Der Klimawandel birgt sowohl Risiken für den Wert unterschiedlicher Finanzanlagen als auch die Stabilität des …

We study the credit risk of banks in Germany from lending to non-financial firms. We model changes in Expected Credit … individual loans as the unit of observation (AnaCredit). We present new approaches to modeling two well-known credit risk … employ machine learning algorithms to impute missing default probabilities. With the help of these credit risk parameters, we …

combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model …

Using a unique data set on German banks' loans to the German real economy, we investigate banks' credit risk. This data … banks, this percentage is less than eight percent. -- Credit risk ; systematic risk ; maturity ; stress tests …

combine a credit risk stress test which simulates credit impairments via a CreditMetrics type multi-factor portfolio model …

Using a unique data set on German banks' loans to the German real economy, we investigate banks' credit risk. This data …

Using a unique data set on German banks' loans to the German real economy, we investigate banks' credit risk. This data …