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~person:"Capponi, Agostino"
~person:"Degryse, Hans"
~person:"Saurina, Jesús"
~type_genre:"Article in journal"
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Credit risk
34
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34
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Capponi, Agostino
Degryse, Hans
Saurina, Jesús
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
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19
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18
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16
Jacobs, Michael <Jr.>
16
Lucas, André
16
Norden, Lars
16
Saunders, Anthony
16
Andreeva, Galina
15
Brigo, Damiano
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Hasan, Iftekhar
15
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
Goodman, Laurie Sharon
12
Mues, Christophe
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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
Mathematics of operations research
3
International journal of theoretical and applied finance
2
Journal of banking & finance
2
Journal of financial stability
2
Journal of monetary economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European accounting review
1
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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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
The real effects of the bank lending channel
Jiménez, Gabriel
;
Mian, Atif
;
Peydró, José-Luis
; …
- In:
Journal of monetary economics
115
(
2020
),
pp. 162-179
Persistent link: https://www.econbiz.de/10012383688
Saved in:
8
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:
9
Arbitrage-free XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 582-620
Persistent link: https://www.econbiz.de/10011969094
Saved in:
10
Clearinghouse margin requirements
Capponi, Agostino
;
Cheng, W. Allen
- In:
Operations research
66
(
2018
)
6
,
pp. 1542-1558
Persistent link: https://www.econbiz.de/10011971659
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