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Indexed articles:  \\textit{Gundlach, Volker Matthias}, Basics of CreditRisk\\(^+\\), 7-24 [Zbl 1109.91034]  \\textit{Tasche, Dirk}, Capital allocation with CreditRisk\\(^+\\), 25-43 [Zbl 1095.91021]  \\textit{Wieczerkowski, Christian}, Risk factor transformations relating CreditRisk\\(^+\\) and CreditMetrics, 45-68 [Zbl 1095.91041]  \\textit{Haaf, Hermann; Rei\u00df, Oliver; Schoenmakers, John}, Numerically stable computation of CreditRisk\\(^+\\), 69-77 [Zbl 1095.91032]  \\textit{Giese, G\u00f6tz}, Enhanced CreditRisk\\(^+\\), 79-90 [Zbl 1095.91029]  \\textit{Gordy, Michael B.}, Saddlepoint approximation, 91-110 [Zbl 1095.91031]  \\textit{Rei\u00df, Oliver}, Fourier inversion techniques for CreditRisk\\(^+\\), 111-128 [Zbl 1095.91037]  \\textit{Akkaya, Nese; Kurth, Alexandre; Wagner, Armin}, Incorporating default correlations and severity variations, 129-152 [Zbl 1095.91025]  \\textit{Giese, G\u00f6tz}, Dependent risk factors, 153-165 [Zbl 1095.91030]  \\textit{Br\u00f6ker, Frank; Schweizer, Stefan}, Integrating rating migration, 167-185 [Zbl 1095.91507]  \\textit{Binnenhei, Carsten}, An analytic approach to rating transitions, 187-214 [Zbl 1109.91022]  \\textit{Rei\u00df, Oliver}, Dependent sectors and an extension to incorporate market risk, 215-230 [Zbl 1095.91038]  \\textit{Boegelein, Leif; Hamerle, Alfred; Knapp, Michael; R\u00f6sch, Daniel}, Econometric methods for sector analysis, 231-248 [Zbl 1095.91026]  \\textit{Lesko, Michael; Schlottmann, Frank; Vorgrimler, Stephan}, Estimation of sector weights from real-world data, 249-258 [Zbl 1090.91552]  \\textit{Schlottmann, Frank; Seese, Detlef; Lesko, Michael; Vorgrimler, Stephan}, Risk-return analysis of credit portfolios, 259-278 [Zbl 1095.91020]  \\textit{Merino, Sandro; Nyfeler, Mark}, Numerical techniques for determining portfolio credit risk, 279-309 [Zbl 1095.91018]  \\textit{Kluge, Daniel; Lehrbass, Frank B.}, Some remarks on the analysis of asset-backed securities, 311-323 [Zbl 1095.91017]  \\textit{Hellmich, Martin; Steinkamp, Oliver}, Pricing and hedging of structured credit derivatives, 325-362 [Zbl 1109.91024]","type":"string"},"datatype":"string"},"type":"statement","id":"Q1883333$585A05AF-0C3E-4AF6-8F6C-9F6CA483BB44","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"ad4b7258c6800a4438de71775956483d7a484f10","datavalue":{"value":"91-06","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1883333$6CAA2B01-B592-4072-9B4D-78A66BAE2F51","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1883333$FEBD6ABD-CB7D-4282-AE05-AB7E9D303DF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"342a6161f41187e2c595daa41b09cee10ab1ace9","datavalue":{"value":"00B15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1883333$97378600-B6DB-4F55-8521-D1AE03DD011B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1883333$C8B2ED53-16AD-456F-B340-A9F1C2D34DFC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"17b41870f7673d2bf2561812ae929bb7198b9b91","datavalue":{"value":"2107170","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1883333$9E2E9541-F0F6-4D36-A280-EC7E629894EA","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1883333$AE82387E-9B64-48B8-A068-B1721C545EF1","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"CreditRisk\\(^+\\) in the banking industry.","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/CreditRisk%5C(%5E%2B%5C)_in_the_banking_industry."}}}}}