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Recovery swaps
Berd, Arthur M. - In: The journal of credit risk : published quarterly by … 1 (2005) 3, pp. [61]-70
Persistent link: https://www.econbiz.de/10003198826
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Modeling multiperiod corporate default probability when hazard ratios decay
Huang, Jinggang; Friedman, Craig - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10003853262
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Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe; Papiro, Giovanni - In: The journal of credit risk : published quarterly by … 10 (2014) 3, pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
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A joint model of failures and credit ratings
Hirk, Rainer; Vana, Laura; Hornik, Kurt; Pichler, Stefan - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
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Corporate default risk modeling under distressed economic and financial conditions in a developing economy
Matenda, Frank Ranganai; Sibanda, Mabutho; Chikodza, Eriyoti - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 89-115
Persistent link: https://www.econbiz.de/10012519965
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Forecasting consumer credit recovery failure : classification approaches
Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 117-140
Persistent link: https://www.econbiz.de/10012816939
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Stress testing household debt
Bhutta, Neil; Bricker, Jesse; Dettling, Lisa J.; … - In: The journal of credit risk : published quarterly by … 16 (2020) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10012421176
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The impact of data aggregation and risk attributes on stress testing models of mortgage default
Li, Feng; Zhang, Yan - In: The journal of credit risk : published quarterly by … 16 (2020) 3, pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
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New risk analysis tools with accounting changes : adjusted Z-score
Cho, Seong; Fu, Liang; Yu, Yin - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 89-108
Persistent link: https://www.econbiz.de/10009539233
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Nonlinear relationships in a logistic model of default for a high-default installment portfolio
Lohmann, Christian; Ohliger, Thorsten - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 45-68
Persistent link: https://www.econbiz.de/10011885465