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  • Search: subject:"probability of default"
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Year of publication
Subject
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probability of default 305 Credit risk 243 Kreditrisiko 192 Insolvenz 126 Insolvency 124 banking 119 banking system 117 Probability of default 103 Theorie 95 Theory 90 capital adequacy 87 banking sector 78 bank capital 74 banking supervision 73 credit risk 68 Risk management 66 bank assets 64 foreign exchange 62 return on assets 62 tier 1 capital 62 deposit insurance 61 Kreditwürdigkeit 60 Basel Accord 58 Basler Akkord 57 Credit rating 57 return on equity 57 capital adequacy ratio 55 bank credit 51 Probability of Default 48 Wahrscheinlichkeitsrechnung 48 banking systems 48 Probability theory 47 Bank supervision 46 capital requirement 46 recapitalization 45 Bank lending 44 Kreditgeschäft 44 bank lending 44 Banks 43 Banking sector 42
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Online availability
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Free 355 Undetermined 129 CC license 12
Type of publication
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Book / Working Paper 285 Article 236 Other 5
Type of publication (narrower categories)
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Article in journal 164 Aufsatz in Zeitschrift 164 Working Paper 64 Graue Literatur 38 Non-commercial literature 38 Arbeitspapier 31 Article 20 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 329 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 Chan-Lau, Jorge A. 6 Scheule, Harald 6 Hamerle, Alfred 5 Kostrov, Alexander 5 Wosnitza, Jan Henrik 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 Penikas, Henry 4 Raubenheimer, Helgard G. 4 Schmieder, Christian 4 Seitshiro, Modisane B. 4 Serwa, Dobromił 4 Tasche, Dirk 4 Thuve, Sara Kirkeby 4 Verster, Tanja 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
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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 The journal of credit risk : published quarterly by Incisive Media 11 MPRA Paper 10 Journal of banking & finance 9 Risks : open access journal 7 The journal of risk model validation 7 ECB Working Paper 6 Finance research letters 5 Journal of Risk and Financial Management 5 Agricultural Finance Review 4 Applied economics 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 Markets, infrastructures, payment systems 4 Risks 4 The North American journal of economics and finance : a journal of financial economics studies 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 Documentos de trabajo / Banco de España 3 IMF Staff Position Notes 3 IRZ : Zeitschrift für internationale Rechnungslegung 3 International journal of economics and finance 3 International journal of financial engineering 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
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Source
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RePEc 248 ECONIS (ZBW) 206 EconStor 55 USB Cologne (business full texts) 6 Other ZBW resources 6 BASE 5
Showing 1 - 10 of 526
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A quantile probability model for sectoral corporate defaults in Europe
Konietschke, Paul; Metzler, Julian; Marques, Aurea Ponte - 2026
distributional and sectoral heterogeneity. We propose a Quantile Probability of Default (QPD) framework based on unconditional …
Persistent link: https://www.econbiz.de/10015618110
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A closer look at the probability of default taking into account the current regulatory considerations
Börner, Christoph J.; Ernst, Dietmar; Hoffmann, Ingo; … - In: Risk Management 28 (2026) 2
Credit risk is one of the most significant risks for banks, with the probability of default (PD) playing a central role …
Persistent link: https://www.econbiz.de/10015616792
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Hydrogeological and credit risk : the Italian firms' physical risk-adjusted probability of default
Cugliari, Manuel; Narizzano, Simone; Vassalli, Federica - 2026
Persistent link: https://www.econbiz.de/10015613760
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Earnings manipulation and probability of default : insights from AnaCredit and supervisory implications
Allali, Lamia; Dierick, Nicolas; Santoni, Alessandro - 2026
credit risk estimates, as measured by the probability of default (PD) estimates, and whether such manipulation has an impact …
Persistent link: https://www.econbiz.de/10015628824
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Cash out or carry on : when bank runs build resilience
Baldwin, Kenneth; Alhalboni, Maryam - In: Economics letters 256 (2025), pp. 1-10
Persistent link: https://www.econbiz.de/10015472718
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Cross-border direct bank exposures in Asian economies : a counterparty risk ranking assessment
Chan-Lau, Jorge A.; Shi, Aruhan Rui; Wei, Min - 2025
Persistent link: https://www.econbiz.de/10015481140
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Measuring the default risk of small business loans : improved credit risk prediction using deep learning
Dendramis, Yiannis; Tzavalis, Elias; Cheimarioti, Aikaterini - In: Journal of forecasting 44 (2025) 7, pp. 2277-2297
Persistent link: https://www.econbiz.de/10015464796
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Optimal investment considerations for a single cohort life insurance portfolio
Cahyaningtias, Sari; Jevtić, Petar; Gardner, Carl; … - In: Risks : open access journal 13 (2025) 12, pp. 1-23
This study examines the portfolio optimization problem of an insurance company that issues an annuity, receives the associated premiums as a lump sum, and invests in a financial market. The insurer's objective is to determine an investment strategy that minimizes the likelihood of defaulting on...
Persistent link: https://www.econbiz.de/10015561478
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Predicting credit deterioration: Internal default models versus lending rates
Kärnä, Anders; Svensson, Karin Östling - 2025
This paper examines how accurately Swedish banks' internal probability of default (PD) models under IFRS 9 accounting …
Persistent link: https://www.econbiz.de/10015596014
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Banks’ specialization and private information
Casado, Alejandro; Martínez-Miera, David - 2025
Persistent link: https://www.econbiz.de/10015574331
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