المؤلفون: Lo Duca, Marco, Moccero, Diego, Parlapiano, Fabio

مصطلحات موضوعية: ddc:330, C23, C55, E43, E52, G33, Corporate credit risk, probabilities of default, structural demand and supply shocks, monetary policy shocks, local projections

Relation: Series: ECB Working Paper; No. 2897; urn:isbn:978-92-899-6377-0; gbv-ppn:1882895991; https://hdl.handle.net/10419/297337; RePEc:ecb:ecbwps:20242897

الاتاحة: https://hdl.handle.net/10419/297337
https://doi.org/10.2866/755920

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: 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: Camilo Sarmiento

المساهمون: Centro de estudios económicos

المصدر: Applied Economics Letters

مصطلحات موضوعية: Economics and Econometrics, Distribución, Transparency (market), Collateral, Computer science, media_common.quotation_subject, collateral, Non-parametric estimator, Distribution, Simple (abstract algebra), 0502 economics and business, Econometrics, Simplicity, 050207 economics, Capitalization, media_common, Distribution methods, 050208 finance, probabilities of default distribution, 05 social sciences, Sense (electronics), Benchmarking, Tranche, Métodos de distribución, tail of the distribution, Benchmark (computing), Colateral, Non parametric estimator

وصف الملف: 5 páginas; application/pdf; image/jpeg

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3a534359f2a6ce8c2fc3616d32f6bb76
https://doi.org/10.1080/13504851.2019.1640856

المؤلفون: Jobst, Norbert J., author

المصدر: Investment Risk Management, 2015, ill.

الاتاحة: https://doi.org/10.1093/acprof:oso/9780199331963.003.0006

المؤلفون: Sarmiento, Camilo

المساهمون: Centro de estudios económicos

المصدر: Applied Economics Letters

مصطلحات موضوعية: Distribución, Colateral, Métodos de distribución, Distribution, Collateral, Distribution methods, Non-parametric estimator, probabilities of default distribution, tail of the distribution

وصف الملف: 5 páginas; application/pdf

Relation: 558; 555; 27; N/A; Applied Economics Letters; Agarwal, V., and R. Taffler. 2008. “Comparing the Performance of Market-Based and Accounting-Based Bankruptcy Prediction Models.” Journal of Banking & Finance 32 (8): 1541–1551. doi:10.1016/j.jbankfin.2007.07.014; Benmelech, E., and J. Dlugosz (2008) “The Alchemy of CDO Credit Ratings.” Harvard University Working paper; Bharath, S., and T. Shumway. 2007. “Forecasting Default with the Merton Distance to Default Model.” Review of Financial Studies 21: 1339–1369.; Board of Governors of the Federal Reserve System. 2014. “Supervisory Guidance for Data, Modeling, and Model Risk Management under the Operational Risk Advanced Measurement Approaches.” Basel Coordination Committee Bulletin 14.; Hendricks, D. 1996. “Evaluating Value-at-Risk Models Using Historical Data.” Frbny Economic Policy Review 2 /april 1996.; Hull, J., and A. White. 1998. “Incorporating Volatility Updating into the Historical Simulation Method for VAR.” Journal of Risk 1: 5–19. doi:10.21314/JOR.1998.001.; Lopez, J., and M. Saidenberg. 2000. “Evaluating Credit Risk Models.” Journal of Banking & Finance 24: 151–165. doi:10.1016/S0378-4266(99)00055-2.; https://repositorio.escuelaing.edu.co/handle/001/2501; Escuela Colombiana de Ingeniería Julio Garavito; Repositorio digital; https://repositorio.escuelaing.edu.co

الاتاحة: https://repositorio.escuelaing.edu.co/handle/001/2501
https://repositorio.escuelaing.edu.co

المؤلفون: Moreno Duarte, Laura Jimena del Pilar

المساهمون: Castro, Carlos

المصدر: Garcia Maria, Garcia Máximo, 2010. Modelos para medir el riesgo de crédito de la Banca.
Banco de Pagos Internacionales, 2014. Revisión del Método Estándar para el riesgo del crédito.
Wang Yu, 2016. Structural Credit Risk Modeling: Merton and Beyond. Society of actuaries
Crenin Francois, Credit Risk: Structural Models. Ecole Nationale des Ponts et Chaussées
Standard \& Poor's Global, 2019, Definiciones de Calificaciones de S%P Global Ratings.
Standard \& Poor's Global, 2018, Definiciones de Calificaciones de S%P Global Ratings, Estudio de incumplimiento y transición de calificaciones para el sector corporativo en América Latina-2017.
Repositorio EdocUR-U. Rosario
Universidad del Rosario
instacron:Universidad del Rosario

مصطلحات موضوعية: Probabilities of default, Probabilidades de incumplimiento, Credit Risk +, Economía financiera, Capital de riesgo-Administración, Capital Económico, Reaseguros, Gestión financiera, Riesgo de Crédito, Valor en Riesgo, Loss given default, risk appetite, Gestión de riesgos, Compañías de seguros, Renta fija, Reinsurance, Economic Capital, Recovery rates, Análisis financiero, Perdida financiera-Métodos de simulación, Tasas de recuperación, Riesgos Fianancieros, Financial risk, Credit risk, Solvencia-Normas, Estándares

