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Art-secured lending : a risk analysis framework
Charlin, Ventura; Cifuentes, Arturo - In: The journal of credit risk : published quarterly by … 16 (2020) 2, pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
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Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael - In: The journal of credit risk : published quarterly by … 17 (2021) 1, pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
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Wrong-way risk of interest rate instruments
Ben-Abdallah, Ramzi; Breton, Michèle; Marzouk, Oussama - In: The journal of credit risk : published quarterly by … 15 (2019) 2, pp. 21-44
Persistent link: https://www.econbiz.de/10012100575
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A copula approach to credit valuation adjustment for swaps under wrong-way risk
C̆erný, Jakub; Witzany, Jir̆í - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10011885459
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Basel risk weight functions and forward-looking expected credit losses
Eleftherios, Vlachostergios - In: The journal of credit risk : published quarterly by … 15 (2019) 4, pp. 29-42
Persistent link: https://www.econbiz.de/10012153043
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The robustness of estimatiors in structural credit loss distributions
Batiz-Zuk, Enrique; Christodoulakis, George A.; Poon, … - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 67-97
Persistent link: https://www.econbiz.de/10011298505
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Default predictors in credit scoring : evidence from France's retail banking instiution
Nguyen, Ha-thu - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 41-66
Persistent link: https://www.econbiz.de/10011298057
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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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Small and medium-sized enterprises that borrow from "alternative" lenders in the United Kingdom : who are they?
Sabato, Gabriele; Altman, Edward I.; Andreeva, Galina - In: The journal of credit risk : published quarterly by … 17 (2021) 2, pp. 63-86
Persistent link: https://www.econbiz.de/10012671420
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Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Greve, Christian; Hahnenstein, Lutz - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 79-107
Persistent link: https://www.econbiz.de/10011645440