Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Loss given default"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
loss given default
49
Kreditrisiko
35
Credit risk
33
Loss Given Default
25
credit risk
24
probability of default
19
Loss given default
18
Basler Akkord
17
Basel Accord
16
Insolvency
16
Insolvenz
16
Theorie
15
Theory
12
Basel II
11
Verlust
11
Kreditgeschäft
10
recovery rate
9
Bank lending
8
Probability of Default
8
Correlation
7
Kreditwürdigkeit
7
Risikomanagement
7
Credit rating
6
Recovery rate
6
Regulatory capital
6
Risk management
6
default risk
6
dynamic beta density
6
dynamic factor model
6
dynamic ordered probit
6
panel data
6
CDS spreads
5
Forecasting model
5
LGD
5
Prognoseverfahren
5
Schätzung
5
sovereign credit risk
5
Business cycle
4
Capital Adequacy Requirements
4
Collateral
4
more ...
less ...
Online availability
All
Free
107
CC license
3
Type of publication
All
Book / Working Paper
73
Article
34
Type of publication (narrower categories)
All
Working Paper
24
Article in journal
13
Aufsatz in Zeitschrift
13
Graue Literatur
10
Non-commercial literature
10
Article
8
Arbeitspapier
7
Hochschulschrift
4
Aufsatzsammlung
2
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
61
Undetermined
36
German
10
Author
All
Witzany, Jiří
10
Gürtler, Marc
9
Heithecker, Dirk
7
Seidler, Jakub
7
Creal, Drew
6
Koopman, Siem Jan
6
Schwaab, Bernd
6
Camba-Méndez, Gonzalo
5
Charamza, Pavel
5
Rösch, Daniel
5
Rychnovský, Michal
4
Scheule, Harald
4
Belyaev, Konstantin
3
Belyaeva, Aelita
3
Chalupka, Radovan
3
Diris, Bart
3
Keijsers, Bart
3
Kole, Erik
3
Kopecsni, Juraj
3
Lucas, Andre
3
Lucas, André
3
Serwa, Dobromil
3
An, Xudong
2
Böttger, Marc
2
Cheng, Dan
2
Cirillo, Pasquale
2
Cordell, Larry
2
François, Pascal
2
Fujiwara, Shigeaki
2
Guthoff, Anja
2
Heidorn, Thomas
2
Hibbeln, Martin
2
Hlawatsch, Stefan
2
Hunt, Clive
2
Joubert, Morne
2
Kaposty, Florian
2
Klein, Philipp
2
Kostrzewa, Konrad
2
Li, Hui
2
Lohmann, Christian
2
more ...
less ...
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
Institute for Monetary and Economic Studies, Bank of Japan
3
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
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 Schweizerisches Bankwesen <Zürich>
1
Institut für Wirtschaftswissenschaften <Braunschweig> / Lehrstuhl BWL, insbes. Finanzwirtschaft
1
International Monetary Fund (IMF)
1
Tinbergen Institute
1
Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover
1
more ...
less ...
Published in...
All
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
Risks
4
Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
4
Working Papers IES
4
Czech Journal of Economics and Finance (Finance a uver)
3
IMES Discussion Paper Series
3
IZA Discussion Paper
3
Tinbergen Institute Discussion Papers
3
Discussion paper / Tinbergen Institute
2
European financial and accounting journal : EFAJ
2
FEMM Working Papers
2
Frankfurt School - Working Paper Series
2
IZA - Forschungsinstitut zur Zukunft der Arbeit - Discussion Papers
2
National Bank of Poland Working Papers
2
Research in international business and finance
2
Tinbergen Institute Discussion Paper
2
Working Paper Series / European Central Bank
2
Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
2
Working Papers / Česká Národní Banka
2
Working papers / Federal Reserve Bank of Philadelphia, Research Department
2
Bank of Japan Working Paper Series
1
CEFAGE-UE Working Papers
1
Center of Finance dissertation series
1
Database Systems Journal
1
Discussion Paper
1
Diskussionsbeitrag
1
Econometrics : open access journal
1
European Financial Management
1
FRB of Philadelphia Working Paper
1
Finance and Economics Discussion Series
1
Financial Stability Report
1
Hannover Economic Papers (HEP)
1
IMF Working Papers
1
IZA Discussion Papers
1
International Journal of Financial Research
1
more ...
less ...
Source
All
RePEc
51
EconStor
25
ECONIS (ZBW)
24
USB Cologne (business full texts)
7
Showing
1
-
10
of
107
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Predicting the cure of a defaulted company : nonlinear relationships between loan-related variables and the cure probability
Lohmann, Christian
;
Ohliger, Thorsten
- In:
Research in international business and finance
70
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015056485
Saved in:
2
Predicting the cure of a defaulted company : nonlinear relationships between loan-related variables and the cure probability
Lohmann, Christian
;
Ohliger, Thorsten
- In:
Research in international business and finance
70
(
2024
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10015056829
Saved in:
3
Application of the kNN-Based method and survival approach in estimating
loss
given
default
for unresolved cases
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
; …
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-14
A vast majority of
Loss
Given
Default
(LGD) models are currently in use. Over all the years since the new Capital …
Persistent link: https://www.econbiz.de/10014245738
Saved in:
4
Exploring industry-distress effects on loan recovery : a double machine learning approach for quantiles
Chuang, Hui-Ching
;
Chen, Jau-er
- In:
Econometrics : open access journal
11
(
2023
)
1
,
pp. 1-20
given
default
during a downturn that the Basel Capital Accord requires. … slightly increases the recovery rates in the lower and the upper tails. The UQR provide quantitative measurements to the
loss
…
Persistent link: https://www.econbiz.de/10014281493
Saved in:
5
Insights into credit loss rates : a global database
Ong, Li Lian
;
Schmieder, Christian
;
Wei, Min
-
2023
Persistent link: https://www.econbiz.de/10014284871
Saved in:
6
Is the regulatory downturn LGD adequate? : performance analysis and alternative methods
Hartmann-Wendels, Thomas
;
Imanto, Christopher Paulus
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 736-747
Persistent link: https://www.econbiz.de/10014332036
Saved in:
7
Statistical and machine learning for credit and market risk management
Nagl, Maximilian
-
2022
Persistent link: https://www.econbiz.de/10012880193
Saved in:
8
Loss
given
default
in SME leasing
Kaposty, Florian
;
Klein, Philipp
;
Löderbusch, Matthias
; …
- In:
Review of managerial science : RMS
16
(
2022
)
5
,
pp. 1561-1597
Persistent link: https://www.econbiz.de/10013457777
Saved in:
9
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:
10
Adapting the default weighted survival analysis modelling approach to model IFRS 9 LGD
Joubert, Morne
;
Verster, Tanja
;
Raubenheimer, Helgard
; …
- In:
Risks
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/10013200771
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
