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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Bankrisiko"
~subject:"Estimation"
~subject:"Risk"
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Bankrisiko
Estimation
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Insolvency
51
Insolvenz
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Credit risk
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Kreditrisiko
45
Theorie
22
Theory
22
Credit rating
16
Kreditwürdigkeit
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Forecasting model
14
Prognoseverfahren
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Financial services
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credit risk
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loss given default (LGD)
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Consumer credit
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Risikoprämie
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Schätzung
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Stochastischer Prozess
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Verbraucherkredit
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credit scoring
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Burgt, Marco van der
1
Chikodza, Eriyoti
1
Fenner, Arved
1
Gumbo, Victor
1
Lohmann, Christian
1
Matenda, Frank Ranganai
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Montesi, Giuseppe
1
Ohliger, Thorsten
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Papiro, Giovanni
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Sibanda, Mabutho
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
29
Working paper / National Bureau of Economic Research, Inc.
21
Journal of financial economics
17
Discussion paper / Centre for Economic Policy Research
14
NBER working paper series
14
Finance research letters
12
NBER Working Paper
12
International review of financial analysis
11
Applied economics
10
Finance and economics discussion series
10
Insurance / Mathematics & economics
10
Journal of financial stability
10
The journal of finance : the journal of the American Finance Association
10
Working paper
10
The journal of corporate finance : contracting, governance and organization
9
Review of quantitative finance and accounting
8
The journal of fixed income
8
European journal of operational research : EJOR
7
International review of economics & finance : IREF
7
Journal of business research : JBR
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Risks : open access journal
7
ZEW discussion papers
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Applied economics letters
6
Economic modelling
6
International journal of economics and financial issues : IJEFI
6
Journal of risk and financial management : JRFM
6
Pacific-Basin finance journal
6
CESifo working papers
5
Discussion paper
5
International journal of economics and finance
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Journal of financial services research : JFSR
5
Journal of international financial markets, institutions & money
5
Journal of international money and finance
5
RIETI discussion paper
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Review of finance : journal of the European Finance Association
5
Small business economics : an entrepreneurship journal
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The journal of real estate finance and economics
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ECONIS (ZBW)
6
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1
Credit contagion risk in German auto loans
Fenner, Arved
;
Vollmar, Steffen
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
4
,
pp. 59-99
Persistent link: https://www.econbiz.de/10014490061
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2
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:
3
Does economic policy uncertainty exacerbate corporate financial distress risk?
Sun, Jie
;
Yin, Fangyuan
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 71-99
Persistent link: https://www.econbiz.de/10013185693
Saved in:
4
Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Saved in:
5
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:
6
Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe
;
Papiro, Giovanni
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
3
,
pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
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