المؤلفون: Toto, Andrea

المساهمون: University/Department: Universitat Jaume I. Escola de Doctorat

Thesis Advisors: Alfarano, Simone, Programa Doctorat: Economia i Empresa

المصدر: TDX (Tesis Doctorals en Xarxa)

مصطلحات موضوعية: financial contagion, credit risk, credit risk models, financial networks, trade credit, counterparty risk, Economia

وصف الملف: application/pdf

URL الوصول: http://hdl.handle.net/10803/386238

المؤلفون: Trinh, Lua Thi

المصدر: Journal of Economics, Finance and Administrative Science, 2024, Vol. 29, Issue 58, pp. 346-365.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/JEFAS-04-2021-0026

المؤلفون: Lua Thi Trinh

المصدر: Journal of Economics Finance and Administrative Science, Vol 29, Iss 58, Pp 346-365 (2024)

مصطلحات موضوعية: P2P lending, Lending club, Default risk, Credit risk models, GBDT, Business, HF5001-6182

وصف الملف: electronic resource

Relation: https://doaj.org/toc/2077-1886

URL الوصول: https://doaj.org/article/0486bddaf6934f2e8b705b4270db6b78

المؤلفون: Rossella Locatelli, Giovanni Pepe, Fabio Salis, Andrea Uselli

المصدر: Risk Management Magazine, Vol 18, Iss 3, Pp 4-15 (2023)

مصطلحات موضوعية: credit risk models, artificial intelligence, bank management, unconventional data, Risk in industry. Risk management, HD61

وصف الملف: electronic resource

Relation: https://www.aifirm.it/wp-content/uploads/2023/12/RMM-2023-03-Excerpt-1.pdf; https://doaj.org/toc/2612-3665; https://doaj.org/toc/2724-2153

URL الوصول: https://doaj.org/article/8701a13b87194512a4ac90af97022acc

المؤلفون: Lovreta, Lidija

المساهمون: University/Department: Universitat Ramon Llull. ESADE-BS - Màrqueting, Operacions i Finances

Thesis Advisors: Forte Arcos, Santiago

المصدر: TDX (Tesis Doctorals en Xarxa)

مصطلحات موضوعية: pseudo maximum likelihood, price discovery, structural credit risk models, pseudo máxima verosimilitud, modelos estructurles de riesgo de crédito, pseudònima versemblança, models estructurals de risc de crèdit, Management Sciences

وصف الملف: application/pdf

URL الوصول: http://www.tdx.cat/TDX-0622110-140830
http://hdl.handle.net/10803/9180

المؤلفون: Mammadova, Leyla

مصطلحات موضوعية: FinTech, P2P Lending, Finance, credit risk models, Copula model, Growth models, Market potential, Bass model, Gompertz growth curves, logistics growth function, logistic-regression, default probability

URL الوصول: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.830149

المؤلفون: Miguel, Inês Margarida Frazão de Almeida

المساهمون: Silva, Nuno Ricardo Raimundo Rodrigues Marques da, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Probabilities of default, Brexit, Maximum likelihood estimation, Structural credit risk models, Probabilidades de falência, Estimação de máxima verossimilhança, Modelos estruturais de risco de crédito, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/38695

المؤلفون: Ptak-Chmielewska, Aneta, Kopciuszewski, Paweł

مصطلحات موضوعية: ddc:330, new definition of default, credit risk models, Bayesian approach

Relation: gbv-ppn:1788326490; Journal: Risks; Volume: 10; Year: 2022; Issue: 1; Pages: 1-16; Basel: MDPI; http://hdl.handle.net/10419/258327

الاتاحة: http://hdl.handle.net/10419/258327
https://doi.org/10.3390/risks10010016

المؤلفون: Giuseppe Campolieti, Hiromichi Kato, Roman N. Makarov

المصدر: Risks; Volume 10; Issue 12; Pages: 228

مصطلحات موضوعية: credit risk models, occupation time, spectral expansions, default probability, credit default spread, hazard rate function, solvable diffusions

