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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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Underwriting versus economy : a new approach to decomposing mortgage losses
Das, Ashish; Stein, Roger M. - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 19-41
Persistent link: https://www.econbiz.de/10003874102
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Selecting credit portfolios for collateralized loan obligation transactions : a heuristic algorithm
Westerfeld, Simone; Weber, Frithjof - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 65-82
Persistent link: https://www.econbiz.de/10003927494
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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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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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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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Stress testing household debt
Bhutta, Neil; Bricker, Jesse; Dettling, Lisa J.; … - In: The journal of credit risk : published quarterly by … 16 (2020) 3, pp. 1-34
Persistent link: https://www.econbiz.de/10012421176
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The impact of data aggregation and risk attributes on stress testing models of mortgage default
Li, Feng; Zhang, Yan - In: The journal of credit risk : published quarterly by … 16 (2020) 3, pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
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Modeling the current loan-to-value structure of mortgage pools without loan-specific data
Palmroos, Peter - In: The journal of credit risk : published quarterly by … 12 (2016) 4, pp. 1-15
Persistent link: https://www.econbiz.de/10011645432