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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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ECONIS (ZBW)
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1
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
2
The evolving complexity of capital regulation
Herring, Richard J.
-
2018
Persistent link: https://www.econbiz.de/10012390205
Saved in:
3
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
4
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Saved in:
5
A sensitivity analysis of the alpha factor
Einemann, Michael
;
Kalkbrener, Michael
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10012298981
Saved in:
6
The corporate complexity of global systemically important banks
Carmassi, Jacopo
;
Herring, Richard J.
-
2016
-
Published online: 9 June 2016
Persistent link: https://www.econbiz.de/10011692493
Saved in:
7
Less really can be more : why simplicity & comparability should be regulatory objectives
Herring, Richard J.
-
2016
-
Published online: 4 April 2016
Persistent link: https://www.econbiz.de/10011694199
Saved in:
8
Stress testing in wartime and in peacetime
Schuermann, Til
-
2016
Persistent link: https://www.econbiz.de/10011694276
Saved in:
9
Asset correlation estimation for inhomogeneous exposure pools
Wunderer, Christoph
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012121559
Saved in:
10
Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
4
,
pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
Saved in:
11
Why do banks practice regulatory arbitrage? : evidence from usage of trust preferred securities
Boyson, Nicole M.
;
Fahlenbrach, Rüdiger
;
Stulz, René M.
-
2014
Persistent link: https://www.econbiz.de/10010340285
Saved in:
12
Bank capital for operational risk : a tale of fragility and instability
Ames, Mark
;
Schuermann, Til
;
Scott, Hal S.
-
2014
Persistent link: https://www.econbiz.de/10010243995
Saved in:
13
Bank risk taking and liquidity creation following regulatory interventions and capital support
Berger, Allen N.
;
Bouwman, Christa H. S.
;
Kick, Thomas
; …
-
2014
Persistent link: https://www.econbiz.de/10010370915
Saved in:
14
Systemic risk in the financial system : capital shortfalls under Brexit, the US elections and the Italian referendum
Engle, Robert F.
;
Zazzara, Cristiano
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 97-120
Persistent link: https://www.econbiz.de/10012041807
Saved in:
15
A new model for bank loan loss given default by leveraging time to recovery
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011962384
Saved in:
16
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
17
Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9
Miu, Peter
;
Ozdemir, Bogie
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
2
,
pp. 53-83
Persistent link: https://www.econbiz.de/10011777684
Saved in:
18
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
Saved in:
19
Adressing probationary period within a competing risks survival model for retail mortagage loss given default
Wood, Richard M.
;
Powell, David
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 47-66
Persistent link: https://www.econbiz.de/10011849972
Saved in:
20
Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian
;
Löderbusch, Matthias
;
Maciag, Jakob
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
Saved in:
21
Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Palmroos, Peter
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011645432
Saved in:
22
Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Greve, Christian
;
Hahnenstein, Lutz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 79-107
Persistent link: https://www.econbiz.de/10011645440
Saved in:
23
How banks' capital ratio and size affect the stability of the banking system : a simulation-based study
Steinbacher, Mitja
;
Steinbacher, Matjaz
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 59-92
Persistent link: https://www.econbiz.de/10011298491
Saved in:
24
Forecasting credit card portfolio losses in the Great recession : a study in model risk
Canals-Cerdá, José J.
;
Kerr, Sougata
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 29-57
Persistent link: https://www.econbiz.de/10011298501
Saved in:
25
The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique
;
Christodoulakis, George A.
;
Poon, …
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
Saved in:
26
An analytical value-at-risk approach for a credit portfolio with liquidity horizon and portfolio rebalancing
Huang, Haohan
;
Wang, Eugene
;
Huang, Huaxiong
;
Wang, Yong
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011442455
Saved in:
27
Asset correlation of retail loans in the context of the new Basel Capital Accord
Siarka, Pawel
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10010385995
Saved in:
28
The survival analysis apporach in Basel II credit risk management : modeling danger rates in the loss given default parameter
Bonini, Stefano
;
Caivano, Giuliana
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
1
,
pp. 101-118
Persistent link: https://www.econbiz.de/10009737290
Saved in:
29
Bank risk taking and liquidity creation following regulatory interventions and capital support
Berger, Allen N.
;
Bouwman, Christa H. S.
;
Kick, Thomas
; …
-
2011
Persistent link: https://www.econbiz.de/10009490281
Saved in:
30
The capital conundrum
Herring, Richard J.
-
2011
Persistent link: https://www.econbiz.de/10009491941
Saved in:
31
The changing role of central banks
Goodhart, Charles A. E.
-
2011
Persistent link: https://www.econbiz.de/10009161479
Saved in:
32
Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian
;
Lütkebohmert-Holtz, Eva
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
Saved in:
33
A brief note on implied historical loss given default
Porto, Rogério F.
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
2
,
pp. 73-81
Persistent link: https://www.econbiz.de/10009241307
Saved in:
34
Benchmarking the incremental risk charge
Finger, Christopher C.
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
2
,
pp. 53-70
Persistent link: https://www.econbiz.de/10009241308
Saved in:
35
Transfer risk under Basel Pillar 1
Agarwal, Amit
;
Harrald, Paul
;
Kan, Yin Yee
;
Thompson, Peter
- In:
The journal of credit risk : published quarterly by …
7
(
2011/12
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10009241309
Saved in:
36
Asset correlations for credit card defaults
Crook, Jonathan N.
;
Bellotti, Tony
-
2009
Persistent link: https://www.econbiz.de/10003967353
Saved in:
37
Credit market competition and capital regulation
Allen, Franklin
;
Carletti, Elena
;
Marquez, Robert
-
2009
Persistent link: https://www.econbiz.de/10003967357
Saved in:
38
Estimating EAD for retail exposures for Basel II purposes
Valvonis, Vytautas
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003745402
Saved in:
39
Competitive effects of Basel II on US bank credit card lending
Lang, William W.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003790594
Saved in:
40
The welfare cost of bank capital requirements
Heuvel, Skander van den
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003526052
Saved in:
41
The rocky road to implementation of Basel II in the United States
Herring, Richard J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003586257
Saved in:
42
Conflicts between home & host country prudential supervisors
Herring, Richard J.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003586261
Saved in:
43
Liquidity risk management
Goodhart, Charles A. E.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003586268
Saved in:
44
What we know, don't know and can't know about bank risk : a view from the trenches
Kuritzkes, Andrew
(
contributor
);
Schuermann, Til
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003290098
Saved in:
45
Credit market competition and capital regulation
Allen, Franklin
(
contributor
);
Carletti, Elena
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003182421
Saved in:
46
Notes on optimal capital regulation
Gale, Douglas
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002962241
Saved in:
47
The Basel 2 approach to bank operational risk : regulation on the wrong track
Herring, Richard J.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002973847
Saved in:
48
What do we know about loss given default?
Schuermann, Til
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944584
Saved in:
49
Risk measurement, risk management and capital adequacy in financial conglomerates
Kuritzkes, Andrew
(
contributor
);
Schuermann, Til
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754461
Saved in:
50
Capital adequacy regulation : in search of a rationale
Allen, Franklin
(
contributor
);
Gale, Douglas
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001754505
Saved in:
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