The Journal of Risk Model Validation
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A hybrid model for credit risk assessment: empirical validation by real-world credit data

2021 ◽  
Vol 14 (4) ◽  
pp. 1-39
Author(s):  
Guotai Chi ◽  
Mohammad Uddin ◽  
Tabassum Habib ◽  
Ying Zhou ◽  
Rashidul Islam ◽  
...  
Keyword(s):  
Risk Assessment ◽  
Credit Risk ◽  
Hybrid Model ◽  
Real World ◽  
Empirical Validation ◽  
Credit Risk Assessment ◽  
Credit Data

A pricing model with dynamic credit rating transition matrixes

2021 ◽  
Author(s):  
Yun-Cheng Tsai ◽  
Sheng-Hsuan Lin ◽  
Yuh-Dauh Lyuu
Keyword(s):  
Credit Rating ◽  
Pricing Model

Nonconvex noncash risk measures

2021 ◽  
Author(s):  
Chang Cong ◽  
Peibiao Zhao
Keyword(s):  
Risk Measures
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