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Applying the zero-adjusted inverse Gaussian model to predict probability of default and exposure at default for a credit card portfolio
Troian, Rafael Rodrigues - In: The journal of credit risk : published quarterly by … 9 (2013) 2, pp. 63-81
Persistent link: https://www.econbiz.de/10009781085
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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
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Cash hoarding : vice or virtue
Kang, Sunmin; Hwang, Intae; Song, Sooyoung - In: Journal of international financial markets, … 53 (2018), pp. 94-116
Persistent link: https://www.econbiz.de/10011983839
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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
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On probability of default and its relation to observed default frequency and a common factor
Oeyen, Brent; Celis, Oliver Salazar - In: The journal of credit risk : published quarterly by … 15 (2019) 3, pp. 41-66
Persistent link: https://www.econbiz.de/10012121563
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Margin requirements and systemic liquidity risk
Bakoush, Mohamed; Gerding, Enrico H.; Wolfe, Simon - In: Journal of international financial markets, … 58 (2019), pp. 78-95
Persistent link: https://www.econbiz.de/10012127827
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The term structure of liquidity premia and the macroeconomy in Canada : a dynamic latent-factor approach
Lange, Ronald Henry - In: International review of economics & finance : IREF 57 (2018), pp. 164-182
Persistent link: https://www.econbiz.de/10012033841
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Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian; Schön, Thomas - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
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A credit portfolio framework under dependent risk parameters : probability of default, loss given default and exposure at default
Eckert, Johanna; Jakob, Kevin; Fischer, Matthias - In: The journal of credit risk : published quarterly by … 12 (2016) 1, pp. 97-119
Persistent link: https://www.econbiz.de/10011566295
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Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz; Jabłecki, Juliusz - In: The journal of credit risk : published quarterly by … 12 (2016) 3, pp. 15-42
Persistent link: https://www.econbiz.de/10011642666