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

2004 ◽  
Author(s):  
Hsien-Hsing Liao ◽  
Tsung-Kang Chen ◽  
Chia-Wu Lu
Keyword(s):  
Credit Risk ◽  
Cash Flow ◽  
Corporate Credit

scholarly journals Corporate Credit Risk Premia

2018 ◽  
Author(s):  
Antje Berndt ◽  
Rohan Douglas ◽  
Darrell Duffie ◽  
Mark Ferguson
Keyword(s):  
Credit Risk ◽  
Risk Premia ◽  
Corporate Credit

Corporate Credit-Risk Dynamics

2000 ◽  
Vol 56 (4) ◽  
pp. 67-81 ◽  
Author(s):  
Lea V. Carty
Keyword(s):  
Credit Risk ◽  
Corporate Credit ◽  
Risk Dynamics

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

2002 ◽  
Author(s):  
Tor Jacobson ◽  
Kenneth Carling ◽  
Jesper Lindé ◽  
Kasper F. Roszbach
Keyword(s):  
Credit Risk ◽  
Basel Ii ◽  
Risk Modelling ◽  
Corporate Credit
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