Narrow search
Showing 21 - 30 of 927,901
Cover Image
A simple continous measure of credit risk
Byström, Hans N. E.; Kwon, Oh Kang - In: International review of financial analysis 16 (2007) 5, pp. 508-523
Persistent link: https://www.econbiz.de/10003612983
Cover Image
Credit rating modelling by neural networks
Hajek, Peter - 2010
Persistent link: https://www.econbiz.de/10008652376
Cover Image
Securitization and moral hazard : evidence from a lender cutoff rule
Bubb, Ryan; Kaufman, Alex - 2009
perapplicant fixed costs in screening. We then demonstrate that our theory fits the data better than the main alternative theory … already in the literature, which supposes cutoff rules are exogenously used by securitizers. Furthermore, we use our theory to …
Persistent link: https://www.econbiz.de/10003941871
Cover Image
Credit scoring for profitability objectives
Finlay, Steven - In: European journal of operational research : EJOR 202 (2010) 2, pp. 528-537
Persistent link: https://www.econbiz.de/10003960410
Cover Image
The notching rule for subordinated debt and the information content of debt rating
John, Kose; Ravid, Simon Abraham; Reisel, Natalia - In: Financial management 39 (2010) 2, pp. 489-513
Persistent link: https://www.econbiz.de/10009500499
Cover Image
Estimating the joint probability of default using credit default swap and bond data
Pianeti, Riccardo; Giacometti, Rosella; Acerbis, Valentina - In: The journal of fixed income 21 (2012) 3, pp. 44-58
Persistent link: https://www.econbiz.de/10009532100
Cover Image
Loan sales and screening with two-dimensional borrower types
Stenzel, André - In: Essays in financial economics, (pp. 45-82). 2015
Persistent link: https://www.econbiz.de/10011375767
Cover Image
Effiziente Prognose von Ausfallrisiken
Maurer, Alina - 2012
Persistent link: https://www.econbiz.de/10009771363
Cover Image
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
Cover Image
Screening peers softly : inferring the quality of small borrowers
Khwaja, Asim Ijaz; Iyer, Rajkamal; Luttmer, Erzo F. P.; … - 2013
Persistent link: https://www.econbiz.de/10009749769