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On the study of reduced-form approach and hybrid model for the valuation of credit risk

Edogbanya, Olaronke Helen; Fadugba, Sunday Emmanuel - In: Journal of mathematical finance 5 (2015) 2, pp. 129-141

Persistent link: https://www.econbiz.de/10011398751

RiD : uma nova abordagem para o cálculo do risco de insolvência

Sanfins, Marco Aurélio dos Santos; Monte-Mor, Danilo Soares - In: Revista Brasileira de Finanças : RBFin 12 (2014) 2, pp. 229-255

Persistent link: https://www.econbiz.de/10011585173

Estimating defaults in organized security lending markets

Osken, Latif Cem; Onay, Ceylan; Unal, Gözde - In: Journal of financial regulation and compliance : an … 24 (2016) 3, pp. 343-362

Persistent link: https://www.econbiz.de/10011564018

The impact of electronic banking on the credit risk of commercial banks : an empirical study based on KMV model

Zhao, Zheng; Lan, Yue; Wu, Xiaoyu - In: Journal of mathematical finance 6 (2016) 5, pp. 778-791

Persistent link: https://www.econbiz.de/10011657671

Credit rating score analysis

Härdle, Wolfgang; Fai, Phoon-kok; Lee, David Kuo Chuen - 2016

We analyse a sample of funds and other securities each assigned a total rating score by an unknown expert entity. The scores are based on a number of risk and complexity factors, each assigned a category (factor score) of Low, Medium, or High by the expert entity. A principal component analysis...

Persistent link: https://www.econbiz.de/10011557303