Works matching Default

Results: 5000

METODOLOGIA PARA PRECIFICAÇÃO DE CREDIT DEFAULT SWAPS.

Published in:

Revista de Economia Mackenzie, 2009, v. 7, n. 2, p. 4

By:

Sasaki, Helcio Haruo;
Chela, João Luiz;
Kimura, Herbert

Publication type:

Article

ZASTOSOWANIE INSTRUMENTU CREDIT DEFAULT SWAP DO SZACOWANIA STOPY WOLNEJ OD RYZYKA NA POTRZEBY WYCENY WARTOŚCI PRZEDSIĘBIORSTWA.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2012, n. 271, p. 34

By:

Moskal, Sebastian

Publication type:

Article

Prospects for state credit risk in Brazil: An analysis of the probability of default.

Published in:

Revista de Contabilidade e Organizações, 2022, v. 16, p. 1, doi. 10.11606/issn.1982-6486.rco.2022.188194

By:

Vieira Bortolini, Leonardo;
Pérez Ferreira, Bruno;
Magalhães de Pinho, Frank

Publication type:

Article

Loan Default Prediction: A Complete Revision of LendingClub.

Published in:

Mexican Journal of Economics & Finance / Revista Mexicana de Economia y Finanzas, 2023, v. 18, n. 3, p. 1, doi. 10.21919/remef.v18i3.886

By:

Núñez Mora, José Antonio;
Moncayo, Pamela;
Franco, Carlos;
Madrazo-Lemarroy, Pilar;
Beltrán, Jaime

Publication type:

Article

A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans.

Published in:

Sustainability (2071-1050), 2023, v. 15, n. 15, p. 11808, doi. 10.3390/su151511808

By:

Wong, Michael C. S.;
Ho, Ho Ming

Publication type:

Article

FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS.

Published in:

International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 3, p. 1, doi. 10.1142/S0219024921500175

By:

MICHIELON, MATTEO;
KHEDHER, ASMA;
SPREIJ, PETER

Publication type:

Article

Reglas supletivas "sancionatorias" en el derecho de contratos colombiano: el caso del contrato de transporte.

Published in:

Revista de Derecho Privado, 2016, n. 30, p. 221, doi. 10.18601/01234366.n30.08

By:

MONROY C., DANIEL A.

Publication type:

Article

Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks.

Published in:

Management Science, 2020, v. 66, n. 5, p. 1981, doi. 10.1287/mnsc.2019.3304

By:

Schuldenzucker, Steffen;
Seuken, Sven;
Battiston, Stefano

Publication type:

Article

Default Prediction with Industry-Specific Default Heterogeneity Indicators Based on the Forward Intensity Model.

Published in:

Axioms (2075-1680), 2023, v. 12, n. 4, p. 402, doi. 10.3390/axioms12040402

By:

Ni, Zhengfang;
Jiang, Minghui;
Zhan, Wentao

Publication type:

Article

COLLATERALS OF RURAL CREDIT IN BRAZIL: ACCESS, LOAN TERMS, AND DEFAULT.

Published in:

RAE: Revista de Administração de Empresas, 2023, v. 63, n. 3, p. 1, doi. 10.1590/S0034-759020230301x

By:

Pinho Menezes, Alexandre;
Schiozer, Rafael F.;
Vasconcelos, Lucas N. C.

Publication type:

Article

Goodness-of-Fit of Logistic Regression of the Default Rate on GDP Growth Rate and on CDX Indices.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 16, p. 1930, doi. 10.3390/math9161930

By:

Hu, Kuang-Hua;
Lin, Shih-Kuei;
Ching, Yung-Kang;
Hung, Ming-Chin

Publication type:

Article

Default risk and earnings expectations: The role of contract maturity in the credit default swap market.

Published in:

Accounting & Finance, 2023, v. 63, n. 4, p. 4275, doi. 10.1111/acfi.13093

By:

Hill, Mary S.;
Taylor, Gary K.

