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Forecasting credit card portfolio losses in the Great recession : a study in model risk
Canals-Cerdá, José J.; Kerr, Sougata - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 29-57
Persistent link: https://www.econbiz.de/10011298501
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A survey of machine learning in credit risk
Breeden, Joseph L. - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 1-62
Persistent link: https://www.econbiz.de/10012816867
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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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A consumer credit risk structural model based on affordability : balance at risk
Perlin, Marcelo Scherer; Righi, Marcelo Brutti; … - In: The journal of credit risk : published quarterly by … 15 (2019) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10012100573
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A statistical technique to enhance application scorecard monitoring
Kritzinger, Nico; Van Vuuren, Gary - In: The journal of credit risk : published quarterly by … 15 (2019) 2, pp. 45-71
Persistent link: https://www.econbiz.de/10012100624
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Climate-policy-relevant sectors and credit risk
Borsuk, Marcin - In: The journal of credit risk : published quarterly by … 19 (2023) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014487329
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An approximation for credit portfolio losses
Frey, Rüdiger; Popp, Monika; Weber, Stefan - In: The journal of credit risk : published quarterly by … 4 (2008/09) 1, pp. 3-20
Persistent link: https://www.econbiz.de/10003745393
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An analytical value-at-risk approach for a credit portfolio with liquidity horizon and portfolio rebalancing
Huang, Haohan; Wang, Eugene; Huang, Huaxiong; Wang, Yong - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011442455
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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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A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna; Jakob, Kevin; Fischer, Matthias - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 97-119
Persistent link: https://www.econbiz.de/10011566295