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Search: subject:"Loss Given Default"
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Subject
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Credit risk
136
Kreditrisiko
133
Insolvency
85
Insolvenz
85
Loss given default
76
loss given default
75
Basler Akkord
69
Basel Accord
68
Verlust
55
Theorie
49
Theory
46
Kreditgeschäft
45
Bank lending
43
Loss
41
Loss Given Default
41
Forecasting model
35
Prognoseverfahren
35
credit risk
35
Kreditwürdigkeit
30
Credit rating
29
probability of default
24
Financial services
21
Finanzdienstleistung
21
Recovery rate
20
Statistical distribution
20
Statistische Verteilung
20
Risikomaß
19
Risk measure
19
Hypothek
16
Mortgage
16
Risikomanagement
15
Basel II
14
Forecasting
14
Portfolio-Management
14
Risk management
14
Portfolio selection
13
loss given default (LGD)
13
recovery rate
13
Correlation
11
Schätzung
10
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Online availability
All
Free
107
Undetermined
94
Type of publication
All
Article
161
Book / Working Paper
83
Type of publication (narrower categories)
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Article in journal
115
Aufsatz in Zeitschrift
115
Working Paper
24
Graue Literatur
10
Non-commercial literature
10
Article
8
Arbeitspapier
7
Hochschulschrift
4
Aufsatzsammlung
2
Collection of articles of several authors
2
Sammelwerk
2
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1
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1
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1
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1
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1
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English
170
Undetermined
60
German
14
Author
All
Gürtler, Marc
13
Rösch, Daniel
11
Witzany, Jiří
10
Scheule, Harald
9
Seidler, Jakub
9
Camba-Méndez, Gonzalo
7
Heithecker, Dirk
7
Creal, Drew
6
Koopman, Siem Jan
6
Schwaab, Bernd
6
Yamashita, Satoshi
6
Charamza, Pavel
5
Hibbeln, Martin
5
Löderbusch, Matthias
5
Andreeva, Galina
4
Chu, Chih-Kang
4
Hwang, Ruey-Ching
4
Kaposty, Florian
4
Rychnovský, Michal
4
Serwa, Dobromił
4
Thomas, Lyn C.
4
Yao, Xiao
4
Altman, Edward I.
3
Bastos, Joao A.
3
Belyaev, Konstantin
3
Belyaeva, Aelita
3
Chalupka, Radovan
3
Cheng, Dan
3
Cirillo, Pasquale
3
Crook, Jonathan N.
3
Diris, Bart
3
Hartmann-Wendels, Thomas
3
Kalotay, Egon A.
3
Keijsers, Bart
3
Kole, Erik
3
Kopecsni, Juraj
3
Kostrzewa, Konrad
3
Krüger, Steffen
3
Lucas, Andre
3
Lucas, André
3
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
4
Forschungsinstitut zur Zukunft der Arbeit <Bonn>
4
Institut ekonomických studií, Univerzita Karlova v Praze
4
Centro de Matemática Aplicada à Previsão e Decisão Económica (CEMAPRE), Instituto Superior de Economia e Gestão (ISEG)
3
Institut für Schweizerisches Bankwesen <Zürich>
3
Institute for Monetary and Economic Studies, Bank of Japan
3
Braunschweig / Technische Universität /
2
European Central Bank
2
Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
2
Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
2
Narodowy Bank Polski
2
Tinbergen Instituut
2
Česká Národní Banka
2
Bank of Japan
1
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
1
Department of Economics, Waikato Management School
1
Department of Economics, York University
1
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
1
Federal Reserve Board (Board of Governors of the Federal Reserve System)
1
Frankfurt School of Finance and Management
1
Institut für Wirtschaftswissenschaften <Braunschweig> / Lehrstuhl BWL, insbes. Finanzwirtschaft
1
International Monetary Fund (IMF)
1
Iowa State University of Science and Technology <Ames, Iowa> / Department of Economics
1
Tinbergen Institute
1
Universität <Mannheim> / Lehrstuhl für Allgemeine Betriebswirtschaftslehre, Risikotheorie, Portfolio Management und Versicherungswirtschaft
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
1
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Published in...
