The Bloomberg Corporate Default Risk Model (DRSK) for Public Firms

SSRN Electronic Journal ◽

10.2139/ssrn.3911300 ◽

2021 ◽

Author(s):

Mario Bondioli ◽

Martin Goldberg ◽

Nan Hu ◽

Chengrui Li ◽

Olfa Maalaoui Chun ◽

...

Keyword(s):

Default Risk ◽

Public Firms ◽

Corporate Default

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The Bloomberg Corporate Default Risk Model (DRSK) for Private Firms

SSRN Electronic Journal ◽

10.2139/ssrn.3911330 ◽

2021 ◽

Author(s):

Mario Bondioli ◽

Martin Goldberg ◽

Nan Hu ◽

Chengrui Li ◽

Olfa Maalaoui Chun ◽

...

Keyword(s):

Default Risk ◽

Private Firms ◽

Corporate Default

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Corporate default risk modeling under distressed economic and financial conditions in a developing economy

The Journal of Credit Risk ◽

10.21314/jcr.2020.267 ◽

2020 ◽

Author(s):

Frank Ranganai Matenda ◽

Mabutho Sibanda ◽

Eriyoti Chikodza ◽

Victor Gumbo

Keyword(s):

Default Risk ◽

Developing Economy ◽

Risk Modeling ◽

Corporate Default ◽

Financial Conditions

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The Jarrow/Turnbull Default Risk Model - Evidence from the German Market

SSRN Electronic Journal ◽

10.2139/ssrn.301364 ◽

2002 ◽

Author(s):

Manfred Fruhwirth ◽

Leopold Sögner

Keyword(s):

Default Risk ◽

German Market ◽

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Corporate Default Risk and Loan Pricing Behaviour in China

SSRN Electronic Journal ◽

10.2139/ssrn.3057826 ◽

2017 ◽

Author(s):

Hongyi Chen ◽

Jianghui Chen ◽

Gaofeng Han

Keyword(s):

Default Risk ◽

Loan Pricing ◽

Corporate Default

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Machine Learning for Corporate Default Risk: Multi-Period Prediction, Frailty Correlation, Loan Portfolios, and Tail Probabilities

SSRN Electronic Journal ◽

10.2139/ssrn.3938972 ◽

2021 ◽

Author(s):

Fabio Sigrist ◽

Nicola Leuenberger

Keyword(s):

Machine Learning ◽

Default Risk ◽

Tail Probabilities ◽

Corporate Default ◽

Loan Portfolios

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Internal Default Risk Model: Simulation of Default Times And Recovery Rates within the New FRTB Framework

SSRN Electronic Journal ◽

10.2139/ssrn.3143731 ◽

2018 ◽

Author(s):

Andrea Bertagna ◽

Deliu Dragos ◽

Luca Lopez ◽

Aldo Nassigh ◽

Michele Pioppi ◽

...

Keyword(s):

Default Risk ◽

Model Simulation ◽

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Mean-variance problem for an insurer with default risk under a jump-diffusion risk model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2018.1490432 ◽

2018 ◽

Vol 48 (17) ◽

pp. 4221-4249 ◽

Author(s):

Suxin Wang ◽

Ximin Rong ◽

Hui Zhao

Keyword(s):

Default Risk ◽

Jump Diffusion ◽

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Corporate Default Risk and Loan Pricing Behavior in China

Emerging Market Finance: New Challenges and Opportunities - International Finance Review ◽

10.1108/s1569-376720200000021004 ◽

2020 ◽

pp. 55-73

Author(s):

Hongyi Chen ◽

Jianghui Chen ◽

Gaofeng Han

Keyword(s):

Default Risk ◽

Loan Pricing ◽

Corporate Default ◽

Pricing Behavior

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Forecasting corporate default risk in China

International Journal of Forecasting ◽

10.1016/j.ijforecast.2021.04.009 ◽

2021 ◽

Author(s):

Xuan Zhang ◽

Yang Zhao ◽

Xiao Yao

Keyword(s):

Default Risk ◽

Corporate Default

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Bayesian Analysis of Logistic Default Risk Model with Oversampling

2008 4th International Conference on Wireless Communications, Networking and Mobile Computing ◽

10.1109/wicom.2008.2484 ◽

2008 ◽

Author(s):

Yue Zhang ◽

Xiaojun Shi

Keyword(s):

Bayesian Analysis ◽

Default Risk ◽

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