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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...
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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
Showing 11 - 20 of 501
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Cash-Based Credit Risk Model Based on Timothy Jury's Template: Review and Modification with Application to Manufacturing Company (2016-2022)
Litvinenko, Alexey; Alver, Jaan - In: Journal of Accounting and Management Information … 22 (2023) 1, pp. 147-172
statements. Since the cash flow financial statement is more reliable for the determination of the probability of default, the …
Persistent link: https://www.econbiz.de/10015196182
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The greening of Kenya's banking sector: Macro-financial stability implications of a low carbon transition
Talam, Camilla C.; Maru, Lucy - 2023
probability of default of a bank portfolio and allows for natural diversification to mitigate the adverse effects of such a policy …
Persistent link: https://www.econbiz.de/10014285754
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Through-the-cycle to point-in-time probabilities of default conversion : inconsistencies in the Vasicek approach
Basson, L. J.; Van Vuuren, Gary - In: International journal of economics and financial issues … 13 (2023) 6, pp. 42-52
Persistent link: https://www.econbiz.de/10014431298
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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/10014329176
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The greening of Kenya's banking sector : macro-financial stability implications of a low carbon transition
Talam, Camilla C.; Maru, Lucy - 2023
probability of default of a bank portfolio and allows for natural diversification to mitigate the adverse effects of such a policy …
Persistent link: https://www.econbiz.de/10014284845
Saved in:
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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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Micro-assessment of macroprudential borrower-based measures in Lithuania
Dirma, Mantas; Karmelavičius, Jaunius - 2023
Persistent link: https://www.econbiz.de/10013502304
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A forward-looking IFRS 9 methodology, focussing on the incorporation of macroeconomic and macroprudential information into expected credit loss calculation
Breed, Douw Gerbrand; Hurter, Jacques; Marimo, Mercy; … - In: Risks : open access journal 11 (2023) 3, pp. 1-16
quantification of ECL is often broken down into its three components, namely, the probability of default (PD), loss given default …
Persistent link: https://www.econbiz.de/10014303642
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Improving the accuracy of credit scoring models using an innovative Bayesian informative prior specification method
Wang, Zheqi; Crook, Jonathan N.; Andreeva, Galina - In: Journal of the Operational Research Society 76 (2025) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10015325298
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Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges
Đurović, Andrija - In: Journal of Central Banking Theory and Practice 8 (2019) 1, pp. 209-223
This paper aims to present one possible retail estimation framework of lifetime probability of default in accordance … with IFRS 9. The framework rests on "term structure of probability of default" conditional to given forward …
Persistent link: https://www.econbiz.de/10012217906
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