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Journal of money, credit and banking : JMCB
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
190
IMF country report
127
IMF working papers
96
IMF staff country report
93
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ECONIS (ZBW)
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1
The fundamental review of the trading book : implications for portfolio and risk management in the banking sector
McCullagh, Orla
;
Cummins, Mark
;
Killian, Sheila
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
7
,
pp. 1785-1816
Persistent link: https://www.econbiz.de/10014436097
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2
Calibrating the magnitude of the countercyclical capital buffer using market-based stress tests
Oordt, Maarten R. C. van
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
2/3
,
pp. 465-501
Persistent link: https://www.econbiz.de/10014305980
Saved in:
3
A note of caution on quantifying banks' recapitalization effects
Schmidt, Kirsten
;
Noth, Felix
;
Tonzer, Lena
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
4
,
pp. 1123-1133
Persistent link: https://www.econbiz.de/10013281388
Saved in:
4
Understanding bank and nonbank credit cycles : a structural exploration
Durdu, Ceyhun Bora
;
Zhong, Molin
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
1
,
pp. 103-142
Persistent link: https://www.econbiz.de/10014305901
Saved in:
5
Liquidity requirements, free-riding, and the implications for financial stability evidence from the early 1900s
Carlson, Mark
;
Jaremski, Matthew
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
1
,
pp. 323-341
Persistent link: https://www.econbiz.de/10014305970
Saved in:
6
A dilemma between liquidity regulation and monetary policy : some history and theory
Monnet, Eric
;
Vari, Miklos
- In:
Journal of money, credit and banking : JMCB
55
(
2023
)
4
,
pp. 915-944
Persistent link: https://www.econbiz.de/10014306168
Saved in:
7
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:
8
Evaluating regulatory reform : banks' cost of capital and lending
Kovner, Anna
;
Van Tassel, Peter
- In:
Journal of money, credit and banking : JMCB
54
(
2022
)
5
,
pp. 1313-1367
Persistent link: https://www.econbiz.de/10013466155
Saved in:
9
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:
10
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
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11
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:
12
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
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13
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
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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
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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
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17
Liquidity provision, bank capital, and the macroeconomy
Gorton, Gary
;
Winton, Andrew
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
1
,
pp. 5-37
Persistent link: https://www.econbiz.de/10011707974
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18
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
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19
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:
20
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:
21
Bank capital regulation of trading portfolios : an assessment of the Basel framework
Alexander, Gordon J.
;
Baptista, Alexandre M.
- In:
Journal of money, credit and banking : JMCB
49
(
2017
)
4
,
pp. 603-634
Persistent link: https://www.econbiz.de/10011946421
Saved in:
22
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
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23
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:
24
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:
25
Capital regulation and competition as a moderator for banking stability
Schliephake, Eva
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
8
,
pp. 1787-1814
Persistent link: https://www.econbiz.de/10011707955
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26
Optimal bank transparency
Moreno, Diego
;
Takalo, Tuomas
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
1
,
pp. 203-231
Persistent link: https://www.econbiz.de/10011516518
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27
Jointly optimal regulation of bank capital and liquidity
Walther, Ansgar
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
2/3
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011516552
Saved in:
28
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:
29
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
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30
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:
31
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:
32
Liquidity coinsurance and bank capital
Castiglionesi, Fabio
;
Feriozzi, Fabio
;
Lóránth, Gyöngyi
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
2/3
,
pp. 409-443
Persistent link: https://www.econbiz.de/10010464090
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33
Does macro-prudential regulation leak? : evidence from a UK policy experiment
Aiyar, Shekhar
;
Calomiris, Charles W.
;
Wieladek, Tomasz
- In:
Journal of money, credit and banking : JMCB
46
(
2014
),
pp. 181-213
Persistent link: https://www.econbiz.de/10010465071
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34
The interaction between capital requirements and monetary policy
Angelini, Paolo
;
Neri, Stefano
;
Panetta, Fabio
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
6
,
pp. 1073-1112
Persistent link: https://www.econbiz.de/10010466645
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35
An experimental analysis of contingent capital with market-price triggers
Davis, Douglas D.
;
Korenok, Oleg
;
Prescott, Edward Simpson
- In:
Journal of money, credit and banking : JMCB
46
(
2014
)
5
,
pp. 999-1033
Persistent link: https://www.econbiz.de/10010466679
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36
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:
37
Bank capital : lessons from the financial crisis
Demirgüç-Kunt, Asli
;
Detragiache, Enrica
;
Merrouche, …
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
6
,
pp. 1147-1164
Persistent link: https://www.econbiz.de/10010197526
Saved in:
38
The real effects of financial sector interventions during crises
Laeven, Luc
;
Valencia, Fabian
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
1
,
pp. 147-177
Persistent link: https://www.econbiz.de/10009715100
Saved in:
39
Bank capital regulation and structured finance
Martin, Antoine
;
Parigi, Bruno
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
1
,
pp. 87-119
Persistent link: https://www.econbiz.de/10009715110
Saved in:
40
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:
41
Strategic effects of regulatory capital requirements in imperfect banking competition
Schliephake, Eva
;
Kirstein, Roland
- In:
Journal of money, credit and banking : JMCB
45
(
2013
)
4
,
pp. 675-700
Persistent link: https://www.econbiz.de/10009759984
Saved in:
42
The impact of the 2007 liquidity shock on bank jumbo mortgage lending
Calem, Paul Seth
;
Covas, Francisco
;
Wu, Jason
- In:
Journal of money, credit and banking : JMCB
45
(
2013
),
pp. 59-91
Persistent link: https://www.econbiz.de/10010222570
Saved in:
43
The effect of bank failures on economic activity : evidence from US states in the early 20th century
Ramirez, Carlos D.
;
Shively, Philip A.
- In:
Journal of money, credit and banking : JMCB
44
(
2012
)
2/3
,
pp. 433-455
Persistent link: https://www.econbiz.de/10009575292
Saved in:
44
Macroeconomic shocks and banking regulation
Dewatripont, Mathias
;
Tirole, Jean
- In:
Journal of money, credit and banking : JMCB
44
(
2012
),
pp. 237-254
Persistent link: https://www.econbiz.de/10009693544
Saved in:
45
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:
46
Dynamic prudential regulation : is prompt corrective action optimal?
Shim, Ilhyock
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
8
,
pp. 1625-1661
Persistent link: https://www.econbiz.de/10009388984
Saved in:
47
Subordinated debt, market discipline, and bank risk
Chen, Yehning
;
Hasan, Iftekhar
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
6
,
pp. 1043-1072
Persistent link: https://www.econbiz.de/10009349333
Saved in:
48
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:
49
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:
50
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
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