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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Forecasting model"
~subject:"Ratingagentur"
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Search: subject_exact:"Creditworthiness"
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Forecasting model
Ratingagentur
Credit rating
47
Kreditwürdigkeit
47
Credit risk
34
Kreditrisiko
34
Insolvency
16
Insolvenz
16
Theorie
13
Theory
13
credit risk
10
credit scoring
10
Bank lending
8
Kreditgeschäft
8
Financial services
7
Finanzdienstleistung
7
Regression analysis
7
Regressionsanalyse
7
Credit derivative
6
Estimation
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Kreditderivat
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Prognoseverfahren
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Schätzung
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Rating agency
5
credit ratings
5
Consumer credit
3
Corporate bond
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Portfolio selection
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Portfolio-Management
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Probability theory
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Unternehmensanleihe
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Verbraucherkredit
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Wahrscheinlichkeitsrechnung
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logistic regression
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probability of default
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Basel Accord
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Basler Akkord
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11
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Hornik, Kurt
2
Pichler, Stefan
2
Abedin, Mohammad Zoynul
1
Alanis, Emmanuel
1
Berg, Tobias
1
Burgt, Marco van der
1
Charlin, Ventura
1
Chava, Sudheer
1
Chi, Guotai
1
Chikodza, Eriyoti
1
Cifuentes, Arturo
1
Colombage, Sisira
1
Grün, Bettina
1
Gumbo, Victor
1
Hirk, Rainer
1
Hofmarcher, Paul
1
Leitner, Christoph
1
Lim, Hyoungjoo
1
Mali, Dafydd
1
Matenda, Frank Ranganai
1
Moula, Fahmida E.
1
Shah, Agam
1
Sibanda, Mabutho
1
Tasche, Dirk
1
Vana, Laura
1
Yeh, Andy Jia-yuh
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
43
SFB 649 discussion paper
15
Finance research letters
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
The accounting review : a publication of the American Accounting Association
12
European journal of operational research : EJOR
11
International review of economics & finance : IREF
11
International review of financial analysis
11
Journal of international financial markets, institutions & money
11
The journal of corporate finance : contracting, governance and organization
11
Journal of financial economics
10
Applied economics letters
8
Economic modelling
8
Journal of financial stability
8
Journal of risk finance : the convergence of financial products and insurance
8
The European journal of finance
8
Working paper / National Bureau of Economic Research, Inc.
8
Working paper series / European Central Bank
8
Economic notes : economic review of Banca Monte dei Paschi di Siena
7
Investment management and financial innovations
7
NBER working paper series
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Review of quantitative finance and accounting
7
Working papers / Department of Economics
7
Emerging markets, finance and trade : EMFT
6
Journal of accounting & economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of fixed income
6
Asia-Pacific journal of financial studies
5
Discussion paper / Centre for Economic Policy Research
5
Discussion papers / CEPR
5
Economics letters
5
Global credit review
5
International journal of forecasting
5
Journal of economic behavior & organization : JEBO
5
Journal of financial services research : JFSR
5
Journal of forecasting
5
Journal of money, credit and banking : JMCB
5
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ECONIS (ZBW)
11
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1
Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel
;
Chava, Sudheer
;
Shah, Agam
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 77-110
Persistent link: https://www.econbiz.de/10014488911
Saved in:
2
A joint model of failures and credit ratings
Hirk, Rainer
;
Vana, Laura
;
Hornik, Kurt
;
Pichler, Stefan
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 61-88
Persistent link: https://www.econbiz.de/10012519961
Saved in:
3
Corporate default risk modeling under distressed economic and financial conditions in a developing economy
Matenda, Frank Ranganai
;
Sibanda, Mabutho
;
Chikodza, Eriyoti
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 89-115
Persistent link: https://www.econbiz.de/10012519965
Saved in:
4
Calibration and mapping of credit scores by riding the cumulative accuracy profile
Burgt, Marco van der
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012100567
Saved in:
5
The influence of firm efficiency on agency credit ratings
Mali, Dafydd
;
Lim, Hyoungjoo
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
1
,
pp. 67-102
Persistent link: https://www.econbiz.de/10012100571
Saved in:
6
Credit default prediction using a support vector machine and a probabilistic neural network
Abedin, Mohammad Zoynul
;
Chi, Guotai
;
Colombage, Sisira
; …
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011917538
Saved in:
7
Reliability and agreement of credit ratings in the Mexican fixed-income market
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 21-45
Persistent link: https://www.econbiz.de/10011849970
Saved in:
8
Deriving consensus ratings of the big three rating agencies
Grün, Bettina
;
Hofmarcher, Paul
;
Hornik, Kurt
; …
- In:
The journal of credit risk : published quarterly by …
9
(
2013
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10009737297
Saved in:
9
Bounds for rating override rates
Tasche, Dirk
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009700476
Saved in:
10
From actual to risk-neutral default probabilities : Merton and beyond
Berg, Tobias
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
1
,
pp. 55-86
Persistent link: https://www.econbiz.de/10003965724
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