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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
◽
Risk Model
◽
Private Firms
◽
Corporate Default
Download Full-text
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Cited By
References
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
◽
Risk Model
◽
Public Firms
◽
Corporate Default
Download Full-text
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
Download Full-text
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
◽
Risk Model
◽
German Market
◽
Model Evidence
Download Full-text
Corporate Default Risk and Loan Pricing Behaviour in China
SSRN Electronic Journal
◽
10.2139/ssrn.3057826
◽
2017
◽
Cited By ~ 1
Author(s):
Hongyi Chen
◽
Jianghui Chen
◽
Gaofeng Han
Keyword(s):
Default Risk
◽
Loan Pricing
◽
Corporate Default
Download Full-text
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
Download Full-text
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
◽
Risk Model
◽
Model Simulation
◽
Recovery Rates
Download Full-text
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
◽
Cited By ~ 2
Author(s):
Suxin Wang
◽
Ximin Rong
◽
Hui Zhao
Keyword(s):
Default Risk
◽
Risk Model
◽
Jump Diffusion
◽
Mean Variance
Download Full-text
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
Download Full-text
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
Download Full-text
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
◽
Risk Model
Download Full-text
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