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25cb7ea48ea684bf13ff68ae62497441
https://repository.urosario.edu.co/handle/10336/20849

المؤلفون: Moreno Duarte, Laura Jimena del Pilar

المساهمون: Castro, Carlos

المصدر: instname:Universidad del Rosario

مصطلحات موضوعية: Riesgo de Crédito, Credit Risk +, Capital Económico, Renta fija, Reaseguros, Probabilidades de incumplimiento, Tasas de recuperación, Valor en Riesgo, Gestión de riesgos, Riesgos Fianancieros, Economía financiera, Compañías de seguros, Gestión financiera, Análisis financiero, Perdida financiera-Métodos de simulación, Solvencia-Normas, Estándares, Capital de riesgo-Administración, Economic Capital, risk appetite, Reinsurance, Financial risk, Credit risk, Probabilities of default, Recovery rates, Loss given default

وصف الملف: application/pdf

Relation: https://repository.urosario.edu.co/handle/10336/20849; https://doi.org/10.48713/10336_20849

الاتاحة: https://repository.urosario.edu.co/handle/10336/20849
https://doi.org/10.48713/10336_20849

المؤلفون: Berger, Michael

المساهمون: Schwaiger, Walter, TU Wien, Österreich

مصطلحات موضوعية: Ausfallwahrscheinlichkeit, Monte-Carlo Simulation, unsichere Eingabeparametern, Projektfinanzierung, Bonitätsbeurteilung, Basel, Probabilities of default, uncertain input parameters, project finance, rating

وصف الملف: getrennte Zählung

Relation: https://doi.org/10.34726/hss.2015.34239; http://hdl.handle.net/20.500.12708/14896; AC12692366; urn:nbn:at:at-ubtuw:1-87342

الاتاحة: https://doi.org/10.34726/hss.2015.34239
https://hdl.handle.net/20.500.12708/14896

المؤلفون: Sampanis, Evangelia

المساهمون: Κυριαζής, Δημήτριος, Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής, Χρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική Ανάλυση για Στελέχη

مصطلحات موضوعية: Probability of default, IFRS, Forward looking, Stages, Point in time, IFRS 9, Migration matrices, Merton JD model, Vasicek, Through the cycle, Forecasting probabilities of default, Inflation, GDP

وصف الملف: application/pdf

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od______2612::e7a9e8200ce990e116b97336f2d9f96f
https://dione.lib.unipi.gr/xmlui/handle/unipi/11528

المؤلفون: Σαμπάνη, Ευαγγελία, Sampanis, Evangelia

المساهمون: Κυριαζής, Δημήτριος, Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής Διοικητικής, Χρηματοοικονομική και Τραπεζική με κατεύθυνση στην Χρηματοοικονομική Ανάλυση για Στελέχη

مصطلحات موضوعية: Probability of default, Forecasting probabilities of default, Point in time, Through the cycle, Migration matrices, Merton JD model, Vasicek, IFRS, IFRS 9, Forward looking, Stages, GDP, Inflation

وصف الملف: application/pdf

Relation: https://dione.lib.unipi.gr/xmlui/handle/unipi/11528

الاتاحة: https://dione.lib.unipi.gr/xmlui/handle/unipi/11528

المؤلفون: Valle Carrascal, José María

المساهمون: Fernández Ruiz, Antonio José, Elices López, Mercedes

مصطلحات موضوعية: 330.322(043.2), Riesgo de crédito, Insolvencia empresarial, Probabilidades de impago, Credit risk, Corporate insolvencies, Probabilities of default, Finanzas

وصف الملف: application/pdf

Relation: https://hdl.handle.net/20.500.14352/21643

الاتاحة: https://hdl.handle.net/20.500.14352/21643

المؤلفون: Dunbar, Kwamie

المصدر: WCBT Working Papers

مصطلحات موضوعية: Operational Risk, Loss Distribution, Stress-Test, Consumer Credit Portfolio, Credit Risk, Macroeconomic Risk Factors, Unexpected Loss, Capital Provisioning, Value-At-Risk, Probabilities Of Default, Supervisory Capital Assessment Program, SCAP, Business, Corporate Finance, Finance and Financial Management, eco, manag

Relation: https://digitalcommons.sacredheart.edu/context/wcob_wp/article/1010/viewcontent/Forecasting_and_Stress_Dunbar_2012.pdf; https://digitalcommons.sacredheart.edu/wcob_wp/11

الاتاحة: https://digitalcommons.sacredheart.edu/context/wcob_wp/article/1010/viewcontent/Forecasting_and_Stress_Dunbar_2012.pdf
https://digitalcommons.sacredheart.edu/wcob_wp/11

المؤلفون: Lin, Yueh-Min

Thesis Advisors: Hsiao-Jung Chen, Chin-Ming Chen, Chau-jung Kuo, Kuang-Erh Lai

مصطلحات موضوعