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~person:"Capponi, Agostino"
~person:"Degryse, Hans"
~person:"Mues, Christophe"
~type_genre:"Article in journal"
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Search: subject:"Kreditrisiko"
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Credit risk
35
Kreditrisiko
35
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16
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8
Kreditgeschäft
8
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credit risk
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Capponi, Agostino
Degryse, Hans
Mues, Christophe
Rösch, Daniel
36
Altman, Edward I.
26
Scheule, Harald
26
Ongena, Steven
22
Jarrow, Robert A.
21
Schulte-Mattler, Hermann
21
Crook, Jonathan N.
20
Wang, Xingchun
20
Gouriéroux, Christian
19
Fabozzi, Frank J.
18
Ghosh, Saibal
16
Jacobs, Michael <Jr.>
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Lucas, André
16
Norden, Lars
16
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
14
Monfort, Alain
13
Turnbull, Stuart M.
13
Van Vuuren, Gary
13
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12
Schuermann, Til
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Tang, Dragon Yongjun
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11
Das, Sanjiv R.
11
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11
Giesecke, Kay
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Kanno, Masayasu
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European journal of operational research : EJOR
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of forecasting
4
Finance and stochastics
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
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1
Journal of financial and quantitative analysis : JFQA
1
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1
Journal of financial stability
1
Journal of monetary economics
1
Journal of the Operational Research Society : OR
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of corporate finance : contracting, governance and organization
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
35
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1
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
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
A mixture model for credit card exposure at default using the GAMLSS framework
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 503-518
Persistent link: https://www.econbiz.de/10014462794
Saved in:
4
A transformer-based model for default prediction in mid-cap corporate markets
Korangi, Kamesh
;
Mues, Christophe
;
Bravo, Cristián
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 306-320
Persistent link: https://www.econbiz.de/10014283041
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
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:
9
The value of text for small business default prediction : a deep learning approach
Stevenson, Matthew
;
Mues, Christophe
;
Bravo, Cristián
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 758-771
Persistent link: https://www.econbiz.de/10013206023
Saved in:
10
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
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