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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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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
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3
Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig
3
European Central Bank
3
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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
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1
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Central Bank of Ireland
1
Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE-UE), Universidade de Évora
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Centro de Investigaciones Económicas y Empresariales, Universidad Privada Boliviana
1
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1
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1
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1
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1
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1
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1
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1
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1
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
1
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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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RePEc
248
ECONIS (ZBW)
185
EconStor
51
USB Cologne (business full texts)
6
Other ZBW resources
6
BASE
5
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121
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130
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501
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121
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
Saved in:
122
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
Saved in:
123
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
Saved in:
124
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
Saved in:
125
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
Saved in:
126
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
Saved in:
127
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
Saved in:
128
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
Saved in:
129
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
Saved in:
130
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
Saved in:
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