The relationship between liquidity risk and credit risk in banks
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The financial institutions incentives when they place financial assets with credit risk to retail investors
Hybrid system with genetic algorithm and artificial neural networks and its application to retail credit risk assessment
Credit risk assessment model for Jordanian commercial banks: Neural scoring approach
Counterparty credit risk and the credit default swap market ☆
The effect of sovereign wealth funds on the credit risk of their portfolio companies ☆
On the use of data filtering techniques for credit risk prediction with instance-based models
Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis
Two-level classifier ensembles for credit risk assessment
Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt
The effect of the subprime crisis on the credit risk in global scale
A hybrid ensemble approach for enterprise credit risk assessment based on Support Vector Machine
Credit risk management: A multicriteria approach to assess creditworthiness
Macro stress testing of credit risk focused on the tails ☆
A macro stress test model of credit risk for the Brazilian banking sector ☆
A coupled Markov chain approach to credit risk modeling ☆
Probabilistic and discriminative group-wise feature selection methods for credit risk analysis
The good, the bad and the impaired: A credit risk model of the Irish mortgage market ☆
Stock options and credit default swaps in risk management
Liquidity risk and maturity management over the credit cycle
Risk, competition and efficiency in banking: Evidence from China
Trade credit and replenishment decisions considering default risk
Macroeconomic variable selection for creditor recovery rates
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
Risk and profitability of Islamic banks: A religious deception or an alternative solution?
Abnormal loan growth, credit information sharing and systemic risk in Asian banks
Bank loan loss accounting treatments, credit cycles and crash risk
Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation
Equity market information and credit risk signaling: A quantile cointegrating regression approach
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching
Credit risk interconnectedness: What does the market really know?
Liquidity basis between credit default swaps and corporate bonds markets
Understanding the disciplinary aspects of neoliberal regulations: The case of credit-risk regulation under the Basel Accords
Corporate bond market interdependence: Credit spread correlation between and within U.S. and Canadian corporate bond markets
Why and how do banks lay off credit risk? The choice between retention, loan sales and credit default swaps
Firm-specific credit risk estimation in the presence of regimes and noisy prices
Evaluation of counterparty risk for derivatives with early-exercise features
Pricing catastrophe options with counterparty credit risk in a reduced form model
Trade credit, sovereign risk and monetary policy in Europe
How does risk flow in the credit default swap market?
How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets
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
Credit risk determinants in Sub-Saharan banking systems: Evidence from five countries and lessons learnt from Central East and South East European countries
How do banks determine their spreads under credit and liquidity risks during business cycles?
An artificial intelligence system for predicting customer default in e-commerce
Managing default risk under trade credit: Who should implement Big-Data analytics in supply chains?
Trade credit contracting under asymmetric credit default risk: Screening, checking or insurance
Reading between the ratings: Modeling residual credit risk and yield overlap
Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe
Direct and indirect risk-taking incentives of inside debt
Bank credit risk and credit information sharing in Africa: Does credit information sharing institutions and context matter?
Bank-firm relationship and credit risk: An analysis on Tunisian firms
Do credit commitments compromise credit quality?
Many a little makes a mickle: Stress testing small and medium-sized German banks
The state dependent impact of bank exposure on sovereign risk
Applying a nonparametric random forest algorithm to assess the credit risk of the energy industry in China
Credit risk migration rates modeling as open systems: A micro-simulation approach
Risk-based loan pricing consequences for credit unions
Securitization bubbles: Structured finance with disagreement about default risk