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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"
~subject:"Credit derivative"
~subject:"Unternehmensanleihe"
~subject:"Wahrscheinlichkeitsrechnung"
~subject:"credit risk"
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Search: subject_exact:"Kreditwürdigkeit"
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Credit derivative
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
Regressionsanalyse
7
Estimation
6
Forecasting model
6
Kreditderivat
6
Prognoseverfahren
6
Rating agency
6
Ratingagentur
6
Schätzung
6
Corporate bond
5
credit ratings
5
Anleihe
3
Bond
3
Consumer credit
3
Portfolio selection
3
Portfolio-Management
3
Probability theory
3
Verbraucherkredit
3
logistic regression
3
probability of default
3
Ankündigungseffekt
2
Announcement effect
2
Artificial intelligence
2
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13
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19
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Abad, Pilar
1
Ahmadi, Abbas
1
Alanis, Emmanuel
1
Altman, Edward I.
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Arakelyan, Armen
1
Barone, Gaia
1
Berg, Tobias
1
Breeden, Joseph L.
1
Chava, Sudheer
1
Duca, Eric
1
Díaz Pérez, Antonio
1
Entrop, Oliver
1
Guo, Nan
1
Gupta, Manoj K.
1
Jakob, Kevin
1
Kiesel, Florian
1
Kritzinger, Nico
1
Lando, David
1
Lehnert, Thorsten
1
Li, Lingfei
1
Lim, Hyoungjoo
1
Mali, Dafydd
1
Mortensen, Allan
1
Neske, Frederick
1
Nguyen, Ha-thu
1
Robles, M. Dolores
1
Salvador, Carlos
1
Schiemert, Richard
1
Shah, Agam
1
Sharma, Deepika
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Tanoue, Yuta
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Vahid, Parastoo Rafiee
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Vashistha, Ashutosh
1
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1
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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
18
The journal of fixed income
11
Risks : open access journal
10
NBER working paper series
8
Journal of financial economics
7
Journal of international money and finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
Journal of money, credit and banking : JMCB
6
The journal of finance : the journal of the American Finance Association
6
The journal of risk model validation
6
The review of financial studies
6
International review of economics & finance : IREF
5
Journal of risk management in financial institutions
5
Working paper / National Bureau of Economic Research, Inc.
5
Working papers / Bank for International Settlements
5
Discussion paper / Centre for Economic Policy Research
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets, finance and trade : EMFT
4
International journal of theoretical and applied finance
4
International review of financial analysis
4
Journal of risk and financial management : JRFM
4
Journal of the Operational Research Society : OR
4
NBER Working Paper
4
Pacific-Basin finance journal
4
Review of finance : journal of the European Finance Association
4
Review of quantitative finance and accounting
4
The European journal of finance
4
The accounting review : a publication of the American Accounting Association
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of corporate finance : contracting, governance and organization
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics letters
3
CFS working paper series
3
Cogent economics & finance
3
Discussion Paper Series 2
3
Discussion papers / CEPR
3
Documentos de trabajo / Banco de España
3
Dresdner Beiträge zu quantitativen Verfahren
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ECONIS (ZBW)
21
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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
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
5
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
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
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:
9
Understanding urated bond issuance
Arakelyan, Armen
;
Duca, Eric
;
Salvador, Carlos
-
2016
Persistent link: https://www.econbiz.de/10011547425
Saved in:
10
The influence of firm efficiency on agency credit ratings
Mali, Dafydd
;
Lim, Hyoungjoo
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10012100571
Saved in:
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