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On models of default risk
Elliott, Robert J. R.; Jeanblanc, Monique; Yor, Marc - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 179-195
Persistent link: https://www.econbiz.de/10002177437
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Compensator-based simulation of correlated defaults
Giesecke, Kay - 2002
Persistent link: https://www.econbiz.de/10001685033
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Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer - 2018
Persistent link: https://www.econbiz.de/10012198130
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Monitoring privately-held firms' default risk in real time : a signal-knowledge transfer learning model
Chan-Lau, Jorge A.; Hu, Ruofei; Mungo, Luca; Qu, Ritong; … - 2024
Persistent link: https://www.econbiz.de/10014547347
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Credit risk assessment of corporate sector in Croatia
Ivičić, Lana; Cerovac, Saša - In: Financial theory and practice 33 (2009) 4, pp. 373-399
Persistent link: https://www.econbiz.de/10009410911
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The applicability of the Edmister model for the assessment of credit risk in Crotian SMEs
Miloš Sprčić, Danijela; Klepac, Marija; Suman, Paola - In: UTMS journal of economics / University of Tourism and … 4 (2013) 2, pp. 163-174
difficulties of SMEs in Croatia. Data from a data base of financial reports of SMEs in Croatia managed by FINA, as well as internal … data and records of one of the major banks in Croatia were used. Data of 822 enterprises were collected and analysed. The … Croatia. …
Persistent link: https://www.econbiz.de/10009786948
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Creditor coordination with social learning and endogenous timing of credit decisions
Schüle, Tobias (contributor) - 2006
In case of multiple source lending even solvent firms may be forced into bankruptcy due to uncoordinated credit withdrawals of their lenders. This paper analyzes whether a debtor firm can thwart such inefficient liquidations by offering creditors the option to delay their foreclosure decision...
Persistent link: https://www.econbiz.de/10003636509
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Contagion in the interbank market and its determinants
Memmel, Christoph; Sachs, Angelika - 2011
interbank contagion over time. (ii) The loss distribution for each point in time can be condensed into one indicator, the … banks. -- Interbank market ; contagion ; time dimension …
Persistent link: https://www.econbiz.de/10009529222
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Contagion in the interbank market and its determinants
Memmel, Christoph; Sachs, Angelika - In: Journal of financial stability 9 (2013) 1, pp. 46-54
Persistent link: https://www.econbiz.de/10009745201
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Multi-period credit default prediction with time-varying covariates
Orth, Walter - In: Journal of empirical finance 21 (2013), pp. 214-222
Persistent link: https://www.econbiz.de/10009745256