Results 211 to 220 of about 8,519,632 (410)
Credit derivatives, macro risks, and systemic risks [PDF]
This paper explores some bigger-picture risks associated with credit derivatives. Drawing a distinction between the market's perception of credit and "real credit" as reflected in the formal definition of a credit event, the author examines the well ...
Tim Weithers
core
Credit derivatives in banking: Useful tools for managing risk? [PDF]
Gregory R. Duffee, Chunsheng Zhou
openalex +1 more source
Abstract This research explored how young adults (ages 18–25) learn to use financial records and the roles financial records play in their experiences in coming to see themselves as financially mature social actors. The contribution of this paper is a revised model of transitions theory that includes personal information management (PIM) as an ...
Robert Douglas Ferguson+2 more
wiley +1 more source
This study aims to shed light on the co-movement of sovereign credit risk and economic risk in Turkey using the Toda–Yamamoto causality, Gradual Shift causality, and Wavelet Coherence tests.
Dervis Kirikkaleli, Korhan K. Gokmenoglu
doaj
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets [PDF]
Credit and interest rate risk in the banking book are the two most important risks faced by commercial banks. In this paper we derive a consistent and general framework to measure the riskiness of a bank which is subject to correlated interest rate and ...
Marco Stringa+2 more
core
Distribution of Credit Risk Among Providers of Mortgages to Lower-Income and Minority Homebuyers
Glenn B. Canner+2 more
openalex +1 more source
An analytic approach to credit risk of large corporate bond and loan portfolios [PDF]
André Lucas+3 more
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Abstract There has been a notable increase in bibliometric research studying gender in academia. This narrative review aims to organize and synthesize this extensive body of work to uncover new insights into gender disparities in science. We begin by analyzing key methodological elements, including gender assignment techniques, units of analysis, and ...
Elvira González‐Salmón+2 more
wiley +1 more source
Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling [PDF]
Filip Lindskog, Alexander J. McNeil
openalex +2 more sources
Credit Risk Modeling Using Transfer Learning and Domain Adaptation. [PDF]
Suryanto H+4 more
europepmc +1 more source