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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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loss given default (LGD)
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loss given default
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Kaposty, Florian
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Kopciuszewski, Paweł
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
12
European journal of operational research : EJOR
7
International journal of forecasting
6
Journal of Banking & Finance
6
MPRA Paper
5
Risks : open access journal
5
The journal of risk model validation
5
Working Paper Series
5
ECB Working Paper
4
European Financial and Accounting Journal
4
IES Working Paper
4
Insurance / Mathematics & economics
4
Journal of the Operational Research Society : OR
4
Risks
4
Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
4
Working Papers IES
4
CEMAPRE Working Papers
3
Czech Journal of Economics and Finance (Finance a uver)
3
Economic modelling
3
IMES Discussion Paper Series
3
IRZ : Zeitschrift für internationale Rechnungslegung
3
IZA Discussion Paper
3
Journal of Financial Services Research
3
Journal of empirical finance
3
Journal of financial services research : JFSR
3
The journal of real estate finance and economics
3
Tinbergen Institute Discussion Papers
3
Bulletin of the Czech Econometric Society
2
Discussion paper / Tinbergen Institute
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European financial and accounting journal : EFAJ
2
FEMM Working Papers
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Finance research letters
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Frankfurt School - Working Paper Series
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IZA - Forschungsinstitut zur Zukunft der Arbeit - Discussion Papers
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International Journal of Forecasting
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International business and economics research journal
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Journal of financial stability
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Journal of risk
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Journal of risk management in financial institutions
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1
Incorporating small-sample defaults history in
loss
given
default
models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Saved in:
2
A new model for bank loan
loss
given
default
by leveraging time to recovery
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011962384
Saved in:
3
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent
loss
given
default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
4
Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9
Miu, Peter
;
Ozdemir, Bogie
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 53-83
Persistent link: https://www.econbiz.de/10011777684
Saved in:
5
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
Saved in:
6
Adressing probationary period within a competing risks survival model for retail mortagage
loss
given
default
Wood, Richard M.
;
Powell, David
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 47-66
Persistent link: https://www.econbiz.de/10011849972
Saved in:
7
Stochastic
loss
given
default
and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
8
Estimating credit risk parameters using ensemble learning methods : an empirical study on
loss
given
default
Sun, Han Sheng
;
Jin, Zi
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 43-69
Persistent link: https://www.econbiz.de/10011643773
Saved in:
9
Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Palmroos, Peter
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011645432
Saved in:
10
Benchmarking the
loss
given
default
parameter for mortgage loan portfolios under stress
Greve, Christian
;
Hahnenstein, Lutz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 79-107
Persistent link: https://www.econbiz.de/10011645440
Saved in:
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