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A simple model of credit contagion
Egloff, Daniel; Leippold, Markus; Vanini, Paolo - In: Journal of banking & finance 31 (2007) 8, pp. 2475-2492
Persistent link: https://www.econbiz.de/10003522957
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A new goodness-of-fit test for event forecasting and its application to credit defaults
Blöchlinger, Andreas; Leippold, Markus - In: Management science : journal of the Institute for … 57 (2011) 3, pp. 487-505
Persistent link: https://www.econbiz.de/10008988418
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A leverage ratio rule for capital adequacy
Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
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Financial constraints of private firms and bank lending behavior
Behr, Patrick; Norden, Lars; Noth, Felix - In: Journal of banking & finance 37 (2013) 9, pp. 3472-3485
Persistent link: https://www.econbiz.de/10010126386
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The effect of information sharing between lenders on access to credit, cost of credit and loan performance : evidence from a credit registry introduction
Behr, Patrick; Sonnekalb, Simon - In: Journal of banking & finance 36 (2012) 11, pp. 3017-3032
Persistent link: https://www.econbiz.de/10009672994
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Optimal credit limit management under different information regimes
Leippold, Markus; Vanini, Paolo; Ebnoether, Silvan - In: Journal of banking & finance 30 (2006) 2, pp. 463-487
Persistent link: https://www.econbiz.de/10003291292
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Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Credit risk models and management, (pp. 333-374). 2004
Persistent link: https://www.econbiz.de/10002432611
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Practical usage of credit risk models in loan portfolio and counterparty exposure management: an update
Jarrow, Robert A.; Deventer, Donald R. van - In: Credit risk models and management, (pp. 573-597). 2004
Persistent link: https://www.econbiz.de/10002433486
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The intersection of market and credit risk
Jarrow, Robert A.; Turnbull, Stuart M. - In: Journal of banking & finance 24 (2000) 1/2, pp. 271-299
Persistent link: https://www.econbiz.de/10001432993
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Did government regulations lead to inflated credit ratings?
Behr, Patrick; Kisgen, Darren J.; Taillard, Jérôme P. - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1034-1054
Persistent link: https://www.econbiz.de/10011847126