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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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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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Review of credit risk and credit scoring models based on computing paradigms in financial institutions
Sharma, Deepika; Vashistha, Ashutosh; Gupta, Manoj K. - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 63-77
Persistent link: https://www.econbiz.de/10012816875
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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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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
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When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta; Yamashita, Satoshi - In: The journal of credit risk : published quarterly by … 13 (2017) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
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A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
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Merton's model with recovery risk
Cohen, Albert; Costanzino, Nick - In: The journal of credit risk : published quarterly by … 18 (2022) 2, pp. 93-118
Persistent link: https://www.econbiz.de/10014546392
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Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin - In: The journal of credit risk : published quarterly by … 18 (2022) 4, pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
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Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel; Chava, Sudheer; Shah, Agam - In: The journal of credit risk : published quarterly by … 19 (2023) 2, pp. 77-110
Persistent link: https://www.econbiz.de/10014488911