Growth options, macroeconomic conditions, and the cross section of credit risk
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Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI
Lot-sizing policies for deteriorating items with expiration dates and partial trade credit to credit-risk customers
Credit lender–borrower relationship in the credit card market – Implications for credit risk management strategy and relationship marketing
Optimal versus realized bank credit risk and monetary policy ☆
Solvency vs. liquidity. A decomposition of European banks' credit risk over the business cycle ☆
A multidimensional analysis of data quality for credit risk management: New insights and challenges
The Credit Risk and its Measurement, Hedging and Monitoring ☆
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Genetic algorithm-based heuristic for feature selection in credit risk assessment
A systematic approach to multi-period stress testing of portfolio credit risk
Estimation of correlations in portfolio credit risk models based on noisy security prices
The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan
Sovereign and corporate credit risk: Evidence from the Eurozone
House prices and credit risk: Evidence from the United States ☆
Selection of Support Vector Machines based classifiers for credit risk domain
The performance of insolvency prediction and credit risk models in the UK: A comparative study
Consumer credit risk: Individual probability estimates using machine learning
A new dynamic modeling framework for credit risk assessment
A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area ☆
Comparative credit risk in Islamic and conventional bank
Credit Cycles, Credit Risk and Countercyclical Loan Provisions
Credit risk securitization and bank soundness in Europe
Inventory models for deteriorating items with maximum lifetime under downstream partial trade credits to credit-risk customers by discounted cash-flow analysis
Some Aspects Concerning the Measurement of Credit Risk ☆
Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectives
Money, credit, risk of loss, and limited participation ☆
Securitization and credit risk: Empirical evidence from an emerging economy
Credit risk and asymmetric information: A simplified approach
Why credit risk markets are predestined for exhibiting log-periodic power law structures
Euro at risk: The impact of member countries' credit risk on the stability of the common currency ☆
Liquidity and credit risk before and after the global financial crisis: Evidence from the Korean corporate bond market
The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs
Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal
A statistical modeling methodology for the analysis of term structure of credit risk and its dependency
The role of banking regulation in an economy under credit risk and liquidity shock ☆
On a reduced form credit risk model with common shock and regime switching
Quantification of Credit Risk with the Use of CreditMetrics ☆
Comparative Analysis of Theoretical Aspects in Credit Risk Models ☆
Dependence of defaults and recoveries in structural credit risk models
The credit-risk implications of home ownership promotion: The effects of public subsidies and adjustable-rate loans ☆
Rating as a Useful Tool for Credit Risk Measurement ☆
Credit risk determinants: Evidence from a cross-country study
Leverage-induced systemic risk under Basle II and other credit risk policies
Credit risk assessment of fixed income portfolios using explicit expressions
Quantitative credit risk assessment using support vector machines: Broad versus Narrow default definitions
Modelling tail credit risk using transition matrices
Contagion effect on bond portfolio risk measures in a hybrid credit risk model
The Tradition Approach to Credit Risk and its Estimation for Selected Banks in Slovakia ☆
Macroprudential stress testing of credit risk: A practical approach for policy makers ☆
Country credit risk determinants with model uncertainty
A Tool for Measuring and Managing Credit Risk in Portfolios of Foreign Reserves ☆
Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
The EONIA spread before and during the crisis of 2007–2009: The role of liquidity and credit risk ☆
Laying off credit risk: Loan sales versus credit default swaps ☆
Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?
Credit risk assessment and decision making by a fusion approach
Granularity adjustment for mark-to-market credit risk models
Corporate credit risk prediction under stochastic volatility and jumps
The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market