وصف الملف: application/pdf

Relation: https://dx.doi.org/10.3390/risks10120228

الاتاحة: https://doi.org/10.3390/risks10120228

المؤلفون: Weisel, Lukas Klaus

المساهمون: Silva, Nuno Ricardo Raimundo Rodrigues Marques da, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Structural credit risk models, Banking, Probability of default, Modelos de risco de crédito estrutural, Banca, Probabilidade de inadimplência, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/29819

المؤلفون: Huang, Zhenzhen, Kwok, Yue Kuen, Xu, Ziqing

مصطلحات موضوعية: Copula credit risk models, Marginal risk contributions, Monte Carlo simulation, Importance sampling, Saddlepoint approximation

Relation: https://repository.hkust.edu.hk/ir/Record/1783.1-136346; Insurance: Mathematics and Economics, v. 115, March 2024, p. 132-150; https://doi.org/10.1016/j.insmatheco.2024.01.005; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0167-6687&rft.volume=115&rft.issue=&rft.date=2024&rft.spage=132&rft.aulast=Huang&rft.aufirst=Zhenzhen&rft.atitle=Efficient+algorithms+for+calculating+risk+measures+and+risk+contributions+in+copula+credit+risk+models&rft.title=INSURANCE+MATHEMATICS+%26+ECONOMICS; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=001171247400001; http://www.scopus.com/record/display.url?eid=2-s2.0-85183511097&origin=inward

الاتاحة: https://repository.hkust.edu.hk/ir/Record/1783.1-136346
https://doi.org/10.1016/j.insmatheco.2024.01.005
http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0167-6687&rft.volume=115&rft.issue=&rft.date=2024&rft.spage=132&rft.aulast=Huang&rft.aufirst=Zhenzhen&rft.atitle=Efficient+algorithms+for+calculating+risk+measures+and+risk+contributions+in+copula+credit+risk+models&rft.title=INSURANCE+MATHEMATICS+%26+ECONOMICS
http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=001171247400001
http://www.scopus.com/record/display.url?eid=2-s2.0-85183511097&origin=inward

المؤلفون: Elkamhi, Redouane, Li, Ruicong, Nozawa, Yoshio

مصطلحات موضوعية: Corporate credit spreads, Structural credit risk models, The Merton model, Fixed income asset pricing

Relation: http://repository.hkust.edu.hk/ir/Record/1783.1-139495; Management Science, May 2024, p. 1-77; https://doi.org/10.1287/mnsc.2022.00097; http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0025-1909&rft.volume=&rft.issue=&rft.date=2024&rft.spage=&rft.aulast=Elkamhi&rft.aufirst=&rft.atitle=A+Benchmark+for+Collateralized+Loan+Obligations&rft.title=MANAGEMENT+SCIENCE; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=001258008300001

الاتاحة: http://repository.hkust.edu.hk/ir/Record/1783.1-139495
https://doi.org/10.1287/mnsc.2022.00097
http://lbdiscover.ust.hk/uresolver?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rfr_id=info:sid/HKUST:SPI&rft.genre=article&rft.issn=0025-1909&rft.volume=&rft.issue=&rft.date=2024&rft.spage=&rft.aulast=Elkamhi&rft.aufirst=&rft.atitle=A+Benchmark+for+Collateralized+Loan+Obligations&rft.title=MANAGEMENT+SCIENCE
http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=LinksAMR&SrcApp=PARTNER_APP&DestLinkType=FullRecord&DestApp=WOS&KeyUT=001258008300001

المؤلفون: Rohit Nimmala

مصطلحات موضوعية: Machine Learning, Credit Risk Models, Climate Volatility, Financial Risk Management, Data Engineering, Predictive Analytics, Transition Risks, Physical Risks

Relation: https://doi.org/10.5281/zenodo.11101310; https://doi.org/10.5281/zenodo.11101311; oai:zenodo.org:11101311

