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 |
Stressed distance to default and default risk
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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 |
Repo haircuts and economic capital : a theory of repo pricing
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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 |
Covid-19 and the credit cycle : 2020 revisited and 2021 outlook
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2021 |
Altman, Edward I. |
Incorporating small-sample defaults history in loss given default models
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2021 |
Ptak-Chmielewska, Aneta |
Explaining credit ratings through a perpetual-debt structural model
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2021 |
Barone, Gaia |
Small and medium-sized enterprises that borrow from "alternative" lenders in the United Kingdom : who are they?
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2021 |
Sabato, Gabriele |
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
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2021 |
Umeorah, Nneka |
Review of credit risk and credit scoring models based on computing paradigms in financial institutions
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2021 |
Sharma, Deepika |
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 |