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2022 |
Guo, Nan |
| Generalized additive modeling of the credit risk of Korean personal bank loans
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2022 |
Kim, Young Ah |
| Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
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2022 |
Jakob, Kevin |
| How a credit run affects asset correlation
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2022 |
Imanto, Christopher Paulus |
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2022 |
Lou, Wujiang |
| A three-factor hazard rate model for single-name credit default swap pricing
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2022 |
Zhong, Yangfan |
| An effective credit rating method for corporate entities using machine learning
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2022 |
Sun, Hansheng |
| Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process Calculations
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2022 |
Witzany, Jiří |
| Risks of long-term auto loans
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2022 |
Guo, Zhengfeng |
| Sovereign probabilities of default in the euro area
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2022 |
Jobst, Rainer |
| Dynamic initial margin estimation based on quantiles of Johnson distributions
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2022 |
McWalter, Thomas A. |
| Merton's model with recovery risk
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2022 |
Cohen, Albert |
| Ensemble methods for credit scoring of Chinese peer-to-peer loans
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2021 |
Cao, Wei |
| Forecasting consumer credit recovery failure : classification approaches
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2021 |
Kim, Hyeongjun |
| Three ways to improve the systemic risk analysis of the Central and Eastern European region using SRISK and CoVaR
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2021 |
Karaś, Marta |
| A survey of machine learning in credit risk
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2021 |
Breeden, Joseph L. |
| Customer churn prediction for commercial banks using customer-value-weighted machine learning models
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2021 |
Wu, Zongxiao |
| Agency problems in multinational banks : does parent complexity affect the risk-taking of subsidiaries?
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2021 |
Gajewski, Krzysztof |
| Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
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2021 |
Kratochwill, Michael |
| A joint model of failures and credit ratings
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2021 |
Hirk, Rainer |
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