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~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
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The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
475
Finance research letters
194
IMF Staff Country Reports
188
IMF Working Papers
187
Journal of financial stability
163
NBER working paper series
131
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1
Climate-policy-relevant sectors and credit risk
Borsuk, Marcin
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014487329
Saved in:
2
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:
3
Default forecasting based on a novel group feature selection method for imbalanced data
Chi, Guotai
;
Xing, Jin
;
Pan, Ancheng
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 51-77
Persistent link: https://www.econbiz.de/10014489147
Saved in:
4
Understanding and predicting systemic corporate distress : a machine-learning approach
Hacibedel, Burcu
;
Qu, Ritong
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 79-116
Persistent link: https://www.econbiz.de/10014489149
Saved in:
5
Merton's model with recovery risk
Cohen, Albert
;
Costanzino, Nick
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 93-118
Persistent link: https://www.econbiz.de/10014546392
Saved in:
6
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
Saved in:
7
A survey of machine learning in credit risk
Breeden, Joseph L.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 1-62
Persistent link: https://www.econbiz.de/10012816867
Saved in:
8
Review of credit risk and credit scoring models based on computing paradigms in financial institutions
Sharma, Deepika
;
Vashistha, Ashutosh
;
Gupta, Manoj K.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 63-77
Persistent link: https://www.econbiz.de/10012816875
Saved in:
9
Forecasting consumer credit recovery failure : classification approaches
Kim, Hyeongjun
;
Cho, Hoon
;
Ryu, Doojin
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 117-140
Persistent link: https://www.econbiz.de/10012816939
Saved in:
10
Small and medium-sized enterprises that borrow from "alternative" lenders in the United Kingdom : who are they?
Sabato, Gabriele
;
Altman, Edward I.
;
Andreeva, Galina
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 63-86
Persistent link: https://www.econbiz.de/10012671420
Saved in:
11
Calibration alternatives to logistic regression and their potential for transferring the statistical dispersion of discriminatory power into uncertainties in probabilities of defau...
Wosnitza, Jan Henrik
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 75-103
Persistent link: https://www.econbiz.de/10014488513
Saved in:
12
Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Anand, Arsh
;
Baesens, Bart
;
Vanpée, Rosanne
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
1
,
pp. 105-154
Persistent link: https://www.econbiz.de/10014488699
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13
Small and medium-sized enterprises' time to default : an analysis using an improved mixture cure model with time-varying covariates
Dong, Qingli
;
Chi, Guotai
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014488716
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14
Banking on personality : psychometrics and consumer creditworthiness
Fine, Saul
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
2
,
pp. 57-75
Persistent link: https://www.econbiz.de/10014488903
Saved in:
15
Pricing default risk in stochastic time
Harju, Antti J.
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 23-49
Persistent link: https://www.econbiz.de/10014489139
Saved in:
16
Credit contagion risk in German auto loans
Fenner, Arved
;
Vollmar, Steffen
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
4
,
pp. 59-99
Persistent link: https://www.econbiz.de/10014490061
Saved in:
17
Art-secured lending : a risk analysis framework
Charlin, Ventura
;
Cifuentes, Arturo
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 67-93
Persistent link: https://www.econbiz.de/10012298997
Saved in:
18
How a credit run affects asset correlation
Imanto, Christopher Paulus
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014546385
Saved in:
19
A three-factor hazard rate model for single-name credit default swap pricing
Zhong, Yangfan
;
Mi, Yanhui
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
2
,
pp. 27-63
Persistent link: https://www.econbiz.de/10014546386
Saved in:
20
Risks of long-term auto loans
Guo, Zhengfeng
;
Zhang, Yan
;
Zhao, Xinlei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014247864
Saved in:
21
Sovereign probabilities of default in the euro area
Jobst, Rainer
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
4
,
pp. 65-91
Persistent link: https://www.econbiz.de/10014247866
Saved in:
22
Stressed distance to default and default risk
Guo, Nan
;
Li, Lingfei
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 29-48
Persistent link: https://www.econbiz.de/10013549662
Saved in:
23
Generalized additive modeling of the credit risk of Korean personal bank loans
Kim, Young Ah
;
Moffatt, Peter G.
;
Peters, Simon A.
