Corporate Credit Risk Modelling and the Macroeconomy

SSRN Electronic Journal ◽

10.2139/ssrn.630082 ◽

2004 ◽

Cited By ~ 1

Author(s):

Tor Jacobson ◽

Kenneth Carling ◽

Jesper Lindé ◽

Kasper F. Roszbach

Keyword(s):

Credit Risk ◽

Risk Modelling ◽

Corporate Credit

Corporate Credit Risk Modelling in the Supervisory Stress Test of the Magyar Nemzeti Bank

Financial and Economic Review ◽

10.33893/fer.20.1.4373 ◽

2021 ◽

Vol 20 (1) ◽

pp. 43-73

Author(s):

Gergő Horváth

Keyword(s):

Credit Risk ◽

Stress Test ◽

Risk Modelling ◽

Corporate Credit

Capital Charges under Basel II: Corporate Credit Risk Modelling and the Macroeconomy

SSRN Electronic Journal ◽

10.2139/ssrn.488542 ◽

2002 ◽

Cited By ~ 7

Author(s):

Tor Jacobson ◽

Kenneth Carling ◽

Jesper Lindé ◽

Kasper F. Roszbach

Keyword(s):

Credit Risk ◽

Basel Ii ◽

Risk Modelling ◽

Corporate Credit

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 ◽

Risk Modelling

Estimating Multi-Period Corporate Credit Risk - A Cash Flow Based Approach

SSRN Electronic Journal ◽

10.2139/ssrn.971771 ◽

2004 ◽

Author(s):

Hsien-Hsing Liao ◽

Tsung-Kang Chen ◽

Chia-Wu Lu

Keyword(s):

Credit Risk ◽

Cash Flow ◽

Corporate Credit

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 ◽

Cited By ~ 8

Author(s):

Pamela Nickell ◽

William Perraudin ◽

Simone Varotto

Keyword(s):

Credit Risk ◽

Empirical Analysis ◽

Risk Modelling

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 ◽

Risk Modelling

Soft-hard data fusion using uncertainty balance principle – Evidence from corporate credit risk assessment in commercial banking

Periodicals of Engineering and Natural Sciences (PEN) ◽

10.21533/pen.v7i3.436 ◽

2019 ◽

Vol 7 (3) ◽

pp. 1138

Author(s):

Sabina Brkić ◽

Migdat Hodzic ◽

Enis Džanić

Keyword(s):

Risk Assessment ◽

Data Fusion ◽

Credit Risk ◽

Commercial Banking ◽

Credit Risk Assessment ◽

Hard Data ◽

Balance Principle ◽

Corporate Credit

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 ◽

Cited By ~ 4

Author(s):

Rafael Schmidt

Keyword(s):

Credit Risk ◽

Risk Modelling

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 ◽

Risk Modelling

Credit Risk Modelling with Shot-Noise Processes

SSRN Electronic Journal ◽

10.2139/ssrn.1588750 ◽

2010 ◽

Cited By ~ 6

Author(s):

Raquel M. Gaspar ◽

Thorsten Schmidt

Keyword(s):

Credit Risk ◽

Shot Noise ◽

Risk Modelling