المؤلفون: Siggelkow, Constantin

المصدر: Journal of Derivatives and Quantitative Studies: 선물연구, 2024, Vol. 32, Issue 4, pp. 286-322.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/JDQS-06-2024-0019

المؤلفون: Constantin Siggelkow

المصدر: Seonmul yeongu, Vol 32, Iss 4, Pp 286-322 (2024)

مصطلحات موضوعية: Credit risk management, Equity derivatives, Partial hedging strategies, SCR reduction, Distance to default, Connection of debt and equity, Finance, HG1-9999, Risk in industry. Risk management, HD61

وصف الملف: electronic resource

Relation: https://doaj.org/toc/1229-988X; https://doaj.org/toc/2713-6647

URL الوصول: https://doaj.org/article/e502b8030c7b43338c602f5cd6f160b6

المؤلفون: Mushafiq, Muhammad, Sami, Syed Ahmad, Sohail, Muhammad Khalid, Sindhu, Muzammal Ilyas

المصدر: Journal of Economic and Administrative Sciences, 2022, Vol. 40, Issue 2, pp. 168-181.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/JEAS-09-2021-0181

المؤلفون: Christoffersen, Benjamin, Lando, David, Nielsen, Søren Feodor

المصدر: Mathematical Finance. 32(4):1214-1230

مصطلحات موضوعية: distance-to-default, EM-algorithm, KMV method, Merton model

وصف الملف: print

URL الوصول: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-329046
https://doi.org/10.1111/mafi.12362

المؤلفون: Colak, Gonul, Malik, Ali K.

المساهمون: Finance, Helsinki

مصطلحات موضوعية: 511 Economics, abnormal accruals, distance-to-default, double-sorted portfolios, political sentiment, KOTA2024?, PREM0000, 1 - Publication available open access by the publisher, 2 - Hybrid open access publication channel, 1 - Self archived, http://hdl.handle.net/10138/586562, 1- Minst en av författarna har en utländsk affiliation, 1- Publicerad utomlands, 0- Ingen affiliation med ett företag, PRJ, 0,75

وصف الملف: application/pdf

Relation: Colak , G & Malik , A K 2024 , ' Political sentiment and abnormal accruals ' , Applied Economics . https://doi.org/10.1080/00036846.2024.2399815; http://hdl.handle.net/10138/586562; 85203341943

الاتاحة: http://hdl.handle.net/10138/586562

المؤلفون: Ekananda, Mahjus

المصدر: ETIKONOMI; Vol 22, No 2 (2023); 409-428 ; 2461-0771 ; 1412-8969

مصطلحات موضوعية: Economics, Banking, International Trade, International Economics, Macroeconomics, banking competition, financial stability, distance to default, threshold regression

وصف الملف: application/pdf

Relation: https://journal.uinjkt.ac.id/index.php/etikonomi/article/view/31003/pdf; https://journal.uinjkt.ac.id/index.php/etikonomi/article/view/31003

الاتاحة: https://journal.uinjkt.ac.id/index.php/etikonomi/article/view/31003
https://doi.org/10.15408/etk.v22i2.31003

المؤلفون: Shrestha, Keshab, Philip, Sheena Sara Suresh, Khaw, Karren Lee-Hwei

المصدر: Shrestha , K , Philip , S S S & Khaw , K L-H 2024 , ' Impact of geopolitical risk on target debt ratio ' , Finance Research Letters , vol. 60 , 104964 . https://doi.org/10.1016/j.frl.2023.104964

مصطلحات موضوعية: Distance-to-default, Geopolitical risk, High-tech firms, Target debt ratio

وصف الملف: application/pdf

الاتاحة: https://research.monash.edu/en/publications/c0dd1b54-f052-4349-abef-2b74e00d1981
https://doi.org/10.1016/j.frl.2023.104964
https://researchmgt.monash.edu/ws/files/570961842/556474296_oa.pdf
http://www.scopus.com/inward/record.url?scp=85184677288&partnerID=8YFLogxK

المؤلفون: Powell, Robert J., Dinh, Dung V., Vu, Nam T., Vo, Duc H.

المصدر: Research outputs 2022 to 2026

مصطلحات موضوعية: ASEAN, corporate financial distress, distance to default, early warning indicator, multiple discriminant analysis, Business, Finance and Financial Management

وصف الملف: application/pdf

الاتاحة: https://ro.ecu.edu.au/ecuworks2022-2026/2934
https://doi.org/10.1002/ijfe.2864
https://ro.ecu.edu.au/context/ecuworks2022-2026/article/3934/viewcontent/Accounting_based_variables.pdf

المؤلفون: Bessa, Diogo Emanuel Nunes

المساهمون: Luís, Jorge de Jesus, Repositório da Universidade de Lisboa

مصطلحات موضوعية: Indicadores de Mercado, Modelo Merton, Distance to Default, Distance to Capital, PCA, SREP, Equity Markets, Merton Model

وصف الملف: application/pdf

Relation: Bessa, Diogo Emanuel Nunes (2022). “Indicadores de solvência bancária baseados no mercado de ações”. Dissertação de Mestrado. Universidade de Lisboa. Instituto Superior de Economia e Gestão

الاتاحة: http://hdl.handle.net/10400.5/26862

المؤلفون: Yoon, Da-Eun, Choudhury, Tonmoy, Saha, Anup Kumar, Rashid, Mamunur

المصدر: International Journal of Islamic and Middle Eastern Finance and Management, 2021, Vol. 15, Issue 3, pp. 481-505.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/IMEFM-11-2020-0555

المؤلفون: Lee, David

المساهمون: BMO

المصدر: https://hal.science/hal-04208831 ; 2023.