- In:
The journal of credit risk : published quarterly by …
18
(
2022
)
3
,
pp. 77-103
Persistent link: https://www.econbiz.de/10013549664
Saved in:
24
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:
25
A consumer credit risk structural model based on affordability : balance at risk
Perlin, Marcelo Scherer
;
Righi, Marcelo Brutti
; …
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012100573
Saved in:
26
A statistical technique to enhance application scorecard monitoring
Kritzinger, Nico
;
Van Vuuren, Gary
- In:
The journal of credit risk : published quarterly by …
15
(
2019
)
2
,
pp. 45-71
Persistent link: https://www.econbiz.de/10012100624
Saved in:
27
Moment estimators for autocorrelated time series and their application to default correlations
Frei, Christoph
;
Wunsch, Marcus
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011885453
Saved in:
28
A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
Saved in:
29
Calculating capital charges for sector concentration risk
Kurtz, Cornelius
;
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
The journal of credit risk : published quarterly by …
14
(
2018
)
4
,
pp. 35-67
Persistent link: https://www.econbiz.de/10012041800
Saved in:
30
An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing
Chen, Heng Z.
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
3
,
pp. 141-161
Persistent link: https://www.econbiz.de/10012816950
Saved in:
31
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
32
Elliptical and archimedean copula models : an application to the price estimation of portfolio credit derivatives
Umeorah, Nneka
;
Mashele, Phillip
;
Ehrhardt, Matthias
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10012519958
Saved in:
33
Credit exposure under the new standardized approach for counterparty credit risk : fixing the treatment of equity options
Kratochwill, Michael
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
1
,
pp. 31-60
Persistent link: https://www.econbiz.de/10012519960
Saved in:
34
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:
35
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:
36
Incorporating small-sample defaults history in loss given default models
Ptak-Chmielewska, Aneta
;
Kopciuszewski, Paweł
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
4
,
pp. 101-119
Persistent link: https://www.econbiz.de/10013185695
Saved in:
37
Creditwatches and their impact on financial markets
Kiesel, Florian
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
1
,
pp. 47-71
Persistent link: https://www.econbiz.de/10011670750
Saved in:
38
When banks venture beyond home turf : consequences for loan performance
Tanoue, Yuta
;
Yamashita, Satoshi
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011849964
Saved in:
39
A latent variable credit risk model comprising nonlinear dependencies in a sector framework with a stochastically dependent loss given default
Maciag, Jakob
;
Löderbusch, Matthias
- In:
The journal of credit risk : published quarterly by …
13
(
2017
)
4
,
pp. 37-74
Persistent link: https://www.econbiz.de/10012041612
Saved in:
40
Stress testing household debt
Bhutta, Neil
;
Bricker, Jesse
;
Dettling, Lisa J.
; …
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012421176
Saved in:
41
The impact of data aggregation and risk attributes on stress testing models of mortgage default
Li, Feng
;
Zhang, Yan
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
3
,
pp. 35-74
Persistent link: https://www.econbiz.de/10012421199
Saved in:
42
Bankcard performance during the great recession : a consumer-level analysis
Calem, Paul Seth
;
Jagtiani, Julapa
;
Mester, Loretta J.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012494771
Saved in:
43
From incurred loss to current expected credit loss : a forensic analysis of the allowance for loan losses in unconditionally cancelable credit card portfolios
Canals-Cerdá, José J.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
4
,
pp. 43-83
Persistent link: https://www.econbiz.de/10012494772
Saved in:
44
Contagious defaults in a credit portfolio : a Bayesian network approach
Anagnostou, Ioannis
;
Sanchez Rivero, Javier
;
Sourabh, Sumit
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012298963
Saved in:
45
Current expected credit loss procyclicality : it depends on the model
Breeden, Joseph L.
;
Vaskouski, Maxim
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012298972
Saved in:
46
A sensitivity analysis of the alpha factor
Einemann, Michael
;
Kalkbrener, Michael
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
1
,
pp. 49-70
Persistent link: https://www.econbiz.de/10012298981
Saved in:
47
Covid-19 and the credit cycle
Altman, Edward I.
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012298985
Saved in:
48
IFRS 9 compliant economic adjustment of expected credit loss modeling
Gubareva, Mariya
- In:
The journal of credit risk : published quarterly by …
16
(
2020
)
2
,
pp. 29-66
Persistent link: https://www.econbiz.de/10012298993
Saved in:
49
Modeling corporatet customers' credit risk considering the ensemble approaches in multiclass classification : evidence from Iranian corporate credits
Vahid, Parastoo Rafiee
;
Ahmadi, Abbas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 71-95
Persistent link: https://www.econbiz.de/10011643826
Saved in:
50
Benchmarking the loss given default parameter for mortgage loan portfolios under stress
Greve, Christian
;
Hahnenstein, Lutz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
4
,
pp. 79-107
Persistent link: https://www.econbiz.de/10011645440
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