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Granularity in a qualitative factor model
Gouriéroux, Christian; Monfort, Alain - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 29-61
Persistent link: https://www.econbiz.de/10003927492
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Evaluating the performance of static versus dynamic models of credit default : evidence from long-term small business administration-guaranteed loans
Glennon, Dennis C.; Nigro, Peter J. - In: The journal of credit risk : published quarterly by … 7 (2011/12) 2, pp. 3-35
Persistent link: https://www.econbiz.de/10009241313
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Development and validation of credit scoring models
Glennon, Dennis C.; Kiefer, Nicholas Maximilian; … - In: The journal of credit risk : published quarterly by … 4 (2008/09) 3, pp. 41-101
Persistent link: https://www.econbiz.de/10003782250
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Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian; Löderbusch, Matthias; Maciag, Jakob - In: The journal of credit risk : published quarterly by … 13 (2017) 1, pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
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The doble default value-of-the-firm model
Gouriéroux, Christian; Monfort, Alain - In: The journal of credit risk : published quarterly by … 12 (2016) 2, pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
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A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob; Löderbusch, Matthias - In: The journal of credit risk : published quarterly by … 13 (2017) 4, pp. 37-74
Persistent link: https://www.econbiz.de/10012041612