مصطلحات موضوعية: credit value adjustment (CVA) credit risk modeling distance to default default probability survival probability asset pricing involving credit risk JEL Classification: E44 G21 G12 G24 G32 G33 G18 G28, credit value adjustment (CVA), credit risk modeling, distance to default, default probability, survival probability, asset pricing involving credit risk JEL Classification: E44, G21, G12, G24, G32, G33, G18, G28, [QFIN]Quantitative Finance [q-fin], [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-04208831; https://hal.science/hal-04208831; https://hal.science/hal-04208831/document; https://hal.science/hal-04208831/file/CreditCVA.pdf

الاتاحة: https://hal.science/hal-04208831
https://hal.science/hal-04208831/document
https://hal.science/hal-04208831/file/CreditCVA.pdf

المؤلفون: Adler Haymans Manurung, Jhonni Sinaga, Herlina Miftahul Zanah

المصدر: Journal of Economics, Finance and Management Studies, 06(09), 4485-4490, (2023-09-22)

مصطلحات موضوعية: Haircut Price, Determinant Haircut, LQ45 Stocks, Distance to Default, Debt to Equity Ratio, Cash Ratio, Stock Liquidity, Multiple Regression Panel Method

Relation: https://doi.org/10.5281/zenodo.8369922; https://doi.org/10.5281/zenodo.8372242; oai:zenodo.org:8372242

الاتاحة: https://doi.org/10.5281/zenodo.8372242

المؤلفون: Tarsisius Renald Suganda, Jungmu Kim

المصدر: Sustainability; Volume 15; Issue 4; Pages: 3644

مصطلحات موضوعية: corporate social responsibility, default risk, ESG, Z-score, K-score, distance to default

جغرافية الموضوع: agris

وصف الملف: application/pdf

Relation: https://dx.doi.org/10.3390/su15043644

الاتاحة: https://doi.org/10.3390/su15043644

المؤلفون: Choudhury, Tonmoy, Kamran, Muhammad, Djajadikerta, Hadrian Geri, Sarker, Tapan

المصدر: Research outputs 2014 to 2021

مصطلحات موضوعية: [RSTDPub], 2SLS, Banking risk, Distance-to-default, Renewable energy, Business, Business Administration, Management, and Operations

Relation: https://ro.ecu.edu.au/ecuworkspost2013/11601; https://doi.org/10.1057/s41287-021-00492-z

الاتاحة: https://ro.ecu.edu.au/ecuworkspost2013/11601
https://doi.org/10.1057/s41287-021-00492-z

المؤلفون: Choudhury, Tonmoy, Daly, Kevin

المصدر: Studies in Economics and Finance, 2021, Vol. 38, Issue 4, pp. 836-860.

URL الوصول: http://www.emeraldinsight.com/doi/10.1108/SEF-08-2020-0342

المؤلفون: Cruz, José Pedro Nolasco Amaral Gomes

المساهمون: Bonfim, Diana Carina Ribeiro Guimarães, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Probabilities of default, Distance to default, Credit risk, Micro-enterprises, Covid-19, Probabilidades de falência, Distância para a falência, Risco de crédito, Micro-empresas, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/35553

المؤلفون: Bitetto, Alessandro, Filomeni, Stefano, Modina, Michele

مصطلحات موضوعية: Credit risk, Distance to default, Machine learning, Market information, Probability of default

Relation: 4th International Conference on Advanced Research Methods and Analytics (CARMA 2022); CARMA 2022 - 4th International Conference on Advanced Research Methods and Analytics; Junio 29-Julio 01, 2022; Valencia, España; http://ocs.editorial.upv.es/index.php/CARMA/CARMA2022/paper/view/15045; urn:isbn:9788413960180; http://hdl.handle.net/10251/189549

الاتاحة: http://hdl.handle.net/10251/189549
https://doi.org/10.4995/CARMA2022.2022.15045

المؤلفون: DELAPEDRA-SILVA, VANDERSON A.

المصدر: RAM. Revista de Administração Mackenzie. January 2021 22(4)

مصطلحات موضوعية: Sectoral risk, Distance to default, Infrastructure, Merton model, Credit risk

وصف الملف: text/html

URL الوصول: http://old.scielo.br/scielo.php?script=sci_arttext&pid=S1678-69712021000400402

المؤلفون: Waldthausen, Maximilian von

المساهمون: Bonfim, Diana Carina Ribeiro Guimarães, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Credit risk, Default prediction, Distance-to-default, Logit models, Risco de crédito, Previsão de insolvência, Distância para o incumprimento, Modelos logit, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/35316

المؤلفون: Cunha, Miguel Ângelo Gomes da

المساهمون: Bhimjee, Diptes Chandrakante Prabhudas, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Distance-to-default, Diversification, Earnings volatility, Net-interest income, Non-interest income, Size, TBTF, U.S. banks, Bancos norte-americanos, Distância até insolvência, Diversificação, Receita de juros líquida, Rendimentos excluindo receita de juros, Tamanho, Volatilidade nas receitas, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الاتاحة: http://hdl.handle.net/10400.14/31107