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An alternative to the standardized approach for assessing credit risk under the Basel accords

Konno, Yukiko; Itoh, Yuki - In: Cogent economics & finance 4 (2016) 1, pp. 1-13

The current standardized approach for assessing credit risk under Basel III depends on ratings assigned by credit rating agencies (CRAs). However, this approach presents three problems. First, the definitions of ratings used by CRAs to assess the likelihood of default and recovery rates are not...

Persistent link: https://www.econbiz.de/10011531140

Using meta learning methods to forecast sub-sovereign credit ratings

Evelyn, Toseafa - In: Journal of Eastern Europe research in business & … 2018 (2018), pp. 1-12

Persistent link: https://www.econbiz.de/10012156288

Smoothing transition probability matrices under a risk sensitive approach

Perilioglu, Ahmet; Perilioglu, Karina - In: Journal of risk management in financial institutions 10 (2016/2017) 4, pp. 395-411

Persistent link: https://www.econbiz.de/10011753968

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

Level 3 assets and credit risk

Bao, May Xiaoyan; Liu, Yixin - In: Review of Pacific Basin financial markets and policies 21 (2018) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10011809710

A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics

Singh, Arti; Dharmaraja, Selvamuthu - In: International journal of financial markets and derivatives 6 (2017) 2, pp. 102-119

Persistent link: https://www.econbiz.de/10011862377

Using DEA and financial ratings for credit risk evaluation : an empirical anaylsis

Iazzolino, Gianpaolo; Bruni, Maria Elena; Beraldi, Patrizia - In: Applied economics letters 20 (2013) 13/15, pp. 1310-1317

Persistent link: https://www.econbiz.de/10010201593

Examining what best explains corporate credit risk : accounting-based versus market-based models

Trujillo-Ponce, Antonio; Samaniego-Medina, Reyes; … - In: Journal of business economics and management 15 (2014) 2, pp. 253-276

Persistent link: https://www.econbiz.de/10010375868

A supply chain theory of factoring and reverse factoring

Kouvelis, Panos; Xu, Fasheng - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6071-6088

Persistent link: https://www.econbiz.de/10012665731

Using meta learning methods to forecast sub-sovereign credit ratings

Evelyn, Toseafa - In: Inventi impact: emerging economies (2019) 2, pp. 117-128

Persistent link: https://www.econbiz.de/10012632118

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