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Journal of banking & finance
12
The journal of credit risk : published quarterly by Incisive Media
11
European journal of operational research : EJOR
7
International journal of forecasting
6
Journal of Banking & Finance
6
The journal of risk model validation
6
MPRA Paper
5
Risks : open access journal
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
Journal of risk management in financial institutions
3
The journal of real estate finance and economics
3
Tinbergen Institute Discussion Papers
3
Agricultural Finance Review
2
Bulletin of the Czech Econometric Society
2
Discussion paper / Tinbergen Institute
2
European financial and accounting journal : EFAJ
2
FEMM Working Papers
2
Finance research letters
2
Frankfurt School - Working Paper Series
2
IZA - Forschungsinstitut zur Zukunft der Arbeit - Discussion Papers
2
International Journal of Forecasting
2
International business and economics research journal
2
Journal of financial stability
2
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Source
All
ECONIS (ZBW)
127
RePEc
78
EconStor
25
USB Cologne (business full texts)
13
Other ZBW resources
1
Showing
11
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20
of
244
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11
Loss
given
default
in SME leasing
Kaposty, Florian
;
Klein, Philipp
;
Löderbusch, Matthias
; …
- In:
Review of Managerial Science
16
(
2021
)
5
,
pp. 1561-1597
loan and bond
loss
given
default
(LGD) are not transferable to the leasing industry. Our analysis is based on a very …
Persistent link: https://www.econbiz.de/10014501509
Saved in:
12
Adapting the default weighted survival analysis modelling approach to model IFRS 9 LGD
Joubert, Morne
;
Verster, Tanja
;
Raubenheimer, Helgard
; …
- In:
Risks : open access journal
9
(
2021
)
6
,
pp. 1-17
Survival analysis is one of the techniques that could be used to predict
loss
given
default
(LGD) for regulatory …
Persistent link: https://www.econbiz.de/10012597134
Saved in:
13
Mortgage losses : loss on sale and holding costs
Le, Ben
;
Pennington-Cross, Anthony
- In:
Journal of real estate research : JRER ; a publication …
45
(
2023
)
1
,
pp. 23-54
Persistent link: https://www.econbiz.de/10014302220
Saved in:
14
Loss
given
default
or default status : which is better to determine farmers' credit ratings?
Chai, Nana
;
Shi, Baofeng
;
Hua, Yiting
- In:
Finance research letters
53
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014472513
Saved in:
15
Predicting
loss
given
default
of unsecured consumer loans with time-varying survival scores
Li, Aimin
;
Li, Zhiyong
;
Bellotti, Anthony
- In:
Pacific-Basin finance journal
78
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463798
Saved in:
16
Mortgage losses under alternative property disposition approaches : deed-in-lieu, short sales, and foreclosure sales
Biswas, Arnab
;
Fout, Hamilton
;
Pennington-Cross, Anthony
- In:
The journal of real estate finance and economics
66
(
2023
)
3
,
pp. 603-635
Persistent link: https://www.econbiz.de/10014258865
Saved in:
17
Mortgage loss severities : what keeps them so high?
An, Xudong
;
Cordell, Larry
-
2020
Persistent link: https://www.econbiz.de/10012373034
Saved in:
18
Explainable models of credit losses
Bastos, João A.
;
Matos, Sara M.
- In:
European journal of operational research : EJOR
301
(
2022
)
1
,
pp. 386-394
Persistent link: https://www.econbiz.de/10013207383
Saved in:
19
Estimating
loss
given
default
from CDS under weak identification
Liu, Lily Y.
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 310-344
Persistent link: https://www.econbiz.de/10013187982
Saved in:
20
Merton's model with recovery risk
Cohen, Albert
;
Costanzino, Nick
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 93-118
Persistent link: https://www.econbiz.de/10014546392
Saved in:
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