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~isPartOf:"Documento de trabajo / Fundación de las Cajas de Ahorros"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~language:"eng"
~subject:"Regressionsanalyse"
~subject:"Unternehmensanleihe"
~subject:"Wahrscheinlichkeitsrechnung"
~subject:"credit risk"
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Regressionsanalyse
Unternehmensanleihe
Wahrscheinlichkeitsrechnung
credit risk
Credit rating
49
Kreditwürdigkeit
49
Credit risk
35
Kreditrisiko
35
Insolvency
16
Insolvenz
16
Theorie
13
Theory
13
credit scoring
10
Bank lending
8
Kreditgeschäft
8
Financial services
7
Finanzdienstleistung
7
Regression analysis
7
Credit derivative
6
Estimation
6
Forecasting model
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Kreditderivat
6
Prognoseverfahren
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Rating agency
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Ratingagentur
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Schätzung
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Corporate bond
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credit ratings
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Anleihe
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Bond
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Consumer credit
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Portfolio selection
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Portfolio-Management
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Probability theory
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Verbraucherkredit
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logistic regression
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probability of default
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Ankündigungseffekt
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Documento de trabajo / Fundación de las Cajas de Ahorros
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
13
Risks : open access journal
11
Journal of the Operational Research Society : OR
8
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of fixed income
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
European journal of operational research : EJOR
6
Journal of money, credit and banking : JMCB
6
NBER working paper series
6
The journal of finance : the journal of the American Finance Association
6
The journal of risk model validation
6
Journal of financial economics
5
Journal of risk management in financial institutions
5
Working paper / National Bureau of Economic Research, Inc.
5
Emerging markets, finance and trade : EMFT
4
Finance research letters
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of corporate finance : contracting, governance and organization
4
Working papers / Bank for International Settlements
4
Applied economics
3
Applied economics letters
3
Cogent economics & finance
3
Discussion Paper Series 2
3
Discussion papers / CEPR
3
Documentos de trabajo / Banco de España
3
Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
European financial management : the journal of the European Financial Management Association
3
International journal of economics and finance
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International journal of finance & economics : IJFE
3
International journal of theoretical and applied finance
3
Journal of financial stability
3
Journal of international money and finance
3
NBER Working Paper
3
Research in international business and finance
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ECONIS (ZBW)
22
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1
Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of defau...
Wosnitza, Jan Henrik
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 75-103
Persistent link: https://www.econbiz.de/10014488513
Saved in:
2
Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel
;
Chava, Sudheer
;
Shah, Agam
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 77-110
Persistent link: https://www.econbiz.de/10014488911
Saved in:
3
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
Saved in:
4
Generalized additive modeling of the credit risk of Korean personal bank loans
Kim, Young Ah
;
Moffatt, Peter G.
;
Peters, Simon A.
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 77-103
Persistent link: https://www.econbiz.de/10013549664
Saved in:
5
A joint model of failures and credit ratings
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
;
Pichler, Stefan
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
Saved in:
6
A survey of machine learning in credit risk
Breeden, Joseph L.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 1-62
Persistent link: https://www.econbiz.de/10012816867
Saved in:
7
Review of credit risk and credit scoring models based on computing paradigms in financial institutions
Sharma, Deepika
;
Vashistha, Ashutosh
;
Gupta, Manoj K.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 63-77
Persistent link: https://www.econbiz.de/10012816875
Saved in:
8
The effect of customer segmentation, borrower behaviors and analytical methods on the performance of credit scoring models in the agribusiness sector
Lazo, Daniela
;
Calabrese, Raffaella
;
Bravo, Cristián
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
4
,
pp. 119-156
Persistent link: https://www.econbiz.de/10012494774
Saved in:
9
Covid-19 and the credit cycle
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012298985
Saved in:
10
Understanding urated bond issuance
Arakelyan, Armen
;
Duca, Eric
;
Salvador, Carlos
-
2016
Persistent link: https://www.econbiz.de/10011547425
Saved in:
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