Entropy measure of credit risk in highly correlated markets
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Comparative Analysis of Theoretical Aspects in Credit Risk Models ☆
Optimal versus realized bank credit risk and monetary policy ☆
Assessing sovereign default risk: A bottom-up approach
The state dependent impact of bank exposure on sovereign risk
Direct potable reuse microbial risk assessment methodology: Sensitivity analysis and application to State log credit allocations
Securitization bubbles: Structured finance with disagreement about default risk
Pricing catastrophe options with counterparty credit risk in a reduced form model
New evidence on sovereign to corporate credit rating spill-overs
Do credit rating agencies provide valuable information in market evaluation of sovereign default Risk?
The impact of multi-channel and multi-product strategies on firms' risk-return performance
A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries
Many a little makes a mickle: Stress testing small and medium-sized German banks
Liquidity risk and maturity management over the credit cycle
An artificial intelligence system for predicting customer default in e-commerce
Evaluation of counterparty risk for derivatives with early-exercise features
Measuring systemic risk across financial market infrastructures
A comprehensive view on risk reporting: Evidence from supervisory data
A dynamic network model of the unsecured interbank lending market
Big Data techniques to measure credit banking risk in home equity loans
Trade credit and replenishment decisions considering default risk
Trade credit contracting under asymmetric credit default risk: Screening, checking or insurance
Stock options and credit default swaps in risk management
Risk-based loan pricing consequences for credit unions
Applying a nonparametric random forest algorithm to assess the credit risk of the energy industry in China
Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe
Macroeconomic variable selection for creditor recovery rates
Credit risk migration rates modeling as open systems: A micro-simulation approach
How does risk flow in the credit default swap market?
Risk, competition and efficiency in banking: Evidence from China
The reputational effects of analysts' stock recommendations and credit ratings: Evidence from operational risk announcements in the financial industry
Self-Production, Friction, and Risk Sharing against Disasters: Evidence from a Developing Country
Liquidity basis between credit default swaps and corporate bonds markets
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching
Risk and profitability of Islamic banks: A religious deception or an alternative solution?
The Study of Credit Scoring Model Based on Group Lasso
Bank loan loss accounting treatments, credit cycles and crash risk
Bank credit risk and credit information sharing in Africa: Does credit information sharing institutions and context matter?
Trade credit, sovereign risk and monetary policy in Europe
Abnormal loan growth, credit information sharing and systemic risk in Asian banks
Credit risk interconnectedness: What does the market really know?
Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bank-firm relationship and credit risk: An analysis on Tunisian firms
Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps
Valuation of systematic risk in the cross-section of credit default swap spreads
How do banks determine their spreads under credit and liquidity risks during business cycles?
Managing default risk under trade credit: Who should implement Big-Data analytics in supply chains?
An approach to evaluating the spontaneous and contagious credit risk for supply chain enterprises based on fuzzy preference relations
Equity market information and credit risk signaling: A quantile cointegrating regression approach
Corporate bond market interdependence: Credit spread correlation between and within U.S. and Canadian corporate bond markets
Institutional investment horizon, the information environment, and firm credit risk
Reading between the ratings: Modeling residual credit risk and yield overlap
Confidence sets and confidence bands for a beta distribution with applications to credit risk management
Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks
Understanding the disciplinary aspects of neoliberal regulations: The case of credit-risk regulation under the Basel Accords
Credit risk management at retail in Mexico: An econometric improvement in the selection of variables and changes in their characteristics
How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets
Do credit commitments compromise credit quality?
Credit risk determinants in Sub-Saharan banking systems: Evidence from five countries and lessons learnt from Central East and South East European countries
Credit risk modelling under recessionary and financially distressed conditions
Direct and indirect risk-taking incentives of inside debt