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Credit portfolio risk and probability of default confidence sets through the business cycle
Trück, Stefan; Račev, Svetlozar T. - In: The journal of credit risk : published quarterly by … 1 (2005) 4, pp. 61-88
Persistent link: https://www.econbiz.de/10003274048
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A parametric approach to counterparty and credit risk
Orlando, Giuseppe; Härtel, Maximilian - In: The journal of credit risk : published quarterly by … 10 (2014) 4, pp. 97-133
Persistent link: https://www.econbiz.de/10010495826
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Redesigning ratings : assessing the discriminatory power of credit scores under censoring
Kraft, Holger; Kroisandt, Gerald; Müller, Marlene - In: The journal of credit risk : published quarterly by … 10 (2014) 4, pp. 71-94
Persistent link: https://www.econbiz.de/10010495827
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Analysis of credit portfolio risk using hierarchical multifactor models
Fok, Pak-Wing; Yan, Xiuling; Yao, Guangming - In: The journal of credit risk : published quarterly by … 10 (2014) 4, pp. 45-70
Persistent link: https://www.econbiz.de/10010495828
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Sovereign credit ratings and the new European Union member states
Wilson, Nicholas; Ochotnický, Pavol; Káčer, Marek - In: The journal of credit risk : published quarterly by … 10 (2014) 4, pp. 3-43
Persistent link: https://www.econbiz.de/10010495829
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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
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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
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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
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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
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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