Modelling credit risk
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Cited by:
- Broeders, Dirk & de Haan, Leo & Willem van den End, Jan, 2023.
"How quantitative easing changes the nature of sovereign risk,"
Journal of International Money and Finance, Elsevier, vol. 137(C).
- Dirk Broeders & Leo de Haan & Jan Willem van den End, 2022. "How QE changes the nature of sovereign risk," Working Papers 737, DNB.
- Marina Dolfin & Damian Knopoff & Michele Limosani & Maria Gabriella Xibilia, 2019. "Credit Risk Contagion and Systemic Risk on Networks," Mathematics, MDPI, vol. 7(8), pages 1-16, August.
- Yuan Gao & Biao Jiang & Jietong Zhou, 2023. "Financial Distress Prediction For Small And Medium Enterprises Using Machine Learning Techniques," Papers 2302.12118, arXiv.org.
- Talam, Camilla C. & Maru, Lucy, 2023. "The greening of Kenya's banking sector: Macro-financial stability implications of a low carbon transition," KBA Centre for Research on Financial Markets and Policy Working Paper Series 65, Kenya Bankers Association (KBA).
- Jumbe, George, 2023. "Credit Risk Assessment Using Default Models: A Review," OSF Preprints ksb8n, Center for Open Science.
- Yang, Bill Huajian & Wu, Biao & Cui, Kaijie & Du, Zunwei & Fei, Glenn, 2019. "IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses," MPRA Paper 93634, University Library of Munich, Germany.
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More about this item
Keywords
Modelling credit risk;JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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