Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction
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11

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Published By Cambridge University Press

9780511754197

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Introduction

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.001 ◽

2010 ◽

pp. 1-13

Author(s):

Stewart Jones ◽

David A. Hensher

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Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.008 ◽

2010 ◽

pp. 175-206 ◽

Author(s):

Edward I. Altman

Keyword(s):

Credit Risk ◽

Empirical Evidence ◽

Review Of The Literature ◽

Recovery Rates ◽

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Credit derivatives: Current practices and controversies

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.009 ◽

2010 ◽

pp. 207-241 ◽

Author(s):

Stewart Jones ◽

Maurice Peat

Keyword(s):

Credit Derivatives ◽

Current Practices

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Bankruptcy prediction and structural credit risk models

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.007 ◽

2010 ◽

pp. 154-174 ◽

Author(s):

Andreas Charitou ◽

Neophytos Lambertides ◽

Lenos Trigeorgis

Keyword(s):

Credit Risk ◽

Bankruptcy Prediction ◽

Risk Models ◽

Structural Credit Risk Models

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Local government distress in Australia: A latent class regression analysis

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.010 ◽

2010 ◽

pp. 242-268

Author(s):

Stewart Jones ◽

Robert G. Walker

Keyword(s):

Regression Analysis ◽

Local Government ◽

Latent Class ◽

Latent Class Regression

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A statistical model for credit scoring

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.002 ◽

2010 ◽

pp. 14-43 ◽

Author(s):

William H. Greene

Keyword(s):

Statistical Model ◽

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Mixed logit and error component models of corporate insolvency and bankruptcy risk

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.003 ◽

2010 ◽

pp. 44-79 ◽

Author(s):

David A. Hensher ◽

Stewart Jones

Keyword(s):

Mixed Logit ◽

Error Component ◽

Bankruptcy Risk ◽

Corporate Insolvency ◽

Component Models

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Non-parametric methods for credit risk analysis: Neural networks and recursive partitioning techniques

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.006 ◽

2010 ◽

pp. 137-153

Author(s):

Maurice Peat

Keyword(s):

Neural Networks ◽

Risk Analysis ◽

Credit Risk ◽

Recursive Partitioning ◽

Parametric Methods ◽

Credit Risk Analysis ◽

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A belief-function perspective to credit risk assessments

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.011 ◽

2010 ◽

pp. 269-294 ◽

Author(s):

Rajendra P. Srivastava ◽

Stewart Jones

Keyword(s):

Credit Risk ◽

Belief Function ◽

Risk Assessments

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Survival analysis and omitted dividends

Advances in Credit Risk Modelling and Corporate Bankruptcy Prediction ◽

10.1017/cbo9780511754197.005 ◽

2010 ◽

pp. 114-136

Author(s):

Marc J. Leclere

Keyword(s):

Survival Analysis

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