Results 1 to 10 of about 9,973,528 (335)
Covid-19, credit risk management modeling, and government support. [PDF]
J Bank Financ, 2023 Telg S, Dubinova A, Lucas A.
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Editorial Note: Predicting corporate credit risk: Network contagion via trade credit. [PDF]
PLoS OnePLOS One Editors.
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An Empirical Comparison of Default Swap Pricing Models [PDF]
: In this paper we compare market prices of credit default swaps with model prices. We show that a simple reduced form model with a constant recovery rate outperforms the market practice of directly comparing bonds' credit spreads to default swap ...
Houweling, P., Vorst, A.C.F.
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Measurement model of credit risk for unlisted agricultural enterprises. [PDF]
PLoS OneLiang K, Chen Y, Guo T, He T.
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COVID-19 and credit risk: A long memory perspective. [PDF]
Insur Math Econ, 2022 Yin J, Han B, Wong HY.
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Credit Risk Modeling Using Transfer Learning and Domain Adaptation. [PDF]
Front Artif Intell, 2022 Suryanto H +4 more
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Credit Risk Transfer and Contagion [PDF]
Some have argued that recent increases in credit risk transfer are desirable because they improve the diversification of risk. Others have suggested that they may be undesirable if they increase the risk of financial crises.
Elena Carletti, Franklin Allen
core
Privacy-preserving federated credit risk models: evaluating differential privacy and homomorphic encryption techniques. [PDF]
Sci RepNaresh VS, Ayyappa D.
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The impact of green lending on credit risk: evidence from UAE's banks. [PDF]
Environ Sci Pollut Res Int, 2023 Al-Qudah AA +3 more
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Credit Risk in the Czech Economy [PDF]
This paper deals with credit risk in the Czech aggregate economy. It follows structural Merton's approach. A latent factor model is employed within this framework.
Petr Jakubík
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