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Benchmarking loss given default discount rates
Scheule, Harald; Jortzik, Stephan - In: The journal of risk model validation 14 (2020) 3, pp. 53-96
Persistent link: https://www.econbiz.de/10014336010
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Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
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Comprehensive capital analysis and review stress tests : is regression the only tool for loss projection?
Siarka, Pawel; Chan, Lina - In: The journal of risk model validation 9 (2015) 3, pp. 71-99
Persistent link: https://www.econbiz.de/10011410324
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Dynamic credit score modeling with short-term and long-term memories : the case of Freddie Mac’s database
Sousa, Maria Rocha; Gama, João; Brandão, Elísio - In: The journal of risk model validation 10 (2016) 1, pp. 59-80
Persistent link: https://www.econbiz.de/10011485152
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Empirical validation of the credit rating migration model for estimating the migration boundary
Lin, Yang; Liang, Jin - In: The journal of risk model validation 15 (2021) 2, pp. 39-61
Persistent link: https://www.econbiz.de/10012817214
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Procyclicality of capital and portfolio segmentation in the advanced internal ratings-based framework : an application to mortgage portfolios
Canals-Cerdá, José J. - In: The journal of risk model validation 12 (2018) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10011991951
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Rating momentum in the macroeconomic stress testing and scenario analysis of credit risk
Skoglund, Jimmy; Chen, Wei - In: The journal of risk model validation 11 (2017) 1, pp. 21-47
Persistent link: https://www.econbiz.de/10011671176
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Risk contagion and bank stability : the role of credit risk and liquidity risk
Ding, Lei; Zhuang, Yaming; Wang, Hu - In: The journal of risk model validation 16 (2022) 4, pp. 113-130
Persistent link: https://www.econbiz.de/10014239855
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Internet financial risk assessment in China based on a particle swarm optimization : analytic hierarchy process and fuzzy comprehensive evaluation
Zeng, Li; Lau, Wee-Yeap; Elya Nabila Abdul Bahri - In: The journal of risk model validation 17 (2023) 1, pp. 17-39
Persistent link: https://www.econbiz.de/10014485601
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A modified hybrid feature-selection method based on a filter and wrapper approach for credit risk forecasting
Chi, Guotai; Mandour, Mohamed Abdelaziz - In: The journal of risk model validation 17 (2023) 2, pp. 29-58
Persistent link: https://www.econbiz.de/10014485768