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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:"Unternehmensanleihe"
~subject:"Wahrscheinlichkeitsrechnung"
~subject:"credit risk"
~subject:"probability of default"
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Unternehmensanleihe
Wahrscheinlichkeitsrechnung
credit risk
probability of default
Credit rating
49
Kreditwürdigkeit
49
Credit risk
35
Kreditrisiko
35
Insolvency
16
Insolvenz
16
Theorie
13
Theory
13
credit scoring
10
Bank lending
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Kreditgeschäft
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Financial services
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Finanzdienstleistung
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Credit derivative
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Kreditderivat
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credit ratings
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Probability theory
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logistic regression
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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
10
Risks : open access journal
10
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of fixed income
7
The journal of risk model validation
7
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
7
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
Journal of financial economics
5
Journal of risk and financial management : JRFM
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
International review of financial analysis
4
Journal of the Operational Research Society : OR
4
Pacific-Basin finance journal
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
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
Dresdner Beiträge zu quantitativen Verfahren
3
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
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Finance research letters
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 financial markets, institutions & money
3
Journal of international money and finance
3
NBER Working Paper
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Review of Pacific Basin financial markets and policies
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ECONIS (ZBW)
18
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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
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:
5
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:
6
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:
7
Understanding urated bond issuance
Arakelyan, Armen
;
Duca, Eric
;
Salvador, Carlos
-
2016
Persistent link: https://www.econbiz.de/10011547425
Saved in:
8
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:
9
A statistical technique to enhance application scorecard monitoring
Kritzinger, Nico
;
Van Vuuren, Gary
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 45-71
Persistent link: https://www.econbiz.de/10012100624
Saved in:
10
Nonlinear relationships in a logistic model of default for a high-default installment portfolio
Lohmann, Christian
;
Ohliger, Thorsten
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10011885465
Saved in:
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