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  • Search: subject:"probability of default"
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Year of publication
Subject
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probability of default 246 banking 119 banking system 117 Credit risk 102 capital adequacy 87 banking sector 78 bank capital 74 banking supervision 73 bank assets 64 foreign exchange 62 return on assets 62 tier 1 capital 62 deposit insurance 61 Kreditrisiko 57 return on equity 57 capital adequacy ratio 55 bank credit 51 credit risk 50 banking systems 48 Bank supervision 46 capital requirement 45 recapitalization 45 bank lending 43 Banking sector 42 bank of england 42 banking crisis 41 banks ? balance sheets 41 Risk management 40 bank risk 40 banking crises 40 bank liquidity 39 bank loans 39 Economic models 38 Banks 37 interbank market 37 bank deposits 36 sovereign risk 36 bank balance sheets 34 Probability of Default 33 bank for international settlements 33
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Online availability
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Free 337 CC license 10
Type of publication
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Book / Working Paper 263 Article 69 Other 5
Type of publication (narrower categories)
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Working Paper 56 Article in journal 28 Aufsatz in Zeitschrift 28 Graue Literatur 28 Non-commercial literature 28 Arbeitspapier 25 Article 18 Research Report 2 Aufsatzsammlung 1 Hochschulschrift 1
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Language
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English 167 Undetermined 154 German 9 Spanish 3 Norwegian 2 Portuguese 1 Serbian 1
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Author
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Vilsmeier, Johannes 15 Matros, Philipp 9 Gürtler, Marc 7 Heithecker, Dirk 7 Camba-Méndez, Gonzalo 5 Chan-Lau, Jorge A. 5 Hamerle, Alfred 5 Rösch, Daniel 5 Bedin, Andrea 4 Billio, Monica 4 Coppens, François 4 Costola, Michele 4 Gray, Dale F. 4 Hjelseth, Ida Nervik 4 Liaudinskas, Karolis 4 Liebig, Thilo 4 Nicoló, Gianni De 4 Pelizzon, Loriana 4 Scheule, Harald 4 Schmieder, Christian 4 Thuve, Sara Kirkeby 4 Abildgren, Kim 3 Alonso, Andrés 3 Basurto, Miguel A. Segoviano 3 Breed, Douw Gerbrand 3 Cihák, Martin 3 Gonzáles, Fernando 3 Hardy, Daniel C. 3 Kadeřábek, Petr 3 Karmann, Alexander 3 Knapp, Michael 3 Maltritz, Dominik 3 Mitra, Srobona 3 Raubenheimer, Helgard G. 3 Sauer, Stephan 3 Seitshiro, Modisane B. 3 Serwa, Dobromil 3 Slabý, Aleš 3 Staghøj, Jonas 3 Tasche, Dirk 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 Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong 2 Narodowy Bank Polski 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 Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia 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 Research University Higher School of Economics 1 Nationale Bank van België/Banque national de Belqique (BNB) 1 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 1 Siirtymätalouksien tutkimuslaitos, Suomen Pankki 1 University <Nottingham> / Department of Economics 1 Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover 1
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Published in...
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IMF Working Papers 69 IMF Staff Country Reports 60 MPRA Paper 10 ECB Working Paper 6 Risks : open access journal 6 Journal of Risk and Financial Management 5 IMES Discussion Paper Series 4 IMF Occasional Papers 4 IMF Staff Discussion Notes 4 Journal of risk and financial management : JRFM 4 Risks 4 Working Paper Series 4 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 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 Annals of Faculty of Economics 2 BOFIT Discussion Papers 2 Cogent economics & finance 2 Documentos de trabajo / Banco de España 2 Dresden Discussion Paper Series in Economics 2 Frankfurt School - Working Paper Series 2 IMF working papers 2 IWH Discussion Papers 2 International Journal of Financial Studies 2 International Journal of Financial Studies : open access journal 2 International journal of economics and financial issues : IJEFI 2 Journal of Accounting and Management Information Systems (JAMIS) 2 Journal of Central Banking Theory and Practice 2 Journal of the New Economic Association 2 Markets, infrastructures, payment systems 2
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Source
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RePEc 223 ECONIS (ZBW) 56 EconStor 51 BASE 5 USB Cologne (business full texts) 2
Showing 1 - 10 of 337
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Modelling transition risk-adjusted probability of default
Cugliari, Manuel; Iannamorelli, Alessandra; Vassalli, … - 2025
Persistent link: https://www.econbiz.de/10015404044
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Nye mikrodata for misligholdte foretakslån gir bedre anslag for bankenes utlånstap
Hjelseth, Ida Nervik; Liaudinskas, Karolis; Thuve, Sara … - 2024
Loans to non-financial firms are the main source of banks' losses. In order to assess credit risk, Norges Bank has long used models to assess firms' bankruptcy probability. However, the banks' credit losses are more closely linked to firms that default on their loans. Defaulting loans are only...
