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Credit Value Adjustment in the Extended Structural Default Model
Lipton, Alexander; Rennie, Andrew - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882002
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Modeling lifetime expected credit losses on bank loans
Chellathurai, Thamayanthi - In: International journal of theoretical and applied finance 24 (2021) 8, pp. 1-49
Persistent link: https://www.econbiz.de/10012887420
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The value of personal credit history in risk screening of entrepreneurs : evidence from marketplace lending
Andreeva, Galina; Altman, Edward I. - In: Journal of financial management, markets and institutions 9 (2021) 1, pp. 2150004-1-2150004-25
Persistent link: https://www.econbiz.de/10012663782
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Heterogeneous Creditors and Covenant-Lite Loans
Austin, Neroli - 2022
renegotiate credit agreements, and thus insulate lenders from inefficient liquidation arising from shocks to other syndicate …
Persistent link: https://www.econbiz.de/10014238301
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The consequences of student loan credit expansions : evidence from three decades of default cycles
Looney, Adam; Yannelis, Constantine - In: Journal of financial economics 143 (2022) 2, pp. 771-793
Persistent link: https://www.econbiz.de/10013401725
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Distressed firms, zombie firms and zombie lending : a taxonomy
Álvarez, Laura; García-Posada, Miguel; Mayordomo, Sergio - 2022
Persistent link: https://www.econbiz.de/10013389463
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Predicting future default on the Covid-19 bounce back loan scheme : the £46.5 billion question
Cowling, Marc; Wilson, Nicholas; Nightingale, Paul; … - In: International small business journal : ISBJ 40 (2022) 5, pp. 650-666
Persistent link: https://www.econbiz.de/10013389566
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A comparison of customers profile and default probabilities of consolidated and non-consolidated loans in the peer-to-peer lending market
Islam, Muhammad Rofiqul; Otake, Toshitsugu - In: Bank parikrama : a journal of banking & finance : … 46 (2021) 3/4, pp. 5-30
Persistent link: https://www.econbiz.de/10013415990
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An analysis of Finnish debtors who defaulted in 2014-2016 because of unsecured credit products
Majamaa, K.; Lehtinen, A.-R. - In: Journal of consumer policy : consumer issues in law, … 45 (2022) 4, pp. 595-617
Persistent link: https://www.econbiz.de/10013548793
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The business cycles driven by loan defaults via credit creation : an agent-based perspective
Yu, Miao; Feng, Zijian; Wang, Yougui - In: Finance research letters 48 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013459303