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A statistical modeling approach to building an expert credit risk rating system
Waagepetersen, Rasmus - In: The journal of credit risk : published quarterly by … 6 (2010/11) 2, pp. 81-94
Persistent link: https://www.econbiz.de/10008646998
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An improved multivariate Markov chain model for credit risk
Ching, Wai Ki; Siu, Tak Kuen; Li, Li-min; Jiang, Hao; … - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 83-106
Persistent link: https://www.econbiz.de/10003927496
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From actual to risk-neutral default probabilities : Merton and beyond
Berg, Tobias - In: The journal of credit risk : published quarterly by … 6 (2010/11) 1, pp. 55-86
Persistent link: https://www.econbiz.de/10003965724
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An empirical implementation of CreditGrades
Yeh, Andy Jia-yuh - In: The journal of credit risk : published quarterly by … 6 (2010/11) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10003965726
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Treatment of double default effects within the granularity adjustment for Basel II
Ebert, Sebastian; Lütkebohmert-Holtz, Eva - In: The journal of credit risk : published quarterly by … 7 (2011/12) 1, pp. 3-33
Persistent link: https://www.econbiz.de/10009010639
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Evaluating the performance of static versus dynamic models of credit default : evidence from long-term small business administration-guaranteed loans
Glennon, Dennis C.; Nigro, Peter J. - In: The journal of credit risk : published quarterly by … 7 (2011/12) 2, pp. 3-35
Persistent link: https://www.econbiz.de/10009241313
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Bounds for rating override rates
Tasche, Dirk - In: The journal of credit risk : published quarterly by … 8 (2012) 4, pp. 3-29
Persistent link: https://www.econbiz.de/10009700476
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Valuation differences between credit default swap and corporate bond markets
Entrop, Oliver; Schiemert, Richard; Wilkens, Marco - In: The journal of credit risk : published quarterly by … 9 (2013/14) 4, pp. 3-46
Persistent link: https://www.econbiz.de/10010233818
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Sample selection bias in acquisition credit scoring models : an evaluation of the supplemental-data approach
Barakova, Irina; Glennon, Dennis C.; Palvia, Ajay - In: The journal of credit risk : published quarterly by … 9 (2013) 3, pp. 77-117
Persistent link: https://www.econbiz.de/10010239243
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Dynamic affordability assessment : predicting an applicant's ability to repay over the life of the loan
Bijak, Katarzyna; Thomas, Lyn C.; Mues, Christophe - In: The journal of credit risk : published quarterly by … 10 (2014) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10010373359