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~person:"Capponi, Agostino"
~person:"Degryse, Hans"
~person:"Kupiec, Paul H."
~type_genre:"Article in journal"
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Search: subject:"Kreditrisiko"
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Credit risk
34
Kreditrisiko
34
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Capponi, Agostino
Degryse, Hans
Kupiec, Paul H.
Rösch, Daniel
36
Altman, Edward I.
26
Scheule, Harald
26
Ongena, Steven
22
Jarrow, Robert A.
21
Schulte-Mattler, Hermann
21
Crook, Jonathan N.
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Wang, Xingchun
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16
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Saunders, Anthony
16
Andreeva, Galina
15
Brigo, Damiano
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Hasan, Iftekhar
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Thomas, Lyn C.
15
Wu, Chunchi
15
Acharya, Viral V.
14
Chi, Guotai
14
Mayordomo, Sergio
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13
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13
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13
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12
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11
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11
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11
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11
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
3
Journal of financial stability
3
Journal of risk management in financial institutions
3
Mathematics of operations research
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
International journal of theoretical and applied finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
34
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1
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:
2
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:
3
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:
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
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:
6
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:
7
Policy uncertainty and bank stress testing
Kupiec, Paul H.
- In:
Journal of financial stability
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012431753
Saved in:
8
On the accuracy of alternative approaches for calibrating bank stress test models
Kupiec, Paul H.
- In:
Journal of financial stability
38
(
2018
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012159690
Saved in:
9
Risk-sensitive asset management and cascading defaults
Birge, John R.
;
Bo, Lijun
;
Capponi, Agostino
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011818644
Saved in:
10
A regulatory stress test to-do list : transparency and accuracy
Kupiec, Paul H.
- In:
Journal of risk management in financial institutions
11
(
2017/2018
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011879467
Saved in:
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