Search results for: credit default risk
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Results (1–13 out of 13)
Spread Risk Premia in Corporate Credit Default Swap Markets
Credit and Capital Markets – Kredit und Kapital, Vol. 47 (2014), Iss. 4 : pp. 571–610 | First published online: October 03, 2017
Corporate Social Irresponsibility and Credit Risk Prediction: A Machine Learning Approach
Credit and Capital Markets – Kredit und Kapital, Vol. 53 (2020), Iss. 4 : pp. 513–554 | First published online: January 05, 2021
Regulation, Credit Risk Transfer with CDS, and Bank Lending
Credit and Capital Markets – Kredit und Kapital, Vol. 46 (2013), Iss. 4 : pp. 439–465 | First published online: October 03, 2017
A Novel Default Risk Prediction and Feature Importance Analysis Technique for Marketplace Lending using Machine Learning
Credit and Capital Markets – Kredit und Kapital, Vol. 56 (2023), Iss. 1 : pp. 27–62 | First published online: June 05, 2023
On the Valuation and Analysis of Risky Debt: A Practical Approach Using Rating Migrations
Credit and Capital Markets – Kredit und Kapital, Online First : pp. 1–26 | First published online: August 16, 2024
On the Valuation and Analysis of Risky Debt: A Practical Approach Using Rating Migrations
Credit and Capital Markets – Kredit und Kapital, Vol. 56 (2023), Iss. 3-4 : pp. 287–312 | First published online: September 19, 2024
On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model
Credit and Capital Markets – Kredit und Kapital, Vol. 56 (2023), Iss. 2 : pp. 197–232 | First published online: December 14, 2023
Loss Potential from Credit Derivative Use by Corporate Bond Funds under U.S. and German Regulation – A Cross Country Comparison
Credit and Capital Markets – Kredit und Kapital, Vol. 49 (2016), Iss. 2 : pp. 245–298 | First published online: October 03, 2017
The ECB’s 2019 Liquidity Stress Test: An Event Study Evaluating the Impact on Owners and Creditors
Credit and Capital Markets – Kredit und Kapital, Vol. 54 (2021), Iss. 2 : pp. 223–263 | First published online: August 19, 2021
Do Large TARGET2 Balances Bear Risks for the Euro Area?
Credit and Capital Markets – Kredit und Kapital, Vol. 55 (2022), Iss. 1 : pp. 3–34 | First published online: May 10, 2022
Determinants of Bank Asset Quality and Profitability: An Empirical Assessment
Applied Economics Quarterly, Vol. 63 (2017), Iss. 1 : pp. 97–135 | First published online: February 23, 2018
Transformationsrisiken in den Kreditportfolios: Die Kohlenstoffabhängigkeit der Bankkredite
Vierteljahreshefte zur Arbeits- und Wirtschaftsforschung, Vol. 1 (2024), Iss. 2 : pp. 225–244 | First published online: November 04, 2024
Zinsspreads auf europäische Staatsanleihen: Implikationen und Lehren aus der europäischen Schuldenkrise
Vierteljahrshefte zur Wirtschaftsforschung, Vol. 79 (2010), Iss. 4 : pp. 103–118 | First published online: October 03, 2017