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  • Search: subject:"Probability of Default"
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Year of publication
Subject
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probability of default 292 Credit risk 222 Kreditrisiko 173 banking 119 banking system 117 Insolvenz 114 Insolvency 112 Probability of default 96 capital adequacy 87 Theorie 86 Theory 81 banking sector 78 bank capital 74 banking supervision 73 credit risk 66 bank assets 64 Risk management 62 foreign exchange 62 return on assets 62 tier 1 capital 62 deposit insurance 61 return on equity 57 Kreditwürdigkeit 55 capital adequacy ratio 55 Credit rating 52 Basel Accord 51 bank credit 51 Basler Akkord 50 banking systems 48 Bank supervision 46 capital requirement 46 Probability of Default 45 Wahrscheinlichkeitsrechnung 45 recapitalization 45 Probability theory 44 Banks 43 bank lending 43 Banking sector 42 bank of england 42 banking crisis 41
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Online availability
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Free 337 Undetermined 121 CC license 10
Type of publication
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Book / Working Paper 275 Article 221 Other 5
Type of publication (narrower categories)
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Article in journal 151 Aufsatz in Zeitschrift 151 Working Paper 57 Graue Literatur 30 Non-commercial literature 30 Arbeitspapier 26 Article 18 research-article 5 Aufsatz im Buch 3 Book section 3 Hochschulschrift 3 Research Report 2 Aufsatzsammlung 1 Collection of articles of several authors 1 Collection of articles written by one author 1 Sammelwerk 1 Sammlung 1 Thesis 1 review-article 1
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Language
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English 304 Undetermined 178 German 12 Spanish 3 Norwegian 2 Portuguese 1 Serbian 1
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Author
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Vilsmeier, Johannes 17 Matros, Philipp 10 Gürtler, Marc 8 Rösch, Daniel 8 Camba-Méndez, Gonzalo 7 Heithecker, Dirk 7 Scheule, Harald 6 Chan-Lau, Jorge A. 5 Hamerle, Alfred 5 Kostrov, Alexander 5 Yamashita, Satoshi 5 Alonso, Andrés 4 Bedin, Andrea 4 Billio, Monica 4 Coppens, François 4 Costola, Michele 4 Gray, Dale F. 4 Hjelseth, Ida Nervik 4 Karminsky, Alexander 4 Li, Weiping 4 Liaudinskas, Karolis 4 Liebig, Thilo 4 Nicoló, Gianni De 4 Pelizzon, Loriana 4 Schmieder, Christian 4 Serwa, Dobromił 4 Tasche, Dirk 4 Thuve, Sara Kirkeby 4 Wosnitza, Jan Henrik 4 Đurović, Andrija 4 Abildgren, Kim 3 Banai, Ádám 3 Basurto, Miguel A. Segoviano 3 Breed, Douw Gerbrand 3 Cihák, Martin 3 Crook, Jonathan N. 3 Featherstone, Allen M. 3 Gonzáles, Fernando 3 Hardy, Daniel C. 3 Jacobs, Michael <Jr.> 3
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Institution
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International Monetary Fund (IMF) 140 International Monetary Fund 67 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 10 Deutsche Bundesbank 6 Institute for Monetary and Economic Studies, Bank of Japan 4 Banco de España 3 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 3 European Central Bank 3 Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 3 Banca d'Italia 2 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 2 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 2 Institut für Schweizerisches Bankwesen <Zürich> 2 Narodowy Bank Polski 2 School of Business, Edith Cowan University 2 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 2 BANCO DE LA REPÚBLICA 1 Banco de la Republica de Colombia 1 Bank for International Settlements (BIS) 1 COMISEF 1 Central Bank of Ireland 1 Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora 1 Centro de Investigaciones Económicas y Empresariales, Universidad Privada Boliviana 1 Crédit Suisse Group <Zürich> 1 Departamento de Economía, Facultad de Ciencias Sociales 1 Dipartimento di Scienze Economiche e Aziendali, Università degli Studi di Pavia 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Fakultät Wirtschaftswissenschaften, Technische Universität Dresden 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 Frankfurt School of Finance and Management 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut für Wirtschaftsforschung Halle (IWH) 1 Institut für Wirtschaftswissenschaften <Braunschweig> / Lehrstuhl BWL, insbes. Finanzwirtschaft 1 National Centre of Competence in Research - Financial Valuation and Risk Management 1 National Research University Higher School of Economics 1 Nationale Bank van België/Banque national de Belqique (BNB) 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 Risk Management Institute 1 Siirtymätalouksien tutkimuslaitos, Suomen Pankki 1 University <Nottingham> / Department of Economics 1
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Published in...
