The determinants of co-movement dynamics between sukuk and conventional bonds
در این صفحه، تعداد 73 مقاله انگلیسی از ژورنال ها و مجلات معتبر پایگاه ساینس دایرکت (ScienceDirect) درباره موضوع ریسک اعتبار پرتفوی 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.
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Which types of microfinance institutions decentralize the loan approval process?
Financial openness & institutions in developing countries
Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity
Optimal life cycle mortgage and portfolio choices in the presence of the affordability constraint
ARE THE FAMA-FRENCH FACTORS REALLY COMPENSATION FOR DISTRESS RISK?
Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Detecting abnormal changes in credit default swap spreads using matching-portfolio models
Quantity of finance and financial crisis: A non-monotonic investigation
How does risk flow in the credit default swap market?
The costs and value of renewable portfolio standards in meeting decarbonization goals
Securitization bubbles: Structured finance with disagreement about default risk
On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects
Stock options and credit default swaps in risk management
A fuzzy hybrid integrated framework for portfolio optimization in private banking
Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis
Measuring systemic risk across financial market infrastructures
Forecasting multiple-term structures from interbank rates
Bond pricing in the biggest city bankruptcy in history: The effects of state emergency management laws on default risk
Geographic dispersion and co-location in global R&D portfolios: Consequences for firm performance
A comprehensive view on risk reporting: Evidence from supervisory data
Many a little makes a mickle: Stress testing small and medium-sized German banks
The impact of loan loss provisioning on bank capital requirements
A risk-constrained Energy Reallocation Mechanism for renewable sources with a Marginal Benefit approach
Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market
Optimal investment risks and debt management with backup security in a financial crisis
Credit risk migration rates modeling as open systems: A micro-simulation approach
Environmental risk management and financial performance in the banking industry: A cross-country comparison
Loss functions for Loss Given Default model comparison
Dynamic ensemble classification for credit scoring using soft probability
Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation
Are concentrated banks better informed than diversified ones?
Genetic algorithm based model for optimizing bank lending decisions
Seasonality in government bond returns and factor premia
The cross section of international government bond returns
A limit distribution of credit portfolio losses with low default probabilities
Credit quality implied momentum profits for Islamic stocks
Bank-firm relationship and credit risk: An analysis on Tunisian firms
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching
Cost-sensitive boosted tree for loan evaluation in peer-to-peer lending
Credit risk interconnectedness: What does the market really know?
Modelling European sovereign bond yields with international portfolio effects
Observing choice of loan methods in not-for-profit microfinance using data envelopment analysis
The currency composition of firms' balance sheets, asset value correlations, and capital requirements
Early nuclear retirements in deregulated U.S. markets: Causes, implications and policy options
Estimation of correlations in portfolio credit risk models based on noisy security prices
Forecasting and decomposition of portfolio credit risk using macroeconomic and frailty factors
A systematic approach to multi-period stress testing of portfolio credit risk
Measuring portfolio credit risk correctly: Why parameter uncertainty matters
Risk factor contributions in portfolio credit risk models
A semiparametric model for the systematic factors of portfolio credit risk premia ☆
Bayesian inference for generalized linear mixed models of portfolio credit risk
Discrete versus continuous state switching models for portfolio credit risk ☆
The effects of estimation error on measures of portfolio credit risk