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Il rischio di credito : metodologie avanzate di previsione delle insolvenze
Bertoni, Alberto (contributor); Ecchia, Stefano (ed.) - 1996
Persistent link: https://www.econbiz.de/10000971305
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On the county-level credit outcome beta
Desai, Chintal A.; Elliehausen, Gregory E.; Lawrence, … - In: Journal of financial services research : JFSR 45 (2014) 2, pp. 201-218
Persistent link: https://www.econbiz.de/10010401073
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Modelling credit risk of portfolio of consumer loans
Malik, M.; Thomas, Lyn C. - In: Journal of the Operational Research Society : OR 61 (2010) 3, pp. 411-420
Persistent link: https://www.econbiz.de/10003945457
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Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.; Moreira, Fernando - In: Journal of empirical finance 18 (2011) 4, pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
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Valuating Consumer Credit Portfolios
Piccoli, Pedro - 2021
This paper proposes a model in which the borrower credit risk is associated with the cash flow method to assess the economic value of a consumer credit portfolio. A Monte Carlo simulation applying the method in an illustrative loan reveals that the lending standards of the institution, captured...
Persistent link: https://www.econbiz.de/10013235937
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Regulatory capital decisions in the Context of consumer loan portfolios
Rajaratnam, Kanshukan; Beling, Peter; Overstreet, George - In: Journal of the Operational Research Society : OR 68 (2017) 7, pp. 847-858
Persistent link: https://www.econbiz.de/10011775815
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Valuating consumer credit portfolios
Piccoli, Pedro - In: Latin American journal of central banking : LAJCB 3 (2022) 3, pp. 1-10
This paper proposes a model that associates borrower credit risk with the cash flow method to assess the economic value of a consumer credit portfolio. A Monte Carlo simulation applying the method to an illustrative loan reveals that the lending standards of the institution, captured in the...
Persistent link: https://www.econbiz.de/10013393431
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The impact of different default triggers on CMBS risk evaluation
Christopoulos, Andreas D. - In: Journal of investment management : JOIM 15 (2017) 2, pp. 65-91
Persistent link: https://www.econbiz.de/10011700690
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Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84
Persistent link: https://www.econbiz.de/10011673803
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A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10012041794