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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
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Risk analysis probability of default : a stochastic simulation model
Montesi, Giuseppe; Papiro, Giovanni - In: The journal of credit risk : published quarterly by … 10 (2014) 3, pp. 29-86
Persistent link: https://www.econbiz.de/10010426467
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New risk analysis tools with accounting changes : adjusted Z-score
Cho, Seong; Fu, Liang; Yu, Yin - In: The journal of credit risk : published quarterly by … 8 (2012) 1, pp. 89-108
Persistent link: https://www.econbiz.de/10009539233
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Recovery swaps
Berd, Arthur M. - In: The journal of credit risk : published quarterly by … 1 (2005) 3, pp. [61]-70
Persistent link: https://www.econbiz.de/10003198826
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Modeling multiperiod corporate default probability when hazard ratios decay
Huang, Jinggang; Friedman, Craig - In: The journal of credit risk : published quarterly by … 5 (2009/10) 1, pp. 3-23
Persistent link: https://www.econbiz.de/10003853262
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Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias; Morkoetter, Stefan; Westerfeld, Simone - In: The journal of credit risk : published quarterly by … 11 (2015) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
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Nonlinear relationships in a logistic model of default for a high-default installment portfolio
Lohmann, Christian; Ohliger, Thorsten - In: The journal of credit risk : published quarterly by … 14 (2018) 1, pp. 45-68
Persistent link: https://www.econbiz.de/10011885465
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Financial distress pre-warning indicators : a case study on Italian listed companies
De Luca, Francesco; Meschieri, Enrica - In: The journal of credit risk : published quarterly by … 13 (2017) 1, pp. 73-94
Persistent link: https://www.econbiz.de/10011670761
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Stochastic loss given default and exposure at default in a structural model of portfolio credit risk
Kaposty, Florian; Löderbusch, Matthias; Maciag, Jakob - In: The journal of credit risk : published quarterly by … 13 (2017) 1, pp. 95-123
Persistent link: https://www.econbiz.de/10011670772
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Adapting the Basel II advanced internal-ratings-based models for International Financial Reporting Standard 9
Miu, Peter; Ozdemir, Bogie - In: The journal of credit risk : published quarterly by … 13 (2017) 2, pp. 53-83
Persistent link: https://www.econbiz.de/10011777684