Works about CREDIT risk
Results: 3267
Introducing and testing the Carr model of default.
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- Quantitative Finance, 2025, v. 25, n. 2, p. 269, doi. 10.1080/14697688.2024.2368081
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- Article
Who Lends Before Banking Crises? Evidence from the International Syndicated Loan Market.
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- Management Science, 2025, v. 71, n. 3, p. 2289, doi. 10.1287/mnsc.2022.03505
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- Article
Dynamic Multilayer Network for Systemic Risk and Bank Regulation Based on CDS.
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- Computational Economics, 2025, v. 65, n. 2, p. 691, doi. 10.1007/s10614-023-10508-x
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- Article
Pricing of Vulnerable Timer Options: Pricing of Vulnerable Timer Options: D. Kim et al.
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- Computational Economics, 2025, v. 65, n. 2, p. 989, doi. 10.1007/s10614-023-10469-1
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- Article
Do corporate bond defaults affect the corporate social responsibility performance of non-defaulting industry peers? Evidence of credit risk contagion from China.
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- Applied Economics, 2025, v. 57, n. 11, p. 1257, doi. 10.1080/00036846.2024.2311760
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- Article
Mergers and Acquisitions' Moderating Effect on the Relationship Between Credit Risk and Bank Value: A Quantile Regression Approach.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 100, doi. 10.3390/jrfm18020100
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- Article
Innovative Credit Risk Assessment: Leveraging Social Media Data for Inclusive Credit Scoring in Indonesia's Fintech Sector.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 74, doi. 10.3390/jrfm18020074
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- Article
Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach.
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- Journal of Risk & Financial Management, 2025, v. 18, n. 2, p. 48, doi. 10.3390/jrfm18020048
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- Article
Intelligent Assessment of Personal Credit Risk Based on Machine Learning.
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- Systems, 2025, v. 13, n. 2, p. 112, doi. 10.3390/systems13020112
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- Article
Improving Credit Risk Assessment in Uncertain Times: Insights from IFRS 9.
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- Risks, 2025, v. 13, n. 2, p. 38, doi. 10.3390/risks13020038
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- Article
A Bivariate Model for Correlated and Mixed Outcomes: A Case Study on the Simultaneous Prediction of Credit Risk and Profitability of Peer-to-Peer (P2P) Loans.
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- Risks, 2025, v. 13, n. 2, p. 33, doi. 10.3390/risks13020033
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- Article
Data Mining for the Adjustment of Credit Scoring Models in Solidarity Economy Entities: A Methodology for Addressing Class Imbalances.
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- Risks, 2025, v. 13, n. 2, p. 20, doi. 10.3390/risks13020020
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- Article
An ensemble machine learning approach for forecasting credit risk of agricultural SMEs' investments in agriculture 4.0 through supply chain finance.
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- Annals of Operations Research, 2025, v. 345, n. 2, p. 779, doi. 10.1007/s10479-021-04366-9
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- Article
Credit Risk Assessment of Green Supply Chain Finance for SMEs Based on Multi-Source Information Fusion.
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- Sustainability (2071-1050), 2025, v. 17, n. 4, p. 1590, doi. 10.3390/su17041590
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- Article
Large Exposures: Implicit Credit Risk Concentration add-ons and the Basel Framework.
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- Anáhuac Journal, 2024, v. 24, n. 1, p. 114, doi. 10.36105/theanahuacjour.2024v24n1.05
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- Article
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk.
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- Journal of Financial Econometrics, 2011, v. 9, n. 2, p. 237, doi. 10.1093/jjfinec/nbr001
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- Article
Microinformation, Nonlinear Filtering, and Granularity.
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- Journal of Financial Econometrics, 2012, v. 10, n. 1, p. 1, doi. 10.1093/jjfinec/nbr010
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- Article
Affine Models for Credit Risk Analysis.
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- Journal of Financial Econometrics, 2006, v. 4, n. 3, p. 494, doi. 10.1093/jjfinec/nbj012
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- Article
Practitioners' Corner.
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- Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 310, doi. 10.1093/jjfinec/nbi014
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- Article
Stochastic Migration Models with Application to Corporate Risk.
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- Journal of Financial Econometrics, 2005, v. 3, n. 2, p. 188, doi. 10.1093/jjfinec/nbi013
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- Article
The Credit Card Debt Puzzle: The Role of Preferences, Credit Access Risk, and Financial Literacy.
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- Review of Economics & Statistics, 2019, v. 101, n. 2, p. 1, doi. 10.1162/rest_a_00752
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- Article
OBSERVATION-DRIVEN MIXED-MEASUREMENT DYNAMIC FACTOR MODELS WITH AN APPLICATION TO CREDIT RISK.
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- Review of Economics & Statistics, 2014, v. 96, n. 5, p. 898, doi. 10.1162/REST_a_00393
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- Article
Top Wealth in America: New Estimates Under Heterogeneous Returns*.
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- Quarterly Journal of Economics, 2023, v. 138, n. 3, p. 515, doi. 10.1093/qje/qjac033
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- Article
Top Wealth in America: New Estimates Under Heterogeneous Returns*.
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- Quarterly Journal of Economics, 2023, v. 138, n. 1, p. 515, doi. 10.1093/qje/qjac033
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- Article
Sovereign Bonds Since Waterloo*.
