| An effective credit rating method for corporate entities using machine learning
|
2022 |
Sun, Hansheng |
| Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process Calculations
|
2022 |
Witzany, Jiří |
| Risks of long-term auto loans
|
2022 |
Guo, Zhengfeng |
| Sovereign probabilities of default in the euro area
|
2022 |
Jobst, Rainer |
| Dynamic initial margin estimation based on quantiles of Johnson distributions
|
2022 |
McWalter, Thomas A. |
| Merton's model with recovery risk
|
2022 |
Cohen, Albert |
| A three-factor hazard rate model for single-name credit default swap pricing
|
2022 |
Zhong, Yangfan |
| Stressed distance to default and default risk
|
2022 |
Guo, Nan |
| Generalized additive modeling of the credit risk of Korean personal bank loans
|
2022 |
Kim, Young Ah |
| Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
|
2022 |
Jakob, Kevin |
| How a credit run affects asset correlation
|
2022 |
Imanto, Christopher Paulus |
| Repo haircuts and economic capital : a theory of repo pricing
|
2022 |
Lou, Wujiang |
| A survey of machine learning in credit risk
|
2021 |
Breeden, Joseph L. |
| Customer churn prediction for commercial banks using customer-value-weighted machine learning models
|
2021 |
Wu, Zongxiao |
| Agency problems in multinational banks : does parent complexity affect the risk-taking of subsidiaries?
|
2021 |
Gajewski, Krzysztof |
| Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
|
2021 |
Kratochwill, Michael |
| A joint model of failures and credit ratings
|
2021 |
Hirk, Rainer |
| Corporate default risk modeling under distressed economic and financial conditions in a developing economy
|
2021 |
Matenda, Frank Ranganai |
| Covid-19 and the credit cycle : 2020 revisited and 2021 outlook
|
2021 |
Altman, Edward I. |
| Incorporating small-sample defaults history in loss given default models
|
2021 |
Ptak-Chmielewska, Aneta |
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