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1
Intertemporal forecasts of defaulted bond recoveries and portfolio losses
Kalotay, Egon A.
;
Altman, Edward I.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 433-463
Persistent link: https://www.econbiz.de/10011778628
Saved in:
2
A dimension reduction approach for
loss
valuation in credit risk modeling
He, Jian
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10014521382
Saved in:
3
Optimal loan
loss
provisions and welfare
Tayler, William J.
;
Zilberman, Roy
- In:
Journal of macroeconomics
69
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013274636
Saved in:
4
From incurred
loss
to current expected credit
loss
: a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
Canals-Cerdá, José J.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
4
,
pp. 43-83
Persistent link: https://www.econbiz.de/10012494772
Saved in:
5
Asymmetric loan
loss
provision models
Basu, Sudipta
;
Vitanza, Justin
;
Wang, Wei
- In:
Journal of accounting & economics
70
(
2020
)
2/3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10012494843
Saved in:
6
Modeling
loss
given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
7
Loss
given default decomposition using mixture distributions of in-default events
Starosta, Wojciech
- In:
European journal of operational research : EJOR
292
(
2021
)
3
,
pp. 1187-1199
Persistent link: https://www.econbiz.de/10012502433
Saved in:
8
Bank loan
loss
accounting and its contracting effects : the new expected
loss
models
Giner Inchausti, Begoña
;
Mora, Araceli
- In:
Accounting and business research
49
(
2019
)
6
,
pp. 726-752
Persistent link: https://www.econbiz.de/10012226083
Saved in:
9
A limit distribution of credit portfolio losses with low default probabilities
Shi, Xiaojun
;
Tang, Qihe
;
Yuan, Zhongyi
- In:
Insurance / Mathematics & economics
73
(
2017
),
pp. 156-167
Persistent link: https://www.econbiz.de/10011702063
Saved in:
10
Estimating credit risk parameters using ensemble learning methods : an empirical study on
loss
given default
Sun, Han Sheng
;
Jin, Zi
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 43-69
Persistent link: https://www.econbiz.de/10011643773
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