Persistent link: https://www.econbiz.de/10015195424
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New microdata for loan defaults provide better estimates of banks' credit losses
Hjelseth, Ida Nervik; Liaudinskas, Karolis; Thuve, Sara … - 2024
Loans to non-financial firms are the main source of banks' losses. In order to assess credit risk, Norges Bank has long used models to assess firms' bankruptcy probability. However, the banks' credit losses are more closely linked to firms that default on their loans. Defaulting loans are only...
Persistent link: https://www.econbiz.de/10015195466
Saved in:
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Climate-related default probabilities
Blanc-Blocquel, Augusto; Ortiz-Gracia, Luis; Sanfelici, … - In: Risks : open access journal 12 (2024) 11, pp. 1-19
the economy. In this work, we focus on the impact of physical risk on the probability of default for a firm in the … agribusiness sector. The probability of default is estimated based on the Merton model, where the firm defaults when its asset … of default. We also propose a model to assess the exposure of the firm to transition risk. …
Persistent link: https://www.econbiz.de/10015137901
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How do changes in financial reporting standards affect relationship lending?
Dejuan-Bitria, Daniel; Landsman, Wayne R.; Mayordomo, Sergio - 2024
Persistent link: https://www.econbiz.de/10015167039
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Credit risk prediction with and without weights of evidence using quantitative learning models
Seitshiro, Modisane B.; Govender, Seshni - In: Cogent economics & finance 12 (2024) 1, pp. 1-19
The credit risk assessment process is necessary for maintaining financial stability, cost and time efficiency, model performance accuracy, comparability analysis and future business implications in the commercial banking sector. By accurately predicting credit risk, highly regulated banks can...
Persistent link: https://www.econbiz.de/10015376883
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The Bank of Italy's statistical model for the credit assessment of non-financial firms
Narizzano, Simone; Orlandi, Marco; Scalia, Antonio - 2024
Persistent link: https://www.econbiz.de/10015080018
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Cover Image
New microdata for loan defaults provide better estimates of banks' credit losses
Hjelseth, Ida Nervik; Liaudinskas, Karolis; Thuve, Sara … - 2024
Loans to non-financial firms are the main source of banks' losses. In order to assess credit risk, Norges Bank has long used models to assess firms' bankruptcy probability. However, the banks' credit losses are more closely linked to firms that default on their loans. Defaulting loans are only...
Persistent link: https://www.econbiz.de/10015175666
Saved in:
Cover Image
Nye mikrodata for misligholdte foretakslån gir bedre anslag for bankenes utlånstap
Hjelseth, Ida Nervik; Liaudinskas, Karolis; Thuve, Sara … - 2024
Loans to non-financial firms are the main source of banks' losses. In order to assess credit risk, Norges Bank has long used models to assess firms' bankruptcy probability. However, the banks' credit losses are more closely linked to firms that default on their loans. Defaulting loans are only...
Persistent link: https://www.econbiz.de/10015175677
Saved in:
Cover Image
A Comparative Analysis of Altman's Z-Score and T. Jury's Cash-Based Credit Risk Models with The Application to The Production Company and The Data for The Years 2016-2022
Litvinenko, Alexey - In: Journal of Accounting and Management Information … 22 (2023) 3, pp. 518-553
probability of default using a cash-based credit risk model and an accrual-based credit risk model. Data- the data analysed is …
Persistent link: https://www.econbiz.de/10015196172
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