Publication type:

Article

Unraveling the Mystery of Default Prediction in the Textile Industry of Pakistan.

Published in:

Journal of Quantitative Methods, 2023, v. 7, n. 2, p. 35

By:

Alvi, Jahanzaib;
Arif, Imtiaz

Publication type:

Article

Analysis of Mortgage Default Clients and Mortgage Default Counseling at a Housing Counseling Agency.

Published in:

Journal of Financial Counseling & Planning, 2007, v. 18, n. 1, p. 24

By:

Delgadillo, Lucy;
Green Pimentel, Leslie E.

Publication type:

Article

Believing in default rules: inclusive default reasoning.

Published in:

Synthese, 2025, v. 205, n. 6, p. 1, doi. 10.1007/s11229-025-04950-7

By:

Andersen, Frederik J.;
Rendsvig, Rasmus K.

Publication type:

Article

The Effect of Systematic Default Risk on Credit Risk Premiums.

Published in:

Sustainability (2071-1050), 2019, v. 11, n. 21, p. 6039, doi. 10.3390/su11216039

By:

Kim, Jungmu

Publication type:

Article

BILATERAL COUNTERPARTY RISK VALUATION OF CDS CONTRACTS WITH SIMULTANEOUS DEFAULTS.

Published in:

International Journal of Theoretical & Applied Finance, 2013, v. 16, n. 7, p. 1, doi. 10.1142/S0219024913500404

By:

LONG TENG;
EHRHARDT, MATTHIAS;
GÜNTHER, MICHAEL

Publication type:

Article

Pricing equity default swaps under the jump-to-default extended CEV model.

Published in:

Finance & Stochastics, 2011, v. 15, n. 3, p. 513, doi. 10.1007/s00780-010-0139-3

By:

Mendoza-Arriaga, Rafael;
Linetsky, Vadim

Publication type:

Article

FIRST-TO-DEFAULT AND SECOND-TO-DEFAULT OPTIONS IN MODELS WITH VARIOUS INFORMATION FLOWS.

Published in:

International Journal of Theoretical & Applied Finance, 2021, v. 24, n. 4, p. 1, doi. 10.1142/S0219024921500229

By:

GAPEEV, PAVEL V.;
JEANBLANC, MONIQUE

Publication type:

Article

Point-in-time loss-given default rates and exposures at default models for IFRS 9/CECL and stress testing.

Published in:

Journal of Risk Management in Financial Institutions, 2016, v. 9, n. 3, p. 249, doi. 10.69554/ibhl6152

By:

Chawla, Gaurav;
Forest Jr., Lawrence R.;
Aguais, Scott D.

Publication type:

Article

Bayesian estimation of probabilities of default for low default portfolios.

Published in:

Journal of Risk Management in Financial Institutions, 2013, v. 6, n. 3, p. 302, doi. 10.69554/zfgq4746

By:

Tasche, Dirk

Publication type:

Article

Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities.

Published in:

International Journal of Computer Mathematics, 2012, v. 89, n. 9, p. 1255, doi. 10.1080/00207160.2012.657184

By:

Liang, Jin;
Wang, Tao

Publication type:

Article

'Cure' Effects and Mortgage Default: A Split Population Survival Time Model.

Published in:

Journal of Real Estate Finance & Economics, 2018, v. 56, n. 2, p. 217, doi. 10.1007/s11146-017-9597-0

By:

Liu, Bo;
Sing, Tien Foo

Publication type:

Article

IFRS 16 Incremental Borrowing Rate: Comparability Issues and a Methodology Proposal for Loss Given Default Adjustment.

Published in:

Accounting in Europe, 2022, v. 19, n. 2, p. 287, doi. 10.1080/17449480.2022.2046282

By:

Delgado-Vaquero, David;
Morales-Diaz, Jose;
Zamora-Ramírez, Constancio

Publication type:

Article

The k th default time distribution and basket default swap pricing.

