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Unexpected loss, expected profit, and economic capital : a note on economic capital for credit risk incorporating interest income, expenses, losses, and ROE target
Krebs, Martin; Nippel, Peter - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012487743
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Information risk and credit contagion
Huang, Alex; Cheng, Chiao-ming - In: Finance research letters 10 (2013) 3, pp. 116-123
Persistent link: https://www.econbiz.de/10010222898
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Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: Finance research letters 11 (2014) 2, pp. 131-139
Persistent link: https://www.econbiz.de/10010441202
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Tail event-based sovereign credit risk transmission network during COVID-19 pandemic
Naifar, Nader; Shahzad, Syed Jawad Hussain - In: Finance research letters 45 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014578150
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Credit derivatives and bank systemic risk : risk enhancing or reducing?
Halili, Alba; Fenech, Jean-Pierre; Contessi, Silvio - In: Finance research letters 42 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014581326
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Impact of the development of FinTech by commercial banks on bank credit risk
Zhang, Yujin; Ye, Shujun; Liu, Jie; Du, Lihong - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473067
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Measuring DeFi risk
Bertomeu, Jeremy; Martin, Xiumin; Sall, Ibrahima - In: Finance research letters 63 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014531559
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Can the development of Fintech mitigate non-performing loan risk?
Chai, Yuanzhe; Sun, Suchao - In: Finance research letters 67 (2024) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10015062592
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Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries
Kutuk, Yasin; Barokas, Lina - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014581639
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Determinants of non-performing loans : an explainable ensemble and deep neural network approach
Nwafor, Chioma Ngozi; Nwafor, Obumneme Zimuzor - In: Finance research letters 56 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014473660