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Nonmaturity desposits and banks' exposure to interest rate risk : issues arising from the Basel regulatory framework
Cocozza, Rosa; Curcio, Domenico; Gianfrancesco, Igor - In: Journal of risk 17 (2014/2015) 5, pp. 99-134
Persistent link: https://www.econbiz.de/10011438896
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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
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Loss given default estimation : a two-stage model with classification tree-based boosting and support vector logistic regression
Tanoue, Yuta; Yamashita, Satoshi - In: Journal of risk 21 (2018/2019) 4, pp. 19-37
Persistent link: https://www.econbiz.de/10012059863
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Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
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Explainable artificial intelligence for credit scoring in banking
Melsom, Borger; Vennerød, Christian Bakke; Lange, … - In: Journal of risk 25 (2022) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10014342455
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Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio - In: Journal of risk 17 (2014/2015) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
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Measuring the systemic risk of China's banking sector : an application of differential DebtRank
Yin, Wenjie; Jin, Faqi; Tian, Meiyu; Wen, Fenghua - In: Journal of risk 22 (2019) 1, pp. 43-66
Persistent link: https://www.econbiz.de/10013177100
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The signalling properties of the shape of the credit default swap term structure
Castellanos, Jenny; Constantinou, Nick; Wing Lon Ng - In: Journal of risk 17 (2014/2015) 4, pp. 71-99
Persistent link: https://www.econbiz.de/10013262935
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A framework to analyze the financial effects of climate change
Turnbull, Stuart M.; Habahbeh, Lawrence - In: Journal of risk 23 (2020/2021) 2, pp. 105-146
Persistent link: https://www.econbiz.de/10012500268
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Factor-risk-constrained mean-variance portfolio selection : formulation and global optimization solution approach
Zhu, Shushang; Cui, Xueting; Sun, Xiaoling; Li, Duan - In: Journal of risk 14 (2011/12) 2, pp. 51-89
Persistent link: https://www.econbiz.de/10009422361