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Systemic Risk Modelling System (SRMS) : a macroprudential stress testing model

Naruševičius, Laurynas; Mikaliūnaitė-Jouvanceau, Ieva - 2025

Persistent link: https://www.econbiz.de/10015190453

Forecasting China bond default with severe class-imbalanced data : a simple learning model with causal inference

Peng, Mike W.; Stern, Elisheva R.; Hu, Hanwen - In: Economic modelling 144 (2025), pp. 1-16

Persistent link: https://www.econbiz.de/10015195157

Bitcoin arbitrage and exchange default risk

Guo, Weiwei; Jahanshahloo, Hossein - In: Finance research letters 71 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015196494

Bank credit risk and sovereign debt exposure : moral hazard or hedging?

Baselga-Pascual, Laura; Loban, Lidia; Myllymäki, … - In: Finance research letters 71 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015198361

Sectoral credit allocation and systemic risk

Andrieş, Alin Marius; Ongena, Steven; Sprincean, Nicu - In: Journal of financial stability 76 (2025), pp. 1-23

Persistent link: https://www.econbiz.de/10015323463

The ECB's APP's impact on non-financial firms' cost of borrowing and debt choice

Kanda, Joana F.; Pinto, João M.; Silva, Beatriz P. - In: Journal of financial stability 77 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015324017

Default risk, risk premium, and corporate resilience : the role of regulatory and stabilization policies

Firano, Zakaria; Karaouch, Doha - In: Global journal of emerging market economies 17 (2025) 1, pp. 22-48

Persistent link: https://www.econbiz.de/10015324374

Farmers' credit risk evaluation with an explainable hybrid ensemble approach : a closer look in microfinance

Chai, Nana; Abedin, Mohammad Zoynul; Yang, Lian; Shi, … - In: Pacific-Basin finance journal 89 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015325143

Migration to new margin calculation method (JSCC-VaR) in listed financial derivatives : brief overview and impact analysis

Ichiki, Shingo - 2025

Persistent link: https://www.econbiz.de/10015325186

Measuring economic distress using the contingent claims approach

Castrén, Olli; Kopp, Raphael M. - 2025

We introduce a new Economic Distress Index (EDI), which incorporates information from all economic sectors as a device for real-time monitoring of financial stability risks in the euro area. Our approach is based on structural models of credit risk and incorporates market and balance sheet...

Persistent link: https://www.econbiz.de/10015203202

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