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Does market risk predict credit risk? : an analysis of firm risk sensitivity, evidence from South Korea
Lim, Hyoungjoo; Mali, Dafydd - In: Asia-Pacific journal of accounting & economics : APJAE 25 (2018) 1/2, pp. 235-252
Persistent link: https://www.econbiz.de/10011986366
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Credit risk measurement : evidence of concentration risk in Polish banks' credit exposures
Nehrebecka, Natalia - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 681-712
Persistent link: https://www.econbiz.de/10012213643
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Credit risk capital estimation under IRB approach for banks in India
Bajaj, Richa Verma - In: Journal of quantitative economics 16 (2018) 2, pp. 475-500
Persistent link: https://www.econbiz.de/10012418500
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The structure of unrevealed bads in good/bad risk scores
Oliver, Robert M. - In: Journal of the Operational Research Society : OR 66 (2015) 2, pp. 308-315
Persistent link: https://www.econbiz.de/10010487517
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Climate transition risk in U.S. loan portfolios : are all banks the same?
Nguyen, Quyen; Diaz-Rainey, Ivan; Kuruppuarachchi, Duminda - In: International review of financial analysis 85 (2023), pp. 1-39
Persistent link: https://www.econbiz.de/10014235027
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Does the value-at-risk legal framework lead to inaccurate and procyclical risk estimations? : empirical evidence from the eu countries
Vasileiou, Evangelos; Theodoros, Syriopoulos; … - In: The journal of prediction markets 16 (2022) 1, pp. 95-121
Persistent link: https://www.econbiz.de/10014289727
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Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio - In: Journal of risk 17 (2014/2015) 5, pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
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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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Forecasting corporate defaults in the German stock market
Mertens, Richard Lennart; Poddig, Thorsten; Fieberg, … - In: Journal of risk 20 (2017/2018) 6, pp. 29-54
Persistent link: https://www.econbiz.de/10011962407
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Measuring efficiency of Vietnamese banks : accounting for nonperforming loans in a single-step stochastic cost frontier analysis
Ngo Thanh; Tripe, David - In: Pacific accounting review 29 (2017) 2, pp. 171-182
Persistent link: https://www.econbiz.de/10011704003