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Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto; Gómez, Fabio; … - In: Finance research letters 65 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
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What drives the time to resolution of defaulted bank loans?
Betz, Jennifer; Kellner, Ralf; Rösch, Daniel - In: Finance research letters 18 (2016), pp. 7-31
Persistent link: https://www.econbiz.de/10011656489
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Impact of higher federal funds rates on bank risk during higher inflation in the U.S.
Koch, Jascha-Alexander; Islam, Mohammad Saiful - In: Finance research letters 60 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014490202
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Unexpected loss, expected profit, and economic capital : a note on economic capital for credit risk incorporating interest income, expenses, losses, and ROE target
Krebs, Martin; Nippel, Peter - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012487743
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BigTech, FinTech, and banks : a tangle or unity?
Karim, Sitara; Lucey, Brian M. - In: Finance research letters 64 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014531790
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A theory of loan syndication
Schure, Paul; Scoones, W. David; Gu, Qinghua - In: Finance research letters 2 (2005) 3, pp. 165-172
Persistent link: https://www.econbiz.de/10003099271
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ESG and firm's default risk
Li, Hao; Zhang, Xuan; Zhao, Yang - In: Finance research letters 47 (2022) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10013553748
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Pricing defaultable bonds under Hawkes jump-diffusion processes
Chen, Li; Ma, Yong; Xiao, Weilin - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553778
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Predicting credit rating changes conditional on economic strength
Edirisinghe, Chanaka; Sawicki, Julia; Zhao, Yonggan; … - In: Finance research letters 47 (2022) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10013553836
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The lending risk predicting of the folk informal financial organization from big data using the deep learning hybrid model
Shi, Tao; Li, Chongyang; Wanyan, Hong; Xu, Ying; Zhang, Wei - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014239950