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Redesigning ratings : assessing the discriminatory power of credit scores under censoring
Kraft, Holger; Kroisandt, Gerald; Müller, Marlene - In: The journal of credit risk : published quarterly by … 10 (2014) 4, pp. 71-94
Persistent link: https://www.econbiz.de/10010495827
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The relationship between counterparty default and interest rate volatility and its impact on the credit risk of interest rate derivatives
Harris, Geoffrey R.; Wu, Tao L.; Yang, Jiarui - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 93-127
Persistent link: https://www.econbiz.de/10011298489
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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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Stressed distance to default and default risk
Guo, Nan; Li, Lingfei - In: The journal of credit risk : published quarterly by … 18 (2022) 3, pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
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Counting processes for retail default modeling
Kiefer, Nicholas Maximilian; Larson, C. Erik - In: The journal of credit risk : published quarterly by … 11 (2015) 3, pp. 45-72
Persistent link: https://www.econbiz.de/10011380103
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Markov chain Monte Carlo estimation of default and recovery : dependent vial the latent systematic factor
Luo, Xiaolin; Shevchenko, Pavel V. - In: The journal of credit risk : published quarterly by … 9 (2013) 3, pp. 40-76
Persistent link: https://www.econbiz.de/10010239244
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Recovery rate risk and credit spreads in a hybrid credit risk model
Boudreault, Mathieu; Gauthier, Geneviève; Thomassin, Tommy - In: The journal of credit risk : published quarterly by … 9 (2013) 3, pp. 3-39
Persistent link: https://www.econbiz.de/10010239245
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Analysis of credit portfolio risk using hierarchical multifactor models
Fok, Pak-Wing; Yan, Xiuling; Yao, Guangming - In: The journal of credit risk : published quarterly by … 10 (2014) 4, pp. 45-70
Persistent link: https://www.econbiz.de/10010495828
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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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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