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  • Search: subject:"Default rate"
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Year of publication
Subject
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default rate 18 credit risk 8 Default Rate 6 Basel II 4 Credit Risk 4 Credit risk 4 Kreditrisiko 4 banking 4 contagion 4 BIS capital adequacy requirements 3 Bankenkrise 3 Basel III 3 autonomous agents 3 bank regulation 3 fire sales 3 latent factor model 3 leverage ratio 3 simulation 3 systemic stability 3 Agentenbasierte Modellierung 2 Ansteckungseffekt 2 Banking crisis 2 Bankrisiko 2 Basler Akkord 2 Business Cycle 2 Clean Air Action 2 Correlation 2 Credit rating 2 Crowdinvesting 2 Default rate 2 Environmental DSGE Model 2 Kreditwürdigkeit 2 Simulation 2 Theorie 2 Theory 2 Weibull 2 lending spread 2 non-default rate models 2 platforms 2 portfolios 2
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Online availability
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Free 32 CC license 1
Type of publication
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Book / Working Paper 21 Article 11
Type of publication (narrower categories)
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Working Paper 9 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 5 Article in journal 3 Aufsatz in Zeitschrift 3 Article 1 Hochschulschrift 1
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Language
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English 21 Undetermined 8 German 2 Portuguese 1
Author
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Jakubík, Petr 3 Lengwiler, Yvan 3 Huang, Bihong 2 Louzada, Francisco 2 Marcucci, Juri 2 Maringer, Dietmar 2 Moreira, Fernando 2 Petry, Markus 2 Punzi, Maria Teresa 2 Quagliariello, Mario 2 Ulutaş, Soner 2 Wu, Yu 2 AIBINUOMO, Ayomide Oluwaseyi 1 ATOYEBI, Oladele Ademola 1 AYODELE, Lawrence Majekodunmi 1 Anamaria, Benyovszki 1 BABATUNDE, Oluwole Adeyemi 1 Bardos, M. 1 Bignon, Vincent 1 Droždz, Jolanta 1 ELEGBEDE, Olusegun Elijah 1 IBIRONGBE, Demilade Olusola 1 Ildiko, Kovacs 1 Ioan, Trenca 1 JAKUBÍK, Petr 1 Jappelli, Tullio 1 Jobst, Clemens 1 Kawai, Yuko 1 Kurth, Patrick 1 Maringer, Dietmar G. 1 Mason, Richard Thomas 1 McAndrews, James Joseph 1 Medina, Juan Pablo 1 Melo, Lucas Braga de 1 Memmel, Christoph 1 Nendel, Max 1 Nicoleta, Joita 1 Novickytė, Lina 1 OJO, Olujide John 1 OLANIYAN, Temitope Oluseun 1
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Institution
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Department of Economics and Related Studies, University of York 2 Institut ekonomických studií, Univerzita Karlova v Praze 2 Banca d'Italia 1 Bank of Japan 1 Centro Studi di Economia e Finanza (CSEF) 1 Federal Reserve Bank of New York 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1 Wirtschaftswissenschaftliches Zentrum, Universität Basel 1
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Published in...
