Credit risk modelling under recessionary and financially distressed conditions
Year of publication: |
June 2018
|
---|---|
Authors: | Dendramis, Yiannis ; Tzavalis, Elias ; Adraktas, Georgios |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 91.2018, p. 160-175
|
Subject: | Mortgage loans | Survival analysis | Structural breaks | Financial distressed conditions | Probability of default | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Strukturbruch | Structural break | Hypothek | Mortgage | Kreditwürdigkeit | Credit rating |
-
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta, (2017)
-
Impact of mortgage soft information in loan pricing on default prediction using machine learning
Luong, Thi Mai, (2023)
-
How to measure the credit risk of housing loans : evidence from a Taiwanese bank
Lu, Su-lien, (2012)
- More ...
-
Credit Risk Modelling Under Recessionary and Financial Distressed Conditions
Dendramis, Yiannis, (2017)
-
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis, (2014)
-
Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations
Dendramis, Yiannis, (2014)
- More ...