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- Quarterly Journal of Economics, 2022, v. 137, n. 3, p. 1615, doi. 10.1093/qje/qjac007
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- Article
CREDIT-MARKET SENTIMENT AND THE BUSINESS CYCLE.
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- Quarterly Journal of Economics, 2017, v. 132, n. 3, p. 1373, doi. 10.1093/qje/qjx014
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- Article
Quality in the financial sector from the perspective of consumer credits by socioeconomic and demographic characteristics.
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- Total Quality Management & Business Excellence, 2012, v. 23, n. 11/12, p. 1453, doi. 10.1080/14783363.2011.637799
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- Article
Disasters and development: natural disasters, credit constraints, and economic growth.
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- Oxford Economic Papers, 2014, v. 66, n. 3, p. 750, doi. 10.1093/oep/gpt034
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- Article
Enhancing credit risk prediction with hybrid deep learning and sand cat swarm feature selection.
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- Multimedia Tools & Applications, 2024, v. 83, n. 21, p. 60243, doi. 10.1007/s11042-023-17974-3
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- Article
Prediction and assessment of credit risk using an adaptive Binarized spiking marine predators' neural network in financial sector.
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- Multimedia Tools & Applications, 2024, v. 83, n. 16, p. 48761, doi. 10.1007/s11042-023-17467-3
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- Article
Credit risk evaluation: a comprehensive study.
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- Multimedia Tools & Applications, 2023, v. 82, n. 12, p. 18217, doi. 10.1007/s11042-022-13952-3
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- Article
A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks.
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- Methodology & Computing in Applied Probability, 2022, v. 24, n. 4, p. 2455, doi. 10.1007/s11009-021-09925-y
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- Article
Credit Risk in an Economy with New Firms Arrivals.
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- Methodology & Computing in Applied Probability, 2017, v. 19, n. 3, p. 891, doi. 10.1007/s11009-016-9525-4
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- Article
Comparing the Value at Risk Performance of the CreditRisk and its Enhancement: A Large Deviations Approach.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 4, p. 1009, doi. 10.1007/s11009-013-9345-8
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- Article
Initial and Final Backward and Forward Discrete Time Non-homogeneous Semi-Markov Credit Risk Models.
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- Methodology & Computing in Applied Probability, 2010, v. 12, n. 2, p. 215, doi. 10.1007/s11009-009-9142-6
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- Article
Editorial.
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- 2010
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- Editorial
Random Survival Forests Models for SME Credit Risk Measurement.
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- Methodology & Computing in Applied Probability, 2009, v. 11, n. 1, p. 29, doi. 10.1007/s11009-008-9078-2
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- Article
The Impact of Credit Rating on Innovation in a Two-Sector Evolutionary Model.
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- Computational Economics, 2018, v. 52, n. 3, p. 839, doi. 10.1007/s10614-017-9712-6
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- Article
Systemic Risk on Trade Credit Systems: with the Tangible Interconnectedness.
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- Computational Economics, 2018, v. 51, n. 2, p. 211, doi. 10.1007/s10614-016-9632-x
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- Article
Credit Risk Scoring with Bayesian Network Models.
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- Computational Economics, 2016, v. 47, n. 3, p. 423, doi. 10.1007/s10614-015-9505-8
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- Article
Spatial Interaction Model of Credit Risk Contagion in the CRT Market.
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- Computational Economics, 2015, v. 46, n. 4, p. 519, doi. 10.1007/s10614-014-9475-2
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- Article
A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime.
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- Computational Economics, 2015, v. 46, n. 1, p. 83, doi. 10.1007/s10614-014-9452-9
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- Article
Implied Severity Density Estimation: An Extended Semiparametric Method to Compute Credit Value at Risk.
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- Computational Economics, 2012, v. 40, n. 2, p. 115, doi. 10.1007/s10614-011-9290-y
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- Article
A Flexible Markov Chain Approach for Multivariate Credit Ratings.
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- Computational Economics, 2012, v. 39, n. 2, p. 135, doi. 10.1007/s10614-011-9258-y
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- Article
Discrete Time Non-Homogeneous Semi-Markov Reliability Transition Credit Risk Models and the Default Distribution Functions.
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- Computational Economics, 2011, v. 38, n. 4, p. 465, doi. 10.1007/s10614-010-9219-x
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- Article
An expert judgement approach to determining the physical vulnerability of roads to debris flow.
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- Bulletin of Engineering Geology & the Environment, 2014, v. 73, n. 2, p. 291, doi. 10.1007/s10064-014-0570-3
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- Article
Islamic banks credit risk performance for home financing: Before and during Covid-19 pandemic.
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- Economic Journal of Emerging Markets, 2022, v. 14, n. 1, p. 113, doi. 10.20885/ejem.vol14.iss1.art9
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- Article
Rationality of the personal loan interest-rate markups of banks.
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- Corporate Management Review, 2017, v. 37, n. 1, p. 115
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- Article
刍议城商银行信用风险管理—基于包商银行事件的再思考.
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- Journal of Changzhou University (Social Science Edition), 2022, v. 23, n. 6, p. 31, doi. 10.3969/j.issn.2095-042X.2022.06.004
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- Article
The Impact of The Sovereign Credit Rating on The Possibility of Financing External Loans to The Iraqi Economy.
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- Journal of Economics & Administrative Sciences, 2024, v. 30, n. 141, p. 302, doi. 10.33095/r5ghj414
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- Article