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Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer - 2018
Persistent link: https://www.econbiz.de/10012198130
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Joint modeling : an application in behavioural scoring
Hu, Wenbin; Zhou, Junzi - In: Journal of the Operational Research Society 70 (2019) 7, pp. 1129-1139
Persistent link: https://www.econbiz.de/10012213612
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Credit rating downgrade risk on equity returns
Brakatsoulas, Periklis; Kukacka, Jiri - 2020
across several estimation methods. Panel Granger causality test results indicate that there indeed is a Granger …
Persistent link: https://www.econbiz.de/10012242861
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Estimation of the probability of default of corporate borrowers
Rylov, Denis V.; Shkurkin, Dmitry V.; Borisova, Anna A. - In: International journal of economics and financial issues … 6 (2016) 1, pp. 63-67
Persistent link: https://www.econbiz.de/10011780770
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Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil; Diebold, Francis X.; Kronimus, André; … - In: Journal of banking & finance 26 (2002) 2/3, pp. 445-474
Persistent link: https://www.econbiz.de/10001654345
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Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil; Diebold, Francis X.; Schuermann, Til - 2000
Persistent link: https://www.econbiz.de/10001476401
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Credit risk factor modeling and the Basel II IRB approach
Hamerle, Alfred (contributor); Liebig, Thilo (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10002133114
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Systematic risk in recovery rates : an empirical analysis of US corporate credit exposures
Düllmann, Klaus (contributor); Trapp, Monika (contributor) - 2004
results of the maximumlikelihood estimation method we also employ a methodofmoments. Our empirical results indicate that …
Persistent link: https://www.econbiz.de/10002174768
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Estimating business cycle effects on default : probabilities and ratings migrations
Lago, Raquel - 2004
Persistent link: https://www.econbiz.de/10002201616
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Market reactions to credit risk changes
Wengner, Andreas - 2014
Persistent link: https://www.econbiz.de/10010474985