Powered by OpenAIRE graph
Found an issue? Give us feedback
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/ SSRN Electronic Jour...arrow_drop_down
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
SSRN Electronic Journal
Article
Data sources: UnpayWall
Research Papers in Economics
Preprint . 2004
Full-Text: https://www.econstor.eu/bitstream/10419/19728/1/200401dkp_b.pdf
Data sources: Research Papers in Economics
University of Regensburg Publication Server
Report . 2004
Full-Text: https://epub.uni-regensburg.de/8235/1/hamerle2.pdf
Data sources: University of Regensburg Publication Server
SSRN Electronic Journal
Article . 2004 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.5283/epu...
Book . 2004
Data sources: Datacite
EconStor
Research . 2004
Data sources: EconStor
 View all 5 versions
Claim

Forecasting Credit Portfolio Risk

descriptionPublicationkeyboard_double_arrow_right Article , Book , Research , Preprint , Report 01 Jan 2004 Germany English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Hamerle, Alfred; Liebig, Thilo; Scheule, Harald;

doi: 10.2139/ssrn.2793953 , 10.5283/epub.8235

handle: 10419/19728

Forecasting Credit Portfolio Risk

Abstract

Elektronische Ressource

Country
Germany
Related Organizations
Keywords

logit model, default probability, credit risk, asset correlation, 310 Statistik, Kreditrisiko, Prognoseverfahren, Deutschland, Makroökonomischer Einfluss, bank regulation, Portfolio-Management, ddc:330, 330 Wirtschaft, ddc:310, default correlation, asset correlation,bank regulation,Basel II,credit risk,default correlation,default probability,logit model,probit model, C41, Basel II, probit model, G21, asset correlation, bank regulation, Basel II, credit risk, default correlation, default probability, logit model, probit model, time-discrete hazard rate, C23, Schätzung, jel: jel:C41, jel: jel:C23, jel: jel:G21

  • BIP!
    Impact byBIP!
    selected citations
    These citations are derived from selected sources.
    This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 11
    popularity
    This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
    		 Top 10%
    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
    		 Top 10%
    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
    		 Average
    OpenAIRE UsageCounts
    Usage byUsageCounts
    visibility views 46
    download downloads 101
  • 46
    views
    101
    downloads
    Powered byOpenAIRE UsageCounts
Powered by OpenAIRE graph
Found an issue? Give us feedback
visibility
download
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
downloads
OpenAIRE UsageCountsDownloads provided by UsageCounts
11
Top 10%
Top 10%
Average
46
101
bronze