Ratings-based credit risk modelling: An empirical analysis

International Review of Financial Analysis ◽

10.1016/j.irfa.2007.06.003 ◽

2007 ◽

Vol 16 (5) ◽

pp. 434-451 ◽

Author(s):

Pamela Nickell ◽

William Perraudin ◽

Simone Varotto

Keyword(s):

Credit Risk ◽

Empirical Analysis ◽

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Credit Risk Modelling Under Recessionary and Financial Distressed Conditions

SSRN Electronic Journal ◽

10.2139/ssrn.2765526 ◽

2017 ◽

Author(s):

Yiannis Dendramis ◽

Elias Tzavalis ◽

Georgios Adraktas

Keyword(s):

Credit Risk ◽

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Empirical Analysis of Credit Risk in Autocallable Structured Product Market: Evidence from Korean Equity-Linked Securities (ELS) Market

SSRN Electronic Journal ◽

10.2139/ssrn.3058040 ◽

2017 ◽

Author(s):

Seo Joon Choi ◽

Byung Chul Min ◽

Sunyoung Park

Keyword(s):

Credit Risk ◽

Empirical Analysis ◽

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Driving excellence in credit risk management practices in commercial lending - an empirical analysis of Indian public sector banks

International Journal of Business Continuity and Risk Management ◽

10.1504/ijbcrm.2021.10036616 ◽

2021 ◽

Vol 11 (1) ◽

pp. 1

Author(s):

Renu Arora

Keyword(s):

Risk Management ◽

Public Sector ◽

Credit Risk ◽

Empirical Analysis ◽

Management Practices ◽

Credit Risk Management ◽

Public Sector Banks

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The Genesis of Credit-Risk Modelling

Credit-Risk Modelling ◽

10.1007/978-3-319-94688-7_5 ◽

2018 ◽

pp. 229-283

Author(s):

David Jamieson Bolder

Keyword(s):

Credit Risk ◽

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Credit Risk Modelling and Estimation via Elliptical Copulae

Credit Risk - Contributions to Economics ◽

10.1007/978-3-642-59365-9_14 ◽

2003 ◽

pp. 267-289 ◽

Author(s):

Rafael Schmidt

Keyword(s):

Credit Risk ◽

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Interest and credit risk modelling

Pricing and Hedging Interest & Credit Risk Sensitive Instruments ◽

10.1016/b978-075066259-8.50006-8 ◽

2005 ◽

pp. 122-158

Author(s):

Frank Skinner

Keyword(s):

Credit Risk ◽

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Credit Risk Modelling with Shot-Noise Processes

SSRN Electronic Journal ◽

10.2139/ssrn.1588750 ◽

2010 ◽

Author(s):

Raquel M. Gaspar ◽

Thorsten Schmidt

Keyword(s):

Credit Risk ◽

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A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling

Stochastics ◽

10.1080/17442508.2020.1760866 ◽

2020 ◽

pp. 1-20

Author(s):

Anubha Goel ◽

Aparna Mehra

Keyword(s):

Credit Risk ◽

Risk Modelling ◽

Markov Modulated ◽

Intensity Model

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An Empirical Analysis of the Impact of Credit Risk Mitigation Warrants on Bonds: Evidence in Chinese Markets

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2019.1588107 ◽

2019 ◽

Vol 55 (13) ◽

pp. 2970-2981

Author(s):

Ping Li ◽

Hui Meng ◽

Zengpeng Li

Keyword(s):

Credit Risk ◽

Empirical Analysis ◽

Risk Mitigation ◽

Chinese Markets ◽

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Multinomial Logistic Regression and Spline Regression for Credit Risk Modelling

Journal of Physics Conference Series ◽

10.1088/1742-6596/1108/1/012019 ◽

2018 ◽

Vol 1108 ◽

pp. 012019

Author(s):

M R Adha ◽

S Nurrohmah ◽

S Abdullah

Keyword(s):

Logistic Regression ◽

Credit Risk ◽

Multinomial Logistic Regression ◽

Spline Regression ◽

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