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Search: subject:"Default Probability"
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default probability
141
Credit risk
137
Kreditrisiko
117
Theorie
75
Default probability
70
Insolvenz
70
Theory
69
Insolvency
68
credit risk
38
Wahrscheinlichkeitsrechnung
34
Probability theory
33
Kreditwürdigkeit
28
Basel Accord
26
Basler Akkord
25
Credit rating
25
Bank risk
24
Prognoseverfahren
24
Bankrisiko
23
Forecasting model
21
Option pricing theory
21
Optionspreistheorie
21
Portfolio-Management
21
Schätzung
21
Portfolio selection
20
Credit derivative
17
Kreditderivat
17
Bank lending
16
Kreditgeschäft
16
Default Probability
15
Estimation
15
Risiko
15
Risk
15
Risk management
15
Risikomanagement
14
Financial crisis
13
Zinsstruktur
13
Bank regulation
12
Country risk
12
Yield curve
12
Finanzkrise
11
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Free
138
Undetermined
87
CC license
10
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Article
166
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110
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Article in journal
102
Aufsatz in Zeitschrift
102
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42
Graue Literatur
23
Non-commercial literature
23
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20
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14
research-article
4
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3
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1
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1
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English
187
Undetermined
79
Spanish
7
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1
French
1
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1
Author
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Xiao, Tim
8
Jin, Xisong
7
Schäfer, Dorothea
7
Torricelli, Costanza
6
Fantazzini, Dean
5
Härdle, Wolfgang Karl
5
Moro, Rouslan A.
5
Pederzoli, Chiara
5
Polito, Vito
5
Andrlíková, Petra
4
Byström, Hans
4
Hilscher, Jens
4
Härdle, Wolfgang
4
Wickens, Michael R.
4
Ampudia, Miguel
3
Andrlikova, Petra
3
Battiston, Stefano
3
Busetto, Filippo
3
Chen, Wei-ling
3
Dionne, Georges
3
Ewert, Ralf
3
Fornari, Fabio
3
Gatfaoui, Hayette
3
Grundke, Peter
3
Imerman, Michael B.
3
Nadal-De Simone, Francisco
3
Pliszka, Kamil
3
Porath, Daniel
3
Rohde, Johannes
3
Sibbertsen, Philipp
3
So, Leh-chyan
3
Szczesny, Andrea
3
Tasca, Paolo
3
Thoma, Grid
3
Tuchscherer, Michael
3
Abinzano, Isabel
2
Aktug, Rahmi Erdem
2
Altman, Edward I.
2
Ampountolas, Apostolos
2
Barangă, laurențiu Paul
2
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
7
Deutsche Bundesbank
4
Central Bank of Luxembourg
3
Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia
3
EconWPA
3
Nationalekonomiska Institutionen, Ekonomihögskolan
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
C.E.P.R. Discussion Papers
2
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
2
Department of Economics, International Business School, Brandeis University
2
Facultat d'Economia i Empresa, Universitat de Barcelona
2
Institut ekonomických studií, Univerzita Karlova v Praze
2
London School of Economics (LSE)
2
Banca d'Italia
1
Bank of Japan
1
Center for Financial Studies
1
Centro de Estudios Monetarios y Financieros (CEMFI)
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
Cologne Graduate School in Management, Economics and Social Sciences, Wirtschafts- und Sozialwissenschaftliche Fakultät
1
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
1
Department of Management, Technology and Economics (D-MTEC), Eidgenössische Technische Hochschule Zürich (ETHZ)
1
Econometric Society
1
Economics and Econometrics Research Institute (EERI)
1
European Central Bank
1
Facoltà di Economia, Università degli Studi dell'Insubria
1
Fakultät Wirtschaftswissenschaften, Technische Universität Dresden
1
Finance Discipline Group, Business School
1
Frankfurt School of Finance and Management
1
Henley Business School, University of Reading
1
Instituto de Economía, Facultad de Ciencia Económicas y Administrativas
1
International Institute of Social and Economic Sciences
1
International Monetary Fund (IMF)
1
Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna
1
National Centre for Econometric Research (NCER)
1
Vytautas Magnus University
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
1
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MPRA Paper
7
Asia-Pacific Financial Markets
5
International review of financial analysis
5
Journal of Risk and Financial Management
5
Journal of banking & finance
5
Journal of financial stability
5
Emerging Markets Finance and Trade
4
Journal of risk and financial management : JRFM
4
BCL working papers
3
Discussion Paper Series 2
3
Discussion Paper Series 2: Banking and Financial Studies
3
ECB Working Paper
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Journal of Banking & Finance
3
Journal of Financial Transformation
3
Journal of economic dynamics & control
3
Review of quantitative finance and accounting
3
SFB 649 Discussion Papers
3
The journal of credit risk : published quarterly by Incisive Media
3
Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan
3
Applied economics
2
Applied economics letters
2
CEPR Discussion Papers
2
Cahiers d'etudes / Banque Centrale du Luxembourg
2
Cahiers de recherche
2
Dresden Discussion Paper Series in Economics
2
EERI Research Paper Series
2
Econometrics
2
Economic modelling
2
Expert journal of finance
2
Finance
2
Frankfurt School - Working Paper Series
2
German Risk and Insurance Review (GRIR)
2
IES Working Paper
2
IES working paper
2
Insurance / Mathematics & economics
2
International Journal of Financial Markets and Derivatives
2
Journal of Financial Regulation and Compliance
2
Journal of Financial Services Research
2
LSE Research Online Documents on Economics
2
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Source
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ECONIS (ZBW)
127
RePEc
105
EconStor
37
Other ZBW resources
4
BASE
3
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151
The assessment of the default risk for the banks of the Romanian banking system
Vlad, Sorin Mădălin
;
Ruxanda, Gheorghe
- In:
International journal of economics, finance and …
3
(
2015
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10010508533
Saved in:
152
Loss distribution of interbank contagion risk
Li, Shouwei
;
Sui, Xin
;
Xu, Tao
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 830-834
Persistent link: https://www.econbiz.de/10011286074
Saved in:
153
Sovereign credit ratings in the European Union : a model-based fiscal analysis
Polito, Vito
;
Wickens, Michael R.
- In:
European economic review : EER
78
(
2015
),
pp. 220-247
Persistent link: https://www.econbiz.de/10011523774
Saved in:
154
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki
;
Yamamura, Yoshiro
;
Tanokura, Yoko
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
Saved in:
155
The pricing of credit derivatives and estimation of
default
probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
156
Systematic risk and yield premiums in the bond market
Fu, Liang
;
Murphy, Austin
;
Benzschawei, Terry
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
Saved in:
157
Semiparametric estimation of
default
probability
: evidence from the Prosper online credit market
Li, Xiaofeng
;
Shang, Ying
;
Su, Zhi
- In:
Economics letters
127
(
2015
),
pp. 54-57
Persistent link: https://www.econbiz.de/10011382869
Saved in:
158
Optimal diversification, bank value maximization and
default
probability
Tsai, Yung-Shun
;
Lin, Chien-Chih
;
Chen, Hsiao-Yin
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2488-2499
Persistent link: https://www.econbiz.de/10010516573
Saved in:
159
An application of KMV model to forecast the credit risk of corporate customers andbank’s expected losses
Nguyen Thi Canh
;
Pham Chi Khoa
- In:
Journal of economic development
22
(
2015
)
1
,
pp. 62-81
Persistent link: https://www.econbiz.de/10011564404
Saved in:
160
Is there any dependence between consumer credit line utilization and
default
probability
on a term loan? : evidence from bank-customer data
Bergerès, Anne-Sophie
;
D'Astous, Philippe
;
Dionne, Georges
- In:
Journal of empirical finance
33
(
2015
),
pp. 276-286
Persistent link: https://www.econbiz.de/10011556889
Saved in:
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