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~person:"Capponi, Agostino"
~person:"Degryse, Hans"
~person:"Mayordomo, Sergio"
~type_genre:"Article in journal"
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Search: subject:"Kreditrisiko"
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Credit risk
37
Kreditrisiko
37
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Capponi, Agostino
Degryse, Hans
Mayordomo, Sergio
Rösch, Daniel
36
Altman, Edward I.
26
Scheule, Harald
26
Ongena, Steven
22
Jarrow, Robert A.
21
Schulte-Mattler, Hermann
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Crook, Jonathan N.
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Wang, Xingchun
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Fabozzi, Frank J.
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Jacobs, Michael <Jr.>
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Lucas, André
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Norden, Lars
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Saunders, Anthony
16
Andreeva, Galina
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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
Monfort, Alain
13
Turnbull, Stuart M.
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Van Vuuren, Gary
13
Goodman, Laurie Sharon
12
Mues, Christophe
12
Schuermann, Til
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Tang, Dragon Yongjun
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11
Das, Sanjiv R.
11
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11
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11
Gürtler, Marc
11
Kanno, Masayasu
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Kupiec, Paul H.
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
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematics of operations research
3
International journal of theoretical and applied finance
2
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2
Journal of financial intermediation
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The European journal of finance
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European financial management : the journal of the European Financial Management Association
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Journal of financial stability
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Journal of international financial markets, institutions & money
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Journal of monetary economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of real estate finance and economics
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ECONIS (ZBW)
37
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1
Bank regulatory capital arbitrage : evidence from housing overappraisals
Mayordomo, Sergio
;
Rachedi, Omar
;
Rodríguez Moreno, María
- In:
Management science : journal of the Institute for …
70
(
2024
)
4
,
pp. 2255-2271
Persistent link: https://www.econbiz.de/10014519938
Saved in:
2
A new estimation of default probabilities based on non-performing loans
Blanco, Roberto
;
Fernández-Ortiz, Elena
; …
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530975
Saved in:
3
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:
4
Distressed firms, zombie firms and zombie lending : a taxonomy
Álvarez, Laura
;
García-Posada, Miguel
;
Mayordomo, Sergio
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014462445
Saved in:
5
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:
6
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:
7
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:
8
Bank capital requirements, loan guarantees and firm performance
Mayordomo, Sergio
;
Moreno, Antonio
;
Ongena, Steven
; …
- In:
Journal of financial intermediation
45
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012656587
Saved in:
9
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:
10
Dollar borrowing, firm credit risk, and FX-hedged funding opportunities
Gálvez, Julio
;
Gambacorta, Leonardo
;
Mayordomo, Sergio
; …
- In:
The journal of corporate finance : contracting, …
68
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012585788
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