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

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

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

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

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

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

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

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

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

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

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

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

'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

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

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

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

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

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

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

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

The Impact of the Mediation Process on the Default of the Debtor.

Published in:

Annales de la Faculté de Droit d'Istanbul, 2024, n. 74, p. 325, doi. 10.26650/annales.2024.74.0014

By:

Dırenisa, Efe

Publication type:

Article

Characteristics of Distinguishing Elements in the Case of Default and Fraud in Contracts.

Published in:

Media Syari'ah: Wahana Kajian Hukum Islam dan Pranata Sosial, 2022, v. 24, n. 1, p. 1, doi. 10.22373/jms.v24i1.11050

By:

Nugroho, Eko Rial

Publication type:

Article

Introducing and testing the Carr model of default.

Published in:

Quantitative Finance, 2025, v. 25, n. 2, p. 269, doi. 10.1080/14697688.2024.2368081

By:

Maglione, Federico

Publication type:

Article

Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling.

Published in:

Quantitative Finance, 2021, v. 21, n. 9, p. 1501, doi. 10.1080/14697688.2021.1890807

By:

Anagnostou, I.;
Squartini, T.;
Kandhai, D.;
Garlaschelli, D.

Publication type:

Article

Default probability estimation in small samples—with an application to sovereign bonds.

Published in:

Quantitative Finance, 2013, v. 13, n. 12, p. 1891, doi. 10.1080/14697688.2013.792436

By:

Orth, Walter

Publication type:

Article

Flexing the default barrier.

Published in:

Quantitative Finance, 2011, v. 11, n. 12, p. 1729, doi. 10.1080/14697688.2010.481633

By:

Dorfleitner, Gregor;
Schneider, Paul;
Veža, Tanja

Publication type:

Article

Empirical analysis and calibration of the CEV process for pricing equity default swaps.

Published in:

Quantitative Finance, 2011, v. 11, n. 12, p. 1815, doi. 10.1080/14697680903547915

By:

Baaquie, BelalE.;
Pan, Tang;
Bhanap, JitendraD.

Publication type:

Article

KOSZTY BANKRUCTWA PAŃSTWA.

Published in:

Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2013, n. 305, p. 154

By:

Gajda-Kantorowska, Małgorzata

Publication type:

Article

CRISIS RISK MEASUREMENTS - TRADE WITH CREDIT DEFAULT SWAPS AGAINST MEASUREMENTS OF THE CAPITAL TRADE DYNAMICS.

Published in:

International Journal of Contemporary Economics & Administrative Sciences, 2017, v. 7, n. 1/2, p. 81

By:

Paskaleva, Mariya Georgieva

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

Impact of mortgage soft information in loan pricing on default prediction using machine learning.

Published in:

International Review of Finance, 2023, v. 23, n. 1, p. 158, doi. 10.1111/irfi.12392

By:

Luong, Thi Mai;
Scheule, Harald;
Wanzare, Nitya

Publication type:

Article

Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean 'Haircut' Excessive?

Published in:

Open Economies Review, 2015, v. 26, n. 5, p. 839, doi. 10.1007/s11079-015-9350-3

By:

Edwards, Sebastian

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

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

Charge-offs, Defaults and the Financial Accelerator.

Published in:

B.E. Journal of Macroeconomics, 2023, v. 23, n. 1, p. 427, doi. 10.1515/bejm-2021-0078

By:

Gunn, Christopher M.;
Johri, Alok;
Letendre, Marc-André

Publication type:

Article

CREDIT DEFAULT SWAPS IN TWO-DIMENSIONAL MODELS WITH VARIOUS INFORMATIONS FLOWS.

Published in:

International Journal of Theoretical & Applied Finance, 2020, v. 23, n. 02, p. N.PAG, doi. 10.1142/S0219024920500107

By:

GAPEEV, PAVEL V.;
JEANBLANC, MONIQUE

Publication type:

Article

NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS.

Published in:

International Journal of Theoretical & Applied Finance, 2019, v. 22, n. 3, p. N.PAG, doi. 10.1142/S0219024919500031

By:

ITKIN, A.;
SHCHERBAKOV, V.;
VEYGMAN, A.

Publication type:

Article

Optimal Insurance Coverage with Default Risk.

Published in:

Journal of Insurance Issues, 2021, v. 44, n. 2, p. 31

By:

Liang Hong;
Zhiqiang Yan;
Boyi Zhuang

Publication type:

Article

Forecasting Loan Default in Europe with Machine Learning*.

Published in:

Journal of Financial Econometrics, 2023, v. 21, n. 2, p. 569, doi. 10.1093/jjfinec/nbab010

By:

Barbaglia, Luca;
Manzan, Sebastiano;
Tosetti, Elisa

Publication type:

Article

A Six Sigma Approach to Predicting Corporate Defaults.

Published in:

Quality & Reliability Engineering International, 2005, v. 21, n. 3, p. 293, doi. 10.1002/qre.632

By:

Neagu, Radu;
Hoerl, Roger

Publication type:

Article

Modeling credit portfolio derivatives, including both a default and a prepayment feature.

Published in:

Applied Stochastic Models in Business & Industry, 2013, v. 29, n. 5, p. 479, doi. 10.1002/asmb.1931

By:

Hieber, Peter;
Scherer, Matthias

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

Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns.

Published in:

Review of Finance, 2018, v. 22, n. 2, p. 633, doi. 10.1093/rof/rfx044

By:

Anginer, Deniz;
Yıldızhan, Çelim

Publication type:

Article

Mathematical analysis of a credit default swap with counterparty risks.

Published in:

European Journal of Applied Mathematics, 2020, v. 31, n. 5, p. 737, doi. 10.1017/S0956792519000226

By:

CHEN, XINFU;
HE, PENG;
LIU, JING;
ZHAO, SHUAI

Publication type:

Article