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The impact on loan-to-value on the default rate of residential mortgage-backed securities
Otero-González, Luis; Durán-Satomil, Pablo; … - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 1-13
Persistent link: https://www.econbiz.de/10011642638
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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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How banks' capital ratio and size affect the stability of the banking system : a simulation-based study
Steinbacher, Mitja; Steinbacher, Matjaz - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 59-92
Persistent link: https://www.econbiz.de/10011298491
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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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Counterparty risk subject to additional termination event clauses
Zhou, Richard - In: The journal of credit risk : published quarterly by … 9 (2013) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10009737301
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A new model for bank loan loss given default by leveraging time to recovery
Chen, Heng Z. - In: The journal of credit risk : published quarterly by … 14 (2018) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10011962384
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Bank risk, bank bailouts and sovereign capacity during a financial crisis: a cross-country analysis
Schiozer, Rafael Felipe; Mourad, Frederico; Vilarins, … - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 69-96
Persistent link: https://www.econbiz.de/10012041804
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Banking on personality : psychometrics and consumer creditworthiness
Fine, Saul - In: The journal of credit risk : published quarterly by … 19 (2023) 2, pp. 57-75
Persistent link: https://www.econbiz.de/10014488903
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Covid-19 and the credit cycle : 2020 revisited and 2021 outlook
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 17 (2021) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10013185678
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The economic of debt collection, with attention to the issue of salience of collections at the time credit is granted
Durbin, Erik; Romeo, Charles J. - In: The journal of credit risk : published quarterly by … 16 (2020) 4, pp. 85-117
Persistent link: https://www.econbiz.de/10012494773