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Credit default risk assessment of local government debts based on KMV model
Zhuo, Zirong; Liu, Jixiang; Luo, Wenmin - In: International journal of economics and finance 8 (2016) 5, pp. 230-240
Persistent link: https://www.econbiz.de/10011487560
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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
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Default ambiguity
Fadina, Tolulope; Schmidt, Thorsten - In: Risks : open access journal 7 (2019) 2/64, pp. 1-17
This paper discusses ambiguity in the context of single-name credit risk. We focus on uncertainty in the default intensity but also discuss uncertainty in the recovery in a fractional recovery of the market value. This approach is a first step towards integrating uncertainty in credit-risky term...
Persistent link: https://www.econbiz.de/10012018930
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Decreasing information asymmetry by sharing business data : a case of business non-payers sharing agency
Perko, Igor; Mlinaric̆, Franjo - In: International journal of risk assessment and management … 19 (2016) 1/2, pp. 54-67
Persistent link: https://www.econbiz.de/10011584795
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Bankrupt UK cities : PD model for credit risk in sub-sovereign sector
Prorokowski, Lukasz - In: Bank i kredyt 47 (2016) 6, pp. 495-528
Persistent link: https://www.econbiz.de/10011645721
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Business cycle and credit risk modeling with jump risks
Jang, Bong-Gyu; Rhee, Yuna; Yoon, Ji Hee - In: Journal of empirical finance 39 (2016), pp. 15-36
Persistent link: https://www.econbiz.de/10011663259
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Improving bankruptcy prediction in micro-entities by using nonlinear effects and non-financial variables
Blanco-Oliver, Antonio; Irimia-Dieguez, Ana; … - In: Finance a úvěr 65 (2015) 2, pp. 144-166
Persistent link: https://www.econbiz.de/10010504703
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Credit ratings and credit risk : is one measure enough?
Hilscher, Jens; Wilson, Mungo - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3414-3437
Persistent link: https://www.econbiz.de/10011760509
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Intertemporal forecasts of defaulted bond recoveries and portfolio losses
Kalotay, Egon A.; Altman, Edward I. - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 433-463
Persistent link: https://www.econbiz.de/10011778628
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Estimation of the probability of default of corporate borrowers
Rylov, Denis V.; Shkurkin, Dmitry V.; Borisova, Anna A. - In: International journal of economics and financial issues … 6 (2016) 1, pp. 63-67
Persistent link: https://www.econbiz.de/10011780770