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~isPartOf:"The journal of risk model validation"
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Chi, Guotai
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The journal of risk model validation
Journal of banking & finance
576
Finance research letters
277
IMF Working Papers
232
IMF Staff Country Reports
220
NBER working paper series
198
International review of financial analysis
188
The journal of credit risk : published quarterly by Incisive Media
181
Journal of financial stability
178
Review of quantitative finance and accounting
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Journal of financial economics
150
The journal of fixed income
147
The journal of corporate finance : contracting, governance and organization
140
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139
International review of economics & finance : IREF
137
Research in international business and finance
135
Journal of accounting & economics
128
The review of financial studies
127
Working paper series / European Central Bank
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Finance and economics discussion series
125
Journal of international financial markets, institutions & money
124
Discussion paper / Centre for Economic Policy Research
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Journal of risk management in financial institutions
122
Review of accounting studies
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Discussion papers / CEPR
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IMF working papers
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ECB Working Paper
114
Management science : journal of the Institute for Operations Research and the Management Sciences
112
International journal of theoretical and applied finance
109
SpringerLink / Bücher
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European journal of operational research : EJOR
105
Risks : open access journal
102
Applied economics
99
Discussion paper
96
Journal of business finance & accounting : JBFA
96
The European journal of finance
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Pacific-Basin finance journal
94
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ECONIS (ZBW)
98
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1
Determination of weights for an optimal credit rating model based on default and nondefault distance maximization
Chi, Guotai
;
Yuan, Kunpeng
;
Zhou, Ying
;
Gong, Lingling
- In:
The journal of risk model validation
14
(
2020
)
4
,
pp. 65-87
Persistent link: https://www.econbiz.de/10014336043
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Modeling credit risk in the presence of central bank and government intervention
Engelmann, Bernd
- In:
The journal of risk model validation
16
(
2022
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014540302
Saved in:
6
Effective modeling of wrong way risk, counterparty credit risk capital, and alpha in Basel II
Cespedes, Juan Carlos Garcia
;
Herrero, Juan Antonio de Juan
- In:
The journal of risk model validation
4
(
2010/11
)
1
,
pp. 71-98
Persistent link: https://www.econbiz.de/10003971978
Saved in:
7
A realistic approach for estimating and modeling loss given default
Malkani, Rakesh
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 103-116
Persistent link: https://www.econbiz.de/10009572300
Saved in:
8
Stress-testing probability of default and migration rate with respect to Basel II requirements
Miu, Peter
;
Ozdemir, Bogie
- In:
The journal of risk model validation
3
(
2009/10
)
4
,
pp. 3-38
Persistent link: https://www.econbiz.de/10009262130
Saved in:
9
The effect of introducing economic variables into credit scorecards : an example from invoice discounting
Zhang, Jie
;
Thomas, Lyn C.
- In:
The journal of risk model validation
9
(
2015
)
1
,
pp. 57-78
Persistent link: https://www.econbiz.de/10010516718
Saved in:
10
Stress testing and modelling of rating migration under the Vasicek model framework : empirical approaches and technical implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
9
(
2015
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10011326309
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