//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working papers / Financial Institutions Center"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~person:"Löderbusch, Matthias"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Basel-II-Abkommen"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Basel Accord
2
Basler Akkord
2
Credit risk
2
Kreditrisiko
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
Bank lending
1
Kreditgeschäft
1
Loss
1
Multivariate Verteilung
1
Multivariate distribution
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Verlust
1
asymptotic single risk factor (ASRF) model
1
copula
1
credit risk
1
downturn exposure at default (EAD)
1
downturn loss given default (LGD)
1
nested copula
1
portfolio credit risk model
1
sector-type credit portfolio models
1
stochastic loss given default (LGD)
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Löderbusch, Matthias
Herring, Richard J.
10
Schuermann, Til
8
Allen, Franklin
3
Berger, Allen N.
2
Bouwman, Christa H. S.
2
Carletti, Elena
2
Gale, Douglas
2
Goodhart, Charles A. E.
2
Kick, Thomas
2
Kuritzkes, Andrew
2
Maciag, Jakob
2
Marquez, Robert
2
Schaeck, Klaus
2
Agarwal, Amit
1
Ames, Mark
1
Batiz-Zuk, Enrique
1
Bellotti, Tony
1
Bonini, Stefano
1
Boyson, Nicole M.
1
Caivano, Giuliana
1
Canals-Cerdá, José J.
1
Carmassi, Jacopo
1
Chen, Heng Z.
1
Christodoulakis, George A.
1
Crook, Jonathan N.
1
Ebert, Sebastian
1
Einemann, Michael
1
Eleftherios, Vlachostergios
1
Engle, Robert F.
1
Fahlenbrach, Rüdiger
1
Finger, Christopher C.
1
Greve, Christian
1
Hahnenstein, Lutz
1
Harrald, Paul
1
Heuvel, Skander van den
1
Huang, Haohan
1
Huang, Huaxiong
1
Jobst, Rainer
1
Kalkbrener, Michael
1
more ...
less ...
Published in...
All
Working papers / Financial Institutions Center
The journal of credit risk : published quarterly by Incisive Media
Review of managerial science : RMS
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->