Published in:

Quantitative Finance, 2011, v. 11, n. 12, p. 1793, doi. 10.1080/14697688.2010.494611

By:

Choe, GeonHo;
Jang, HyunJin

Publication type:

Article

The risk of the sovereign debt default: the Eurozone crisis 2008–2013.

Published in:

Applied Economics, 2017, v. 49, n. 38, p. 3782, doi. 10.1080/00036846.2016.1267851

By:

Stamatopoulos, Theodoros V.;
Arvanitis, Stavros E.;
Terzakis, Dimitris M.

Publication type:

Article

Estimating actual probability of default from structural models.

Published in:

International Journal of Financial Engineering, 2022, v. 9, n. 1, p. 1, doi. 10.1142/S2424786321500456

By:

Zou, Lin;
Li, Weiping

Publication type:

Article

Credit Default Sharing Instead of Credit Default Swaps: Toward a More Sustainable Financial System.

Published in:

Journal of Economic Issues, 2014, v. 48, n. 1, p. 1, doi. 10.2753/JEI0021-3624480101

By:

Naifar, Nader

Publication type:

Article

Gelişmekte Olan Finansal Piyasalarda Ülke Kredi Temerrüt Takası Primleri İle Hisse Senedi Endeksleri Arasındaki İlişki Üzerine Bir Araştırma.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2020, n. 114, p. 103, doi. 10.33203/mfy.605173

By:

SARIGÜL, Haşmet

Publication type:

Article

Optimal dividend strategy for an insurance group with contagious default risk.

Published in:

Scandinavian Actuarial Journal, 2021, v. 2021, n. 4, p. 335, doi. 10.1080/03461238.2020.1845231

By:

Jin, Zhuo;
Liao, Huafu;
Yang, Yue;
Yu, Xiang

Publication type:

Article

The Impact of Earnings on the Pricing of Credit Default Swaps.

Published in:

Accounting Review, 2009, v. 84, n. 5, p. 1363, doi. 10.2308/accr.2009.84.5.1363

By:

Callen, Jeffrey L.;
Livnat, Joshua;
Segal, Dan

Publication type:

Article

RISKS CONCERNED WITH CREDIT DEFAULT SWAPS APPLICATION.

Published in:

Interdisciplinary Management Research, 2012, v. 8, p. 613

By:

Pruchnicka-Grabias, Izabela

Publication type:

Article

CORRELATED DEFAULTS IN INTENSITY-BASED MODELS.

Published in:

Mathematical Finance, 2007, v. 17, n. 2, p. 155, doi. 10.1111/j.1467-9965.2007.00298.x

By:

Fan Yu

Publication type:

Article

DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS.

Published in:

Mathematical Finance, 2005, v. 15, n. 1, p. 1, doi. 10.1111/j.0960-1627.2005.00208.x

By:

Jarrow, Robert A.;
Lando, David;
Fan Yu

Publication type:

Article

Large Banks and Efficient Banks: how Do they Influence Credit Supply and Default Risk?

Published in:

Journal of Financial Services Research, 2020, v. 57, n. 1, p. 1, doi. 10.1007/s10693-018-0300-2

By:

Liu, Bo;
Shilling, James D.;
Sing, Tien Foo

Publication type:

Article

Paying for Default: Change over Time in the Share of Federal Financial Aid Sent to Institutions with High Student Loan Default Rates.

Published in:

Journal of Student Financial Aid, 2015, v. 45, n. 1, p. 3, doi. 10.55504/0884-9153.1543

By:

Jaquette, Ozan;
Hillman, Nicholas W.

Publication type:

Article

Efficient Sovereign Default.

Published in:

Review of Economic Studies, 2019, v. 86, n. 1, p. 282, doi. 10.1093/restud/rdy012

By:

Dovis, Alessandro

Publication type:

Article

PARA BORÇLARI BAKIMINDAN TBK M. 120 F.2'DE ÖNGÖRÜLEN TEMERRÜT FAİZİ ÜST SINIRI VE BUNUN SÖZLEŞME CEZASI İLE İLİŞKİSİ ÜZERİNE DÜŞÜNCELER.

