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A framework for market, credit and transfer risk aggregation and stress testing
Farinelli, Simone - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10011566247
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Two models of stochastic loss given default
Farinelli, Simone; Shkolnikov, Mykhaylo - In: The journal of credit risk : published quarterly by … 8 (2012) 2, pp. 3-20
Persistent link: https://www.econbiz.de/10009673650
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Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Anand, Arsh; Baesens, Bart; Vanpée, Rosanne - In: The journal of credit risk : published quarterly by … 19 (2023) 1, pp. 105-154
Persistent link: https://www.econbiz.de/10014488699