
Saved in:
3
Counterparty risk in over-the-counter markets
Frei, Christoph
;
Capponi, Agostino
;
Brunetti, Celso
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1058-1082
Persistent link: https://www.econbiz.de/10013187330
Saved in:
4
The collateral rule : evidence from the credit default swap market
Capponi, Agostino
;
Cheng, Wan-Schwin Allen
;
Giglio, Stefano
- In:
Journal of monetary economics
126
(
2022
),
pp. 58-86
Persistent link: https://www.econbiz.de/10013364919
Saved in:
5
A theory of collateral requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
Saved in:
6
To ask or not to ask? : bank capital requirements and loan collateralization
Degryse, Hans
;
Karapetyan, Artashes
;
Karmakar, Sudipto
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 239-260
Persistent link: https://www.econbiz.de/10012650706
Saved in:
7
Informational synergies in consumer credit
Hibbeln, Martin
;
Norden, Lars
;
Usselmann, Piet
; …
- In:
Journal of financial intermediation
44
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012653818
Saved in:
8
The real effects of bank distress : evidence from bank bailouts in Germany
Bersch, Johannes
;
Degryse, Hans
;
Kick, Thomas
;
Stein, Ingrid
- In:
The journal of corporate finance : contracting, …
60
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012163727
Saved in:
9
Risk assessment of mortgage covered bonds : international evidence
Gürtler, Marc
;
Neelmeier, Philipp
- In:
Finance research letters
28
(
2019
),
pp. 292-298
Persistent link: https://www.econbiz.de/10012388327
Saved in:
10
Exposure at default modeling : a theoretical and empirical assessment of estimation approaches and parameter choice
Gürtler, Marc
;
Hibbeln, Martin
;
Usselmann, Piet
- In:
Journal of banking & finance
91
(
2018
),
pp. 176-188
Persistent link: https://www.econbiz.de/10011963658
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->