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Asset correlations and bank capital adequacy

Gabbi, Giampaolo; Vozzella, Pietro - In: The European journal of finance 19 (2013) 1/2, pp. 55-74

Persistent link: https://www.econbiz.de/10009733299

Permanent trading impacts and bond yields

Dufour, Alfonso; Nguyen, Minh - In: The European journal of finance 18 (2012) 9/10, pp. 841-864

Persistent link: https://www.econbiz.de/10009691777

Credit risk and macroeconomic interactions : empirical evidence from the Brazilian banking system

Souza, Gustavo José de Guimarães e; Feijó, Carmem - In: Modern economy 2 (2011) 5, pp. 910-929

Persistent link: https://www.econbiz.de/10009620623

An improved fuzzy ISODATA algorithm for credit risk assessment of the EIT enterprises

Yu, Jike; Zhou, Zongfang; Zhong, Hua; Huang, Huizhong - In: Modern economy 3 (2012) 5, pp. 686-689

Persistent link: https://www.econbiz.de/10009720493

Greek sovereign credit market dynamics : credit default swap and bond spreads' linkages

Tampakoudis, Ioannis A.; Subeniotis, Demetres N.; … - In: International journal of trade and global markets 5 (2012) 3/4, pp. 268-280

Persistent link: https://www.econbiz.de/10009722093

Perceived loan risk and ex post default outcome : are the banks’ loan screening criteria efficient?

Ofonyelu, C. Chris; Alimi, R. Santos - 2013

Prospective borrowers from commercial banks are usually made to pass through stringent lending procedure. The screening procedure is intended to forestall likely default intents and reduce credit risks. Banks, through the analysis are able to predict the inherent risk level in the loans they...

Persistent link: https://www.econbiz.de/10009761100