All
IMF Working Papers 69 IMF Staff Country Reports 60 MPRA Paper 10 Journal of banking & finance 9 The journal of credit risk : published quarterly by Incisive Media 9 The journal of risk model validation 7 ECB Working Paper 6 Risks : open access journal 6 Finance research letters 5 Journal of Risk and Financial Management 5 Agricultural Finance Review 4 European journal of operational research : EJOR 4 IMES Discussion Paper Series 4 IMF Occasional Papers 4 IMF Staff Discussion Notes 4 Journal of international financial markets, institutions & money 4 Journal of risk and financial management : JRFM 4 Risks 4 The North American journal of economics and finance : a journal of financial economics studies 4 Working Paper Series 4 Applied economics 3 BGPE Discussion Paper 3 Banco de España Working Papers 3 Bundesbank Discussion Paper 3 Discussion Paper Series 2 3 Discussion Paper Series 2: Banking and Financial Studies 3 Discussion Papers / Deutsche Bundesbank 3 Discussion paper 3 European research studies 3 IMF Staff Position Notes 3 IRZ : Zeitschrift für internationale Rechnungslegung 3 International journal of economics and finance 3 Journal of Banking & Finance 3 Journal of risk management in financial institutions 3 Operations Research and Decisions 3 Working Paper Series / European Central Bank 3 Working Papers / Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 3 Working Papers / Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg 3 Acta oeconomica : periodical of the Hungarian Academy of Sciences 2 Agricultural finance review 2
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Source
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RePEc 248 ECONIS (ZBW) 185 EconStor 51 USB Cologne (business full texts) 6 Other ZBW resources 6 BASE 5
Showing 121 - 130 of 501
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On the probability of default in a market with price clustering and jump risk
Song, Shiyu; Wang, Yongjin; Xu, Guangli - In: Mathematics and financial economics 14 (2020) 2, pp. 225-247
Persistent link: https://www.econbiz.de/10012240142
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Bayesian regularized artificial neural networks for the estimation of the probability of default
Sariev, Eduard; Germano, Guido - In: Quantitative finance 20 (2020) 2, pp. 311-328
Persistent link: https://www.econbiz.de/10012194868
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IFRS 9 expected loss : a model proposal for estimating the probability of default for non-rated companies
Delgado-Vaquero, David; Morales-Díaz, José; … - In: Revista de contabilidad : RC-SAR 23 (2020) 2, pp. 180-196
Persistent link: https://www.econbiz.de/10012298266
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IFRS 9 compliant economic adjustment of expected credit loss modeling
Gubareva, Mariya - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 29-66
Persistent link: https://www.econbiz.de/10012298993
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Political risk and financial flexibility in BRICS countries
Gregory, Richard P. - In: The quarterly review of economics and finance : journal … 78 (2020), pp. 166-174
Persistent link: https://www.econbiz.de/10012431262
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Do CDS spread determinants affect the probability of default? : a study on the EU banks
Ortolano, Alessandra; Angelini, Eliana - In: Bank i kredyt 51 (2020) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10012503314
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Bayesian loss given default estimation for European sovereign bonds
Jobst, Rainer; Kellner, Ralf; Rösch, Daniel - In: International journal of forecasting 36 (2020) 3, pp. 1073-1091
Persistent link: https://www.econbiz.de/10012497723
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A framework to analyze the financial effects of climate change
Turnbull, Stuart M.; Habahbeh, Lawrence - In: Journal of risk 23 (2020/2021) 2, pp. 105-146
Persistent link: https://www.econbiz.de/10012500268
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Probability of default in collateralized credit operations for small business
Carvalho, Jaimilton; Orrillo, Jaime; Gomes da Silva, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012656939
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Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: European journal of operational research : EJOR 287 (2020) 2, pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
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