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The journal of risk model validation
Journal of banking & finance
526
Finance research letters
286
NBER working paper series
196
Journal of financial stability
195
SpringerLink / Bücher
179
The journal of credit risk : published quarterly by Incisive Media
178
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173
Journal of financial economics
167
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158
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153
International review of financial analysis
151
WPg : Kompetenz schafft Vertrauen
141
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135
International review of economics & finance : IREF
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125
Working paper series / European Central Bank
123
European journal of operational research : EJOR
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Discussion papers / CEPR
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International journal of theoretical and applied finance
115
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IMF working papers
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Finance and economics discussion series
109
Research in international business and finance
108
Journal of international financial markets, institutions & money
107
Review of quantitative finance and accounting
106
Management science : journal of the Institute for Operations Research and the Management Sciences
102
Discussion paper
99
The journal of corporate finance : contracting, governance and organization
98
Discussion paper / Centre for Economic Policy Research
97
The European journal of finance
94
Betriebswirtschaftliche Forschung und Praxis : BFuP
92
Pacific-Basin finance journal
92
Research paper series / Swiss Finance Institute
92
Europäische Hochschulschriften / 5
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ECB Working Paper
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Applied economics letters
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Economic modelling
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Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
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ECONIS (ZBW)
99
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1
AERB : developing AIRB PIT-TTC PD models using external ratings
Chawla, Gaurav
;
Forest, Lawrence R. <Jr.>
;
Aguals, Scott D.
- In:
The journal of risk model validation
9
(
2015
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011449860
Saved in:
2
Addendum to Rubtsov and Petrov (2016) : “A point-in-time–through-the-cycle approach to rating assignment and probability of default calibration”
Pyttlik, Torsten
;
Rubtsov, Mark
;
Petrov, Alexander
- In:
The journal of risk model validation
11
(
2017
)
1
,
pp. 95-97
Persistent link: https://www.econbiz.de/10011671771
Saved in:
3
Forecasting the loss given default of bank loans with a hybrid multilayer LGD model by extending multidimensional signals
Fan, Mengting
;
Mo, Zan
;
Zhao, Qizhi
;
Gao, Hongming
; …
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 37-75
Persistent link: https://www.econbiz.de/10014239847
Saved in:
4
Performance validation of representative sample-balancing methods in loan credit-scoring scenarios
Chen, Ling-Jia
;
Zhang, Runchi
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 77-112
Persistent link: https://www.econbiz.de/10014239852
Saved in:
5
Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei
;
Zhuang, Yaming
;
Wang, Hu
- In:
The journal of risk model validation
16
(
2022
)
4
,
pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
Saved in:
6
Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Cespedes, Juan Carlos Garcia
;
Herrero, Juan Antonio de Juan
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 71-98
Persistent link: https://www.econbiz.de/10003971978
Saved in:
7
Value-at-risk forecasts : a comparison analysis of extreme-value versus classical approaches
Ünal, Gözde
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 59-76
Persistent link: https://www.econbiz.de/10009356742
Saved in:
8
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
9
Addressing the issue of conservatism in probalility of default estimates : a validation tool
Branco, Carlos
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009356785
Saved in:
10
Special issue: Credit portfolio modeling
2011
Persistent link: https://www.econbiz.de/10009356805
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