Published in:

Galatasaray Üniversitesi Hukuk Fakültesi Dergisi, 2024, n. 2, p. 1159

By:

KAPANCI, K. Berk

Publication type:

Article

Unexpected defaults: the role of information opacity: Unexpected defaults: the role of information opacity: A. Ertan et al.

Published in:

Review of Accounting Studies, 2025, v. 30, n. 1, p. 899, doi. 10.1007/s11142-024-09842-8

By:

Ertan, Aytekin;
Lee, Yun;
Wittenberg-Moerman, Regina

Publication type:

Article

Default clauses in debt contracts.

Published in:

Review of Accounting Studies, 2015, v. 20, n. 4, p. 1596, doi. 10.1007/s11142-015-9337-8

By:

Li, Ningzhong;
Lou, Yun;
Vasvari, Florin

Publication type:

Article

Digital Cloning of the Dead: Exploring the Optimal Default Rule.

Published in:

Asian Journal of Law & Economics, 2024, v. 15, n. 1, p. 1, doi. 10.1515/ajle-2023-0125

By:

Iwasaki, Masaki

Publication type:

Article

Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008.

Published in:

Journal of Business & Economic Statistics, 2012, v. 30, n. 4, p. 521, doi. 10.1080/07350015.2012.700859

By:

Koopman, SiemJan;
Lucas, André;
Schwaab, Bernd

Publication type:

Article

Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches.

Published in:

Australian Journal of Management (University of New South Wales), 2006, v. 31, n. 2, p. 207, doi. 10.1177/031289620603100203

By:

Gharghori, Philip;
Chan, Howard;
Faff, Robert

Publication type:

Article

Research on credit scoring method matching the probability of default: evidence from Lending Club.

Published in:

Applied Economics, 2023, v. 55, n. 50, p. 5864, doi. 10.1080/00036846.2022.2140769

By:

Ma, Hongdong;
Li, Gang;
Liu, Rongyue;
Zhang, Kexin;
Wang, Zijian

Publication type:

Article

The extent of informational efficiency in the credit default swap market: evidence from post-earnings announcement returns.

Published in:

Review of Quantitative Finance & Accounting, 2016, v. 46, n. 4, p. 725, doi. 10.1007/s11156-014-0484-y

By:

Jenkins, Nicole;
Kimbrough, Michael;
Wang, Juan

Publication type:

Article

Modeling Credit Risk with Hidden Markov Default Intensity.

Published in:

Computational Economics, 2019, v. 54, n. 3, p. 1213, doi. 10.1007/s10614-018-9869-7

By:

Yu, Feng-Hui;
Lu, Jiejun;
Gu, Jia-Wen;
Ching, Wai-Ki

Publication type:

Article

Assessment of mortgage default risk via Bayesian reliability models.

Published in:

Applied Stochastic Models in Business & Industry, 2010, v. 26, n. 3, p. 308, doi. 10.1002/asmb.849

By:

Soyer, Refik;
Feng Xu

Publication type:

Article

Nonmonotonic Reasoning and Defaults: On Rott's Counterexamples.

Published in:

Philosophical Review (1015-8995), 2014, n. 47, p. 61, doi. 10.6276/NTUPR.2014.03.(47).03

By:

Hao-Cheng Fu

Publication type:

Article

The pricing of credit risky securities under stochastic interest rate model with default correlation.

Published in:

Applications of Mathematics, 2013, v. 58, n. 6, p. 703, doi. 10.1007/s10492-013-0036-0

By:

Wang, Anjiao;
Ye, Zhongxing

Publication type:

Article

Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis.

Published in:

Asia-Pacific Financial Markets, 2017, v. 24, n. 4, p. 269, doi. 10.1007/s10690-017-9233-2

By:

Miyajima, Ken;
Chan-Lau, Jorge;
Miao, Weimin;
Shin, Jongsoon

Publication type:

Article