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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~language:"eng"
~subject:"Bond"
~subject:"Firmenkundengeschäft"
~subject:"Kreditrisiko"
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Search: subject_exact:"Kreditwürdigkeit"
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Bond
Firmenkundengeschäft
Kreditrisiko
Credit rating
48
Kreditwürdigkeit
48
Credit risk
35
Insolvency
16
Insolvenz
16
Theorie
13
Theory
13
credit risk
10
credit scoring
10
Bank lending
9
Kreditgeschäft
9
Financial services
7
Finanzdienstleistung
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Regression analysis
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Regressionsanalyse
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Credit derivative
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Estimation
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Forecasting model
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Kreditderivat
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Prognoseverfahren
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Schätzung
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Rating agency
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Ratingagentur
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credit ratings
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Basel Accord
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Basler Akkord
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Consumer credit
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Corporate bond
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Portfolio selection
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Portfolio-Management
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Probability theory
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Unternehmensanleihe
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Verbraucherkredit
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Wahrscheinlichkeitsrechnung
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logistic regression
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probability of default
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Abedin, Mohammad Zoynul
1
Ahmadi, Abbas
1
Alanis, Emmanuel
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Alexandre, Michel
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1
Barone, Gaia
1
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1
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1
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1
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
96
European journal of operational research : EJOR
30
Journal of financial economics
26
International review of financial analysis
25
Finance research letters
24
The journal of fixed income
23
The journal of risk model validation
21
Journal of the Operational Research Society : OR
20
Risks : open access journal
17
CFS working paper series
16
Review of quantitative finance and accounting
16
The accounting review : a publication of the American Accounting Association
16
Finance and economics discussion series
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Research in international business and finance
15
Discussion papers / CEPR
14
Journal of empirical finance
14
Journal of risk management in financial institutions
14
NBER working paper series
14
Discussion paper / Centre for Economic Policy Research
13
International review of economics & finance : IREF
13
Journal of international financial markets, institutions & money
13
Journal of the Operational Research Society
13
Pacific-Basin finance journal
13
The European journal of finance
13
Working paper series / European Central Bank
13
Working papers / Bank for International Settlements
13
Emerging markets, finance and trade : EMFT
12
Journal of international money and finance
12
Agricultural finance review
11
Applied economics letters
11
Financial innovation : FIN
11
Journal of financial services research : JFSR
11
Journal of risk and financial management : JRFM
11
Applied economics
10
NBER Working Paper
10
The financial review : the official publication of the Eastern Finance Association
10
The journal of corporate finance : contracting, governance and organization
10
Working paper
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ECONIS (ZBW)
36
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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
Banking on personality : psychometrics and consumer creditworthiness
Fine, Saul
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 57-75
Persistent link: https://www.econbiz.de/10014488903
Saved in:
3
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:
4
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:
5
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:
6
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:
7
How a credit run affects asset correlation
Imanto, Christopher Paulus
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014546385
Saved in:
8
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:
9
Corporate default risk modeling under distressed economic and financial conditions in a developing economy
Matenda, Frank Ranganai
;
Sibanda, Mabutho
;
Chikodza, Eriyoti
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 89-115
Persistent link: https://www.econbiz.de/10012519965
Saved in:
10
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
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