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Annals of Faculty of Economics 2 Discussion Papers / Department of Economics and Related Studies, University of York 2 Working Papers IES 2 ADBI Working Paper Series 1 Bank of Japan Working Paper Series 1 CSEF Working Papers 1 Cogent Economics & Finance 1 Cogent economics & finance 1 Czech Economic Review 1 Czech Journal of Economics and Finance (Finance a uver) 1 Dissertation Series CentER 1 Documents de travail / Banque de France 1 Journal of Asian Scientific Research 1 MPRA Paper 1 Quarterly selection of articles - Bulletin de la Banque de France 1 Revista brasileira de economia : RBE ; publicação de Fundação Getúlio Vargas 1 Revista de Analisis Economico – Economic Analysis Review 1 Risks : open access journal 1 Speech / Federal Reserve Bank of New York 1 Technical Paper 1 Temi di discussione (Economic working papers) 1 WWZ Discussion Paper 1 WWZ working paper 1 Working paper series / Czech National Bank 1 Working papers / ADB Institute 1 Working papers / Wirtschaftswissenschaftliches Zentrum, Universität Basel 1 wifin Working Paper 1 wifin working paper 1
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Source
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RePEc 17 ECONIS (ZBW) 9 EconStor 6
Showing 1 - 10 of 32
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A hypothesis test for the long-term calibration in rating systems with overlapping time windows
Kurth, Patrick; Nendel, Max; Streicher, Jan - In: Risks : open access journal 12 (2024) 8, pp. 1-28
long-run default rate. The consideration of one-year default rates on a quarterly basis leads to correlation effects which … drastically influence the variance of the long-run default rate. In a first step, we show that the long-run default rate is …
Persistent link: https://www.econbiz.de/10015065887
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From COVID-19 to Resilience: Quantitative Methods in Economics and Business
Novickytė, Lina (contributor); Droždz, Jolanta (contributor) - 2023
The present reprint contains 11 articles accepted for publication and published in the Special Issue From COVID-19 to Resilience: Quantitative Methods in Economics and Business of the MDPI Mathematics journal. These articles cover a wide range of topics analyzing economics and business...
Persistent link: https://www.econbiz.de/10014520975
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Das Crowdinvesting-Modell für Startups - keine Assetklasse für schwache Nerven
Petry, Markus; Ulutaş, Soner - 2021
Crowdinvesting bietet Privatinvestoren die Möglichkeit, sich auch mit relativ geringen Geldbeträgen an Startups zu beteiligen. Jedoch haben die Anleger durch eine Vielzahl teils öffentlichkeitswirksamer Pleiten einen Totalverlust des eingesetzten Kapitals erlitten. Die Ausfallraten deutscher...
Persistent link: https://www.econbiz.de/10013439917
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Risks in domestic banks' corporate lending business
Memmel, Christoph; Roling, Christoph - 2021
We introduce an empirical approach to studying credit risk in the corporate loan portfolio. First, historical adverse scenarios for loss rates are identified at sector level. Second, we estimate the empirical association between loan losses and economic growth and then apply it to a scenario of...
Persistent link: https://www.econbiz.de/10014476298
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Das Crowdinvesting-Modell für Startups : keine Assetklasse für schwache Nerven
Petry, Markus; Ulutaş, Soner - 2021
Persistent link: https://www.econbiz.de/10013331081
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A top-down stress-testing framework for the nonfinancial corporate sector
Siuda, Vojtěch - 2020
Persistent link: https://www.econbiz.de/10012493164
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Do banks price environmental risk? Evidence from a quasi natural experiment in the People's Republic of China
Huang, Bihong; Punzi, Maria Teresa; Wu, Yu - 2019
This paper maps the risk arising from the transition to a low-emission economy and studies its transmission channels within the financial system. The environmental dynamic stochastic general equilibrium (E-DSGE) model shows that tightening environmental regulations deteriorates firms' balance...
Persistent link: https://www.econbiz.de/10012254956
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Digital enrollment architecture and retirement savings decisions : evidence from the field
Mason, Richard Thomas - 2019
Persistent link: https://www.econbiz.de/10012172863
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Do banks price environmental risk? : evidence from a quasi natural experiment in the People's Republic of China
Huang, Bihong; Punzi, Maria Teresa; Wu, Yu - 2019
This paper maps the risk arising from the transition to a low-emission economy and studies its transmission channels within the financial system. The environmental dynamic stochastic general equilibrium (E-DSGE) model shows that tightening environmental regulations deteriorates firms' balance...
Persistent link: https://www.econbiz.de/10012024511
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The zero-inflated promotion cure rate model applied to financial data on time-to-default
de Oliveira, Mauro Ribeiro; Moreira, Fernando; Louzada, … - In: Cogent Economics & Finance 5 (2017) 1, pp. 1-14
In this paper, we extend the promotion cure rate model studied in Yakovlev and Tsodikov (1996) and Chen et al. (1999) by incorporating an excess of zeros in the modeling. Despite relating covariates to the cure fraction, the current approach does not enable us to relate covariates to the...
Persistent link: https://www.econbiz.de/10011988805
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