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:"point-in-time"
Narrow search

Narrow search

Year of publication
Subject
All
Kreditrisiko 18 Credit risk 17 Theorie 17 Theory 16 Schätzung 9 Basel Accord 8 Basler Akkord 8 Estimation 8 Insolvency 8 Insolvenz 8 probability of default 8 IFRS 7 CAPM 6 Efficient market hypothesis 6 Effizienzmarkthypothese 6 Probability theory 6 Wahrscheinlichkeitsrechnung 6 IFRS 9 5 Prognoseverfahren 5 Transaction costs 5 Transaktionskosten 5 credit risk 5 point-in-time 5 Forecasting model 4 Portfolio-Management 4 point in time 4 point-in-time (PIT) 4 stress testing 4 Bank risk 3 Bankrisiko 3 Correlation 3 Credit rating 3 Financial analysis 3 Finanzanalyse 3 Korrelation 3 Kreditwürdigkeit 3 Market Efficiency 3 Modellierung 3 Point-in-Time 3 Point-in-time 3
more ... less ...
Online availability
All
Undetermined 14 Free 13 CC license 2
Type of publication
All
Article 24 Book / Working Paper 8
Type of publication (narrower categories)
All
Article in journal 19 Aufsatz in Zeitschrift 19 Working Paper 5 Arbeitspapier 4 Graue Literatur 4 Non-commercial literature 4 Article 3 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1
more ... less ...
Language
All
English 31 Undetermined 1
Author
All
Bartram, Söhnke M. 7 Grinblatt, Mark 6 Aguais, Scott D. 3 Chawla, Gaurav 3 Forest, Lawrence R. <Jr.> 3 Breed, Douw Gerbrand 2 Gerken, Carsten 2 Hamerle, Alfred 2 Knapp, Michael 2 Liebig, Thilo 2 Nozawa, Yoshio 2 Raubenheimer, Helgard G. 2 Rubtsov, Mark 2 Verster, Tanja 2 Wildenauer, Nicole 2 Yang, Bill Huajian 2 Đurović, Andrija 2 Basson, L. J. 1 Celis, Oliver Salazar 1 Churyk, Natalie T. 1 Coetsee, Daniël 1 Djuranovik, Leslie 1 Garratt, Anthony 1 Gross, Guy M. 1 Gubareva, Mariya 1 Hilmersson, Mikael 1 Jacobs, Michael 1 Jacobs, Michael <Jr.> 1 Jakob, Kevin 1 Johanson, Martin 1 Lundberg, Heléne 1 Mayer, Manuel 1 Oeyen, Brent 1 Ozdemir, Bogie 1 Papaioannou, Stylianos 1 Petrov, Alexander 1 Reinstein, Alan 1 Sauer, Stephan 1 Stoettner, Robert 1 Van Jaarsveld, Niel 1
more ... less ...
Institution
All
Deutsche Bundesbank 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
All
The journal of risk model validation 5 Discussion papers / CEPR 4 The journal of credit risk : published quarterly by Incisive Media 3 Journal of financial economics 2 Journal of risk management in financial institutions 2 Discussion Paper Series 2 1 Discussion Paper Series 2: Banking and Financial Studies 1 ECMI working paper 1 International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 International journal of economics and financial issues : IJEFI 1 Issues in accounting education 1 Journal of Central Banking Theory and Practice 1 Journal of central banking theory and practice 1 Journal of economic and financial sciences : JEF 1 Journal of international marketing 1 MPRA Paper 1 Monetary policy, financial crises, and the macroeconomy : Festschrift for Gerhard Illing 1 Risks 1 Risks : open access journal 1
more ... less ...
Source
All
ECONIS (ZBW) 25 EconStor 4 RePEc 2 BASE 1
Showing 1 - 10 of 32
Cover Image
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
Saved in:
Cover Image
Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.; Grinblatt, Mark; Nozawa, Yoshio - 2023
Persistent link: https://www.econbiz.de/10014417997
Saved in:
Cover Image
Monetary policy predicts currency movements
Bartram, Söhnke M.; Grinblatt, Mark; Yan, Xu - 2025
Persistent link: https://www.econbiz.de/10015372980
Saved in:
Cover Image
Validation of corporate probability of default models considering alternative use cases
Jacobs, Michael - In: International Journal of Financial Studies 9 (2021) 4, pp. 1-22
uses and point-in-time ("PIT") PD models suitable for early warning uses, considering which validation elements should be …
Persistent link: https://www.econbiz.de/10013200388
Saved in:
Cover Image
Validation of corporate probability of default models considering alternative use cases
Jacobs, Michael <Jr.> - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-22
uses and point-in-time ("PIT") PD models suitable for early warning uses, considering which validation elements should be …
Persistent link: https://www.econbiz.de/10012698321
Saved in:
Cover Image
Mispricing and risk premia in currency markets
Bartram, Söhnke M.; Djuranovik, Leslie; Garratt, Anthony; … - 2023
Persistent link: https://www.econbiz.de/10014390295
Saved in:
Cover Image
The adequacy of IFRS 15 for revenue recognition in the construction industry
Wyk, Milan van; Coetsee, Daniël - In: Journal of economic and financial sciences : JEF 13 (2020) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10012321102
Saved in:
Cover Image
Methods for Measurement of Progress of Performance Obligation under IFRS 15
Vardiashvili, Mariam - 2022
some point in time or over time. According to IFRS 15, when the performance obligation is satisfied over time, revenue …
Persistent link: https://www.econbiz.de/10015335711
Saved in:
Cover Image
Book-to-market, mispricing, and the cross-section of corporate bond returns
Bartram, Söhnke M.; Grinblatt, Mark; Nozawa, Yoshio - 2022
Persistent link: https://www.econbiz.de/10013412816
Saved in:
Cover Image
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin - In: The journal of credit risk : published quarterly by … 18 (2022) 4, pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...