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Credit portfolios: What defines risk horizons and risk measurement?. (2007). vanini, paolo ; Ebnother, Silvan.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:31:y:2007:i:12:p:3663-3679.

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Cited: 9

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  1. An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145.

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  2. Measuring expected time to default under stress conditions for corporate loans. (2019). Serwa, Dobromił ; Gorajski, Mariusz ; Woko, Zuzanna.
    In: Empirical Economics.
    RePEc:spr:empeco:v:57:y:2019:i:1:d:10.1007_s00181-018-1435-6.

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  3. Measuring expected time to default under stress conditions for corporate loans. (2016). Serwa, Dobromił ; Górajski, Mariusz ; Gorajski, Mariusz ; Woko, Zuzanna .
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:237.

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  4. Analytical View on the Financial and Social Stability within the Euro Area: Empirical Evidence from Slovakia. (2016). Kiselakova, Dana ; Soltes, Miroslava ; Sofrankova, Beata .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-04-46.

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  5. ANALYSIS OF BANKING BUSINESS AND ITS IMPACT ON FINANCIAL STABILITY OF ECONOMIES IN EURO AREA The main objective of this article is to investigate banking business and analyze factors affecting financi. (2013). Kiseak, Alexander ; Kiseakova, Dana .
    In: Polish Journal of Management Studies.
    RePEc:pcz:journl:v:8:y:2013:i:1:p:121-131.

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  6. Risk Management Practices by Barbadian Banks. (2013). Kellman, Angela ; Wood, Anthony.
    In: International Journal of Business and Social Research.
    RePEc:lrc:larijb:v:3:y:2013:i:5:p:22-33.

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  7. Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter .
    In: MPRA Paper.
    RePEc:pra:mprapa:30507.

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  8. Corporate trade credit and inventories: New evidence of a trade-off from accounts payable and receivable. (2009). Mizen, Paul ; Mateut, Simona ; Bougheas, Spiros.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:2:p:300-307.

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References

References cited by this document

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Cocites

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  2. The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel.
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  3. Quantifying Risk in Traditional Energy and Sustainable Investments. (2019). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio.
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  5. Comparative and qualitative robustness for law-invariant risk measures. (2014). Schied, Alexander ; Kratschmer, Volker ; Zahle, Henryk.
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  6. Optimal risk transfer under quantile-based risk measurers. (2013). Badescu, Alexandru M. ; Verdonck, Tim ; Asimit, Alexandru V..
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  8. The connection between distortion risk measures and ordered weighted averaging operators. (2012). Merigó, José M. ; Guillen, Montserrat ; Belles-Sampera, Jaume ; Santolino, Miguel ; Merigo, Jose M..
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  9. Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. (2011). Shapiro, Alexander ; Chun, So Yeon ; Uryasev, Stan.
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