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  • Search: subject:"Loss given default"
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Year of publication
Subject
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Credit risk 148 Kreditrisiko 145 Insolvency 93 Insolvenz 93 Basler Akkord 89 Basel Accord 88 Loss given default 83 loss given default 76 Theorie 63 Theory 60 Kreditgeschäft 56 Bank lending 54 Loss Given Default 41 Risikomanagement 41 Risk management 40 Verlust 39 Forecasting model 38 Prognoseverfahren 38 credit risk 35 Kreditwürdigkeit 25 Loss 25 probability of default 25 Credit rating 24 Portfolio-Management 21 Portfolio selection 20 Recovery rate 20 Statistical distribution 19 Statistische Verteilung 19 Risikomaß 18 Risk measure 18 Regression analysis 17 Regressionsanalyse 17 Hypothek 16 Mortgage 16 loss given default (LGD) 15 Basel II 14 Forecasting 14 recovery rate 14 Correlation 13 Probability theory 13
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Online availability
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Free 109 Undetermined 101 CC license 3
Type of publication
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Article 170 Book / Working Paper 85
Type of publication (narrower categories)
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Article in journal 123 Aufsatz in Zeitschrift 123 Working Paper 26 Graue Literatur 12 Non-commercial literature 12 Arbeitspapier 9 Article 9 Hochschulschrift 4 Aufsatzsammlung 2 Collection of articles of several authors 2 Sammelwerk 2 Aufsatz im Buch 1 Book section 1 Collection of articles written by one author 1 Conference paper 1 Konferenzbeitrag 1 Sammlung 1 Thesis 1 review-article 1
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Language
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English 181 Undetermined 60 German 14
Author
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Gürtler, Marc 13 Rösch, Daniel 12 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 Andreeva, Galina 5 Charamza, Pavel 5 Hibbeln, Martin 5 Löderbusch, Matthias 5 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 Kopciuszewski, Paweł 3 Kopecsni, Juraj 3 Kostrzewa, Konrad 3 Krüger, Steffen 3 Lucas, Andre 3
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Institution
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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 12 European journal of operational research : EJOR 8 International journal of forecasting 7 The journal of risk model validation 7 Journal of Banking & Finance 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 4 Journal of empirical finance 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 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 Applied economics 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
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Source
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ECONIS (ZBW) 137 RePEc 78 EconStor 26 USB Cologne (business full texts) 13 Other ZBW resources 1
Showing 1 - 10 of 255
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Business cycle and realized losses in the consumer credit industry
Distaso, Walter; Roccazzella, Francesco; Vrins, Frédéric - In: European journal of operational research : EJOR 323 (2025) 3, pp. 1024-1039
Persistent link: https://www.econbiz.de/10015432964
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The impact of wildfires on loss given default : evidence from defaulted consumer credits
Distaso, Walter; Lefever, Wolfgang; Luisi, Angelo; … - 2025
Persistent link: https://www.econbiz.de/10015607361
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Are ESG responsible companies loss responsible? : modelling LGD with ESG information
Zhang, Junfeng; Andreeva, Galina; Dong, Yizhe - 2025
Persistent link: https://www.econbiz.de/10015425524
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Non-linearity and the distribution of market-based loss rates
Nagl, Matthias; Nagl, Maximilian; Rösch, Daniel - In: OR Spectrum 47 (2024) 3, pp. 933-967
We synthesize the extended linear beta regression with a neural network structure to model and predict the mean and precision of market-based loss rates. We can incorporate non-linearity in mean and precision in a flexible way and resolve the problem of specifying the underlying form in advance....
Persistent link: https://www.econbiz.de/10015485948
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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
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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
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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
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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
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Insights into credit loss rates : a global database
Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023
Persistent link: https://www.econbiz.de/10014284871
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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
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