Narrow search
Showing 1 - 10 of 707
Cover Image
The alchemy of CDO credit ratings
Benmelech, Efraim; Dlugosz, Jennifer - In: Journal of monetary economics 56 (2009) 5, pp. 617-634
Persistent link: https://www.econbiz.de/10003883726
Cover Image
Are ratings consistent with default probabilities? : empirical evidence on banks in emerging market economies
Godlewski, Christophe J. - In: Emerging markets finance & trade : a journal of the … 43 (2007) 4, pp. 5-23
Persistent link: https://www.econbiz.de/10003565754
Cover Image
Partial orderings of default predictions
Krämer, Walter; Posch, Peter N. - 2015
Persistent link: https://www.econbiz.de/10011349595
Cover Image
The alchemy of CDO credit ratings
Benmelech, Efraim; Dlugosz, Jennifer - 2009
Persistent link: https://www.econbiz.de/10003831425
Cover Image
Statistische Methoden zur Erstellung und Interpretation von Rankings und Ratings
Kladroba, Andreas - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003204164
Cover Image
The Alchemy of Cdo Credit Ratings
Benmelech, Efraim - 2010
Collateralized Loan Obligations (CLOs) were one of the largest and fastest growing segments of the structured finance market, fueling the 2003-2007 boom in syndicated loans and leveraged buyouts. The credit crisis brought CLO issuance to a halt, and as a result the leveraged loan market dried...
Persistent link: https://www.econbiz.de/10012757547
Cover Image
Machine learning methods for short-term probability of default : a comparison of classification, regression and ranking methods
Coenen, Lize; Verbeke, Wouter; Guns, Tias - In: Journal of the Operational Research Society 73 (2022) 1, pp. 191-206
Persistent link: https://www.econbiz.de/10012872899
Cover Image
Best classification algorithms in peer-to-peer lending
Teply, Petr; Polena, Michal - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012659052
Cover Image
The Alchemy of CDO Credit Ratings
Benmelech, Efraim - 2009
Collateralized Loan Obligations (CLOs) were one of the largest and fastest growing segments of the structured finance market, fueling the 2003-2007 boom in syndicated loans and leveraged buyouts. The credit crisis brought CLO issuance to a halt, and as a result the leveraged loan market dried...
Persistent link: https://www.econbiz.de/10012463769
Cover Image
A rank graduation accuracy measure
Agosto, Arianna; Giudici, Paolo; Raffinetti, Emanuela - 2020
Persistent link: https://www.econbiz.de/10012322245