Search results for: credit risk model
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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
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
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
Networks and News in Credit Risk Management
Credit and Capital Markets – Kredit und Kapital, Vol. 52 (2019), Iss. 2 : pp. 229–250 | First published online: June 12, 2019
Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained?
Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 1 : pp. 79–124 | First published online: October 03, 2017
Transformation Needed
Report on the 6th International Conference on Credit Risk Analysis and Management
Credit and Capital Markets – Kredit und Kapital, Vol. 53 (2020), Iss. 2 : pp. 285–298 | First published online: October 23, 2020
Stochastie Essentials for the Risk Management of Credit Portfolios
Credit and Capital Markets – Kredit und Kapital, Vol. 36 (2003), Iss. 1 : pp. 52–81 | First published online: December 08, 2022
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
Post-financial crisis times: Only a short phase of re-intermediation and re-direction to boring banking business models? Regulatory burden, fintech competition and concentration processes
Vierteljahrshefte zur Wirtschaftsforschung, Vol. 87 (2018), Iss. 4 : pp. 87–117 | First published online: October 04, 2019
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
Leverage Ratios for Different Bank Business Models
Credit and Capital Markets – Kredit und Kapital, Vol. 50 (2017), Iss. 4 : pp. 545–573 | First published online: February 15, 2018
Stock Repurchases, ESG Ratings and Systemic Risk in Banking
Vierteljahreshefte zur Arbeits- und Wirtschaftsforschung, Vol. 1 (2024), Iss. 2 : pp. 207–223 | First published online: November 04, 2024
The Bank Lending Channel with Endogenous Money - A Simple Macro Model
Credit and Capital Markets – Kredit und Kapital, Vol. 48 (2015), Iss. 4 : pp. 567–595 | First published online: October 03, 2017
The Time Variation of Liquidity Risk on US Stock Markets
Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 2 : pp. 205–225 | First published online: June 20, 2018
Credit Spreads und ihre Determinanten: Eine empirische Analyse für Deutschland
Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 1 : pp. 59–78 | First published online: October 03, 2017
Vergleichende Analyse alternativer Kreditrisikomodelle
Credit and Capital Markets – Kredit und Kapital, Vol. 33 (2000), Iss. 2 : pp. 235–257 | First published online: December 12, 2022
The Link Between Incomplete Information on the Interbank Network and Counterparty Risk
Credit and Capital Markets – Kredit und Kapital, Vol. 52 (2019), Iss. 2 : pp. 213–227 | First published online: June 12, 2019
Ein dynamisches Modell der Kreditbeziehungen zwischen einer Bank und ihren Kreditnehmern
Credit and Capital Markets – Kredit und Kapital, Vol. 14 (1981), Iss. 1 : pp. 94–113 | First published online: December 22, 2022
MREL and TLAC: The Path from Bail-out to Bail-in for Banks' Creditors in the European Union
Credit and Capital Markets – Kredit und Kapital, Vol. 50 (2017), Iss. 3 : pp. 337–362 | First published online: February 14, 2018
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