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Special issue credit risk modelling

Author

Listed:
  • Jonathan Crook

    (University of Edinburgh, Edinburgh, UK)

  • David Edelman

    (Calendonia Credit Consultancy)

Abstract

No abstract is available for this item.

Suggested Citation

  • Jonathan Crook & David Edelman, 2014. "Special issue credit risk modelling," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 321-322, March.
    • Handle: RePEc:pal:jorsoc:v:65:y:2014:i:3:p:321-322
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    References listed on IDEAS

    as
    1. B V Oliver & R M Oliver, 2014. "Optimal ROE loan pricing with or without adverse selection," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 435-442, March.
    2. Tomohiro Ando, 2014. "Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 454-465, March.
    3. David J Hand & Niall M Adams, 2014. "Selection bias in credit scorecard evaluation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 408-415, March.
    4. Tony Bellotti & Jonathan Crook, 2014. "Retail credit stress testing using a discrete hazard model with macroeconomic factors," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 340-350, March.
    5. Luis Javier Sánchez Barrios & Galina Andreeva & Jake Ansell, 2014. "Monetary and relative scorecards to assess profits in consumer revolving credit," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 443-453, March.
    6. Jia-Wen Gu & Wai-Ki Ching & Tak-Kuen Siu & Harry Zheng, 2014. "On reduced-form intensity-based model with ‘trigger’ events," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 331-339, March.
    7. Yixin Seah & Mee Chi So & Lyn C Thomas, 2014. "Stress testing credit card portfolios: an application in South Africa," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 351-362, March.
    8. Ellen Tobback & David Martens & Tony Van Gestel & Bart Baesens, 2014. "Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 376-392, March.
    9. D Rösch & H Scheule, 2014. "Forecasting probabilities of default and loss rates given default in the presence of selection," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 393-407, March.
    10. Raquel Florez-Lopez & Juan Manuel Ramon-Jeronimo, 2014. "Modelling credit risk with scarce default data: on the suitability of cooperative bootstrapped strategies for small low-default portfolios," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 416-434, March.
    11. Zhiyong Li & Jonathan Crook & Galina Andreeva, 2014. "Chinese companies distress prediction: an application of data envelopment analysis," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 466-479, March.
    12. Mindy Leow & Christophe Mues & Lyn Thomas, 2014. "The economy and loss given default: evidence from two UK retail lending data sets," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 363-375, March.
    13. L Quirini & L Vannucci, 2014. "Creditworthiness dynamics and Hidden Markov Models," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 323-330, March.
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