EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Probability of default"
Narrow search

Narrow search

Year of publication
Subject
All
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
more ... less ...
Online availability
All
Free 337 Undetermined 121 CC license 10
Type of publication
All
Book / Working Paper 275 Article 221 Other 5
Type of publication (narrower categories)
All
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
more ... less ...
Language
All
English 304 Undetermined 178 German 12 Spanish 3 Norwegian 2 Portuguese 1 Serbian 1
more ... less ...
Author
All
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
more ... less ...
Institution
All
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
more ... less ...
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
more ... less ...
Source
All
RePEc 248 ECONIS (ZBW) 185 EconStor 51 USB Cologne (business full texts) 6 Other ZBW resources 6 BASE 5
Showing 91 - 100 of 501
Cover Image
Corporate social responsibility and default risk : international evidence
Do, Trung K. - In: Finance research letters 44 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10014494869
Saved in:
Cover Image
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:
Cover Image
An end-to-end deep learning approach to credit scoring using CNN + XGBoost on transaction data
Hjelkrem, Lars Ole; Lange, Petter Eilif de; Nesset, Erik - In: The journal of risk model validation 16 (2022) 2, pp. 37-62
Persistent link: https://www.econbiz.de/10014540570
Saved in:
Cover Image
Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio
Jacobs, Michael <Jr.> - In: The journal of risk model validation 16 (2022) 3, pp. 73-111
Persistent link: https://www.econbiz.de/10014540601
Saved in:
Cover Image
Computable error bounds of multidimensional Euler inversion and their financial applications
Zeng, Pingping; Shi, Chao - In: Operations research letters 50 (2022) 6, pp. 726-731
Persistent link: https://www.econbiz.de/10014230204
Saved in:
Cover Image
Bank stress testing: A stochastic simulation framework to assess banks' financial fragility
Montesi, Giuseppe; Papiro, Giovanni - In: Risks 6 (2018) 3, pp. 1-54
adequacy, financial fragility, and probability of default. The paper provides a theoretical presentation of the methodology and …
Persistent link: https://www.econbiz.de/10011996640
Saved in:
Cover Image
Bank stress testing : a stochastic simulation framework to assess banks' financial fragility
Montesi, Giuseppe; Papiro, Giovanni - In: Risks : open access journal 6 (2018) 3, pp. 1-54
adequacy, financial fragility, and probability of default. The paper provides a theoretical presentation of the methodology and …
Persistent link: https://www.econbiz.de/10011890804
Saved in:
Cover Image
Modeling lifetime expected credit losses on bank loans
Chellathurai, Thamayanthi - In: International journal of theoretical and applied finance 24 (2021) 8, pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
Saved in:
Cover Image
Can an equity structure dominate the risk-return profile of corporate bonds?
Nouvellon, Edouard; Pirotte, Hugues - In: The journal of asset management : a major new, … 22 (2021) 4, pp. 277-290
Persistent link: https://www.econbiz.de/10012581627
Saved in:
Cover Image
Stress-testing and credit risk revisited : a shipping sector application
Merika, Anna; Negkakis, Ioannis; Penikas, Henry - In: International journal of banking, accounting and … 12 (2021) 4, pp. 347-367
Persistent link: https://www.econbiz.de/10012694425
Saved in:
  • First
  • Prev
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...