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Estimating probabilities of default for German savings banks and credit cooperatives. (2004). Porath, Daniel .
In: Discussion Paper Series 2: Banking and Financial Studies.
RePEc:zbw:bubdp2:4255.

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Cited: 7

Citations received by this document

Cites: 2

References cited by this document

Cocites: 50

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Coauthors: 0

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  1. .

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  2. An early warning system for less significant Italian banks. (2019). Ferriani, Fabrizio ; Cornacchia, Wanda ; Pisanti, Francesco ; Guarino, Francesco ; Ferrara, Eliana ; Farroni, Paolo.
    In: Questioni di Economia e Finanza (Occasional Papers).
    RePEc:bdi:opques:qef_480_19.

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  3. Examining the relationship between default risk and efficiency in Islamic and conventional banks. (2016). Saeed, Momna ; Izzeldin, Marwan.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:132:y:2016:i:s:p:127-154.

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  4. Corporate credit default models: a mixed logit approach. (2013). Ronnberg, Michael ; Kukuk, Martin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:3:p:467-483.

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  5. Estimating probabilities of default for German savings banks and credit cooperatives. (2006). Porath, Daniel .
    In: Schmalenbach Business Review (sbr).
    RePEc:sbr:abstra:v:58:y:2006:i:3:p:214-233.

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  6. Accounting for distress in bank mergers. (2005). Kool, Clemens ; Koetter, Michael ; Heid, Frank ; Bos, J. ; Porath, Daniel ; Kool, Clemens J. M., ; Kolari, James W..
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:4264.

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  7. Evaluating the German Bank Merger Wave. (2005). Koetter, Michael.
    In: Working Papers.
    RePEc:use:tkiwps:0516.

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References

References cited by this document

  1. 1 2004 Forecasting Credit Portfolio Risk A. Hamerle, T. Liebig, H. Scheule

  2. 837-845. Deutsche Bundesbank, 2004, Banking statistics, Statistical supplement to the Monthly Report
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Dynamic Stress Testing: The Framework for Assessing the Resilience of the Banking Sector Used by the Czech National Bank. (2013). Seidler, Jakub ; Konecny, Tomas ; Jakubík, Petr ; Gersl, Adam ; Jakubik, Petr .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:6:p:505-536.

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  2. Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia. (2013). Jakubík, Petr ; Fungáčová, Zuzana ; Jakubik, Petr ; Fungacova, Zuzana .
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:63:y:2013:i:1:p:87-105.

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  3. Non-performing loans: what matters in addition to the economic cycle?. (2013). Piloiu, Anamaria ; Jakubík, Petr ; Beck, Roland ; Jakubik, Petr .
    In: Working Paper Series.
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  4. Bank Stress Tests as an Information Device for Emerging Markets: The Case of Russia. (2012). Jakubík, Petr ; Fungáčová, Zuzana ; Fungaeova, Zuzana .
    In: Working Papers IES.
    RePEc:fau:wpaper:wp2012_04.

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  5. Macroeconomic fluctuations and corporate financial fragility. (2012). DE BANDT, OLIVIER ; Bruneau, C. ; Elamri, W. ; El Amri, W..
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:8:y:2012:i:4:p:219-235.

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  6. Dynamic Stress Testing: The Framework for Testing Banking Sector Resilience Used by the Czech National Bank. (2012). Seidler, Jakub ; Konecny, Tomas ; Jakubík, Petr ; Gersl, Adam.
    In: Working Papers.
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  7. Banks� balance sheets and the macroeconomy in the Bank of Italy Quarterly Model. (2012). Pisani, Massimiliano ; Notarpietro, Alessandro ; Nicoletti, Giulio ; Miani, Claudia .
    In: Questioni di Economia e Finanza (Occasional Papers).
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  8. Assessing probabilities of financial distress of banks in UAE. (2011). Rao, Ananth ; Bah, Rahim ; Zaki, Ehab .
    In: International Journal of Managerial Finance.
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  9. ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK. (2009). Trenca, Ioan ; Dézsi-Benyovszki, Annamária ; Anamaria, Benyovszki ; Ioan, Trenca .
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  10. Macroeconomic efault Modeling and Stress Testing. (2009). Simons, Dietske ; Rolwes, Ferdinand .
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:3:a:6.

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  11. Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics. (2009). Bonfim, Diana.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:2:p:281-299.

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  12. Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling. (2007). cipollini, andrea ; missaglia, giuseppe.
    In: Center for Economic Research (RECent).
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  13. Macroeconomic Environment and Credit Risk (in English). (2007). Jakubík, Petr ; JAKUBK, Petr.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:57:y:2007:i:1-2:p:60-78.

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  14. Credit Risk and the Finnish Economy. (2007). Jakubík, Petr.
    In: Czech Economic Review.
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  15. Fundamentals-Based Estimation of Default Probabilities - A Survey. (2006). Chan-Lau, Jorge A.
    In: IMF Working Papers.
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  16. Incorporating prediction and estimation risk in point-in-time credit portfolio models. (2005). Liebig, Thilo ; Hamerle, Alfred ; Wildenauer, Nicole ; Knapp, Michael.
    In: Discussion Paper Series 2: Banking and Financial Studies.
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  17. Evaluating the German bank merger wave. (2005). Koetter, Michael.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:4267.

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  18. Financial integration and systemic risk. (2005). Fecht, Falko ; Gruner, Hans Peter.
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  19. The eurosystem money market auctions: a banking perspective. (2005). Fecht, Falko ; Craig, Ben ; Bartzsch, Nikolaus.
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  23. Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios. (2005). Kamp, Andreas ; Porath, Daniel ; Pfingsten, Andreas .
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  24. Measurement matters: Input price proxies and bank efficiency in Germany. (2005). Koetter, Michael.
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  43. Estimating probabilities of default for German savings banks and credit cooperatives. (2004). Porath, Daniel .
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:4255.

    Full description at Econpapers || Download paper

  44. Does capital regulation matter for bank behaviour? Evidence for German savings banks. (2004). Stolz, Stephanie ; Heid, Frank ; Porath, Daniel .
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