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در این صفحه، تعداد 166 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع ریسک اعتباری آرشیو شده است که شما می توانید مقالات مورد نظر خود را بر اساس سال انتشار، موضوع مقاله، وضعیت ترجمه و تعداد صفحات، انتخاب نموده و دانلود فرمایید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
Credit Cycles, Credit Risk and Countercyclical Loan Provisions
Money, credit, risk of loss, and limited participation ☆
The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs
Rehypothecation dilemma: Impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk
Relevance vector machine based infinite decision agent ensemble learning for credit risk analysis
Inventory models for deteriorating items with maximum lifetime under downstream partial trade credits to credit-risk customers by discounted cash-flow analysis
The good, the bad and the impaired: A credit risk model of the Irish mortgage market ☆
A new dynamic modeling framework for credit risk assessment
Credit risk management: A multicriteria approach to assess creditworthiness
The credit risk–return puzzle: Impact of credit rating announcements in Australia and Japan
Securitization and credit risk: Empirical evidence from an emerging economy
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
Enhancing accuracy and interpretability of ensemble strategies in credit risk assessment. A correlated-adjusted decision forest proposal
Quantification of Credit Risk with the Use of CreditMetrics ☆
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
The Tradition Approach to Credit Risk and its Estimation for Selected Banks in Slovakia ☆
A Tool for Measuring and Managing Credit Risk in Portfolios of Foreign Reserves ☆
Estimation of correlations in portfolio credit risk models based on noisy security prices
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
Comparative credit risk in Islamic and conventional bank
The Credit Risk and its Measurement, Hedging and Monitoring ☆
Solvency vs. liquidity. A decomposition of European banks' credit risk over the business cycle ☆
Contagion effect on bond portfolio risk measures in a hybrid credit risk model
Credit risk assessment of fixed income portfolios using explicit expressions
Genetic algorithm-based heuristic for feature selection in credit risk assessment
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
Country credit risk determinants with model uncertainty
Leverage-induced systemic risk under Basle II and other credit risk policies
Corporate credit risk prediction under stochastic volatility and jumps
The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market
The relationship between liquidity risk and credit risk in banks
Credit risk assessment model for Jordanian commercial banks: Neural scoring approach
The effect of sovereign wealth funds on the credit risk of their portfolio companies ☆
Lot-sizing policies for deteriorating items with expiration dates and partial trade credit to credit-risk customers
Why credit risk markets are predestined for exhibiting log-periodic power law structures
Credit lender–borrower relationship in the credit card market – Implications for credit risk management strategy and relationship marketing
Credit risk and asymmetric information: A simplified approach
A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area ☆
Production efficiency uncertainty and corporate credit risk: Structural form credit model perspectives
The financial institutions incentives when they place financial assets with credit risk to retail investors
The effect of the subprime crisis on the credit risk in global scale
Laying off credit risk: Loan sales versus credit default swaps ☆
Quantitative credit risk assessment using support vector machines: Broad versus Narrow default definitions
Some Aspects Concerning the Measurement of Credit Risk ☆
Consumer credit risk: Individual probability estimates using machine learning
The performance of insolvency prediction and credit risk models in the UK: A comparative study
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 ☆
Dependence of defaults and recoveries in structural credit risk models
A multidimensional analysis of data quality for credit risk management: New insights and challenges
Growth options, macroeconomic conditions, and the cross section of credit risk
Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI
Credit-risk valuation in the sovereign CDS and bonds markets: Evidence from the euro area crisis
Modelling tail credit risk using transition matrices
Macroprudential stress testing of credit risk: A practical approach for policy makers ☆
A systematic approach to multi-period stress testing of portfolio credit risk
On a reduced form credit risk model with common shock and regime switching
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