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Search: subject:"Probability of default"
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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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337
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10
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5
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304
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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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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
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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
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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
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1
Institut ekonomických studií, Univerzita Karlova v Praze
1
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1
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1
Risk Management Institute
1
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
1
University <Nottingham> / Department of Economics
1
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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
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91
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:
92
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:
93
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:
94
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:
95
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:
96
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:
97
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:
98
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:
99
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:
100
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:
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