الاتاحة: https://doi.org/10.5281/zenodo.11101311

المؤلفون: Silva, Mathilde Clibouw Da

المساهمون: Monteiro, Ana Margarida Machado, Pascoal, Rui Armando Pardal Silva

مصطلحات موضوعية: Probability of default, Merton model, Defaultable and nondefaultable bonds, Jarrow and Turnbull model, Structural and reduced credit risk models, Probabilidade de incumprimento (default), Modelo de Merton, Obrigações com e sem default, Modelo de Jarrow e Turnbull, Modelos de risco de crédito estruturais e reduzidos

Relation: https://hdl.handle.net/10316/116585; 203695410

الاتاحة: https://hdl.handle.net/10316/116585

المؤلفون: Kowal, Simon Nikolaus

المساهمون: Shackleton, Mark, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Credit risk, Credit spread, Structural credit risk models, Firm value-based credit risk models, Corporate debt analysis, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/17357

المؤلفون: Auria, Laura, Bingmer, Markus, Graciano, Carlos Mateo Caicedo, Charavel, Clémence, Gavilá, Sergio, Iannamorelli, Alessandra, Levy, Aviram, Vignolo Maldonado, Alfredo, Resch, Florian, Rossi, Anna Maria, Sauer, Stephan

مصطلحات موضوعية: ddc:330, E58, credit assessments, credit risk models, credit claims, ratings, ICAS

Relation: Series: ECB Occasional Paper; No. 284; urn:isbn:978-92-899-4838-8; gbv-ppn:1775651266; http://hdl.handle.net/10419/246215; RePEc:ecb:ecbops:2021284

الاتاحة: http://hdl.handle.net/10419/246215
https://doi.org/10.2866/051639

المؤلفون: Santos, Leonor Marques Pompeu dos

المساهمون: Gaivão, José, Repositório da Universidade de Lisboa

مصطلحات موضوعية: Modelos Ocultos de Markov, Modelos Ocultos de Markov Poisson, Risco de Crédito, Modelos para o Risco de Crédito, Máxima Verosimilhança, Risco, Modelação do Incumprimento, Hidden Markov Models, Poisson Hidden Markov Models, Credit Risk, Credit Risk Models, Maximum Likelihood, Risk State, Default Modeling

وصف الملف: application/pdf

Relation: Santos, Leonor Marques Pompeu dos (2015). "Hidden Markov models for credit risk". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão.

الاتاحة: http://hdl.handle.net/10400.5/11061

المؤلفون: Hu, Wenqing

المساهمون: Shackleton, Mark, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Credit spread, Corporate bankruptcy, Credit risk models, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/17400

المؤلفون: Ruivo, Marina Pereira

المساهمون: Gaspar, Raquel, Repositório da Universidade de Lisboa

مصطلحات موضوعية: CreditVaR, Risco de Modelo, Modelos Internos de Risco de Crédito, Model Risk, Internal Credit Risk Models

وصف الملف: application/pdf

Relation: Ruivo, Marina Pereira (2013). "Risco de modelo : análise à robustez do CreditMetrics". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão.

الاتاحة: http://hdl.handle.net/10400.5/11416

المؤلفون: Fonseca, Ana Cristina Castanheira Carvalho da

المساهمون: Gaspar, Raquel M., Repositório da Universidade de Lisboa

مصطلحات موضوعية: credit risk, recovery rate, default probability, credit default swaps, credit risk models, risco de crédito, taxa de recuperação, probabilidade de incumprimento, modelos de risco de crédito

وصف الملف: application/pdf

Relation: Fonseca, Ana Cristina Castanheira Carvalho da. 2008. "Recovery Rate in Credit Derivative Markets". Dissertação de Mestrado. Universidade Técnica de Lisboa. Instituto Superior de Economia e Gestão.

الاتاحة: http://hdl.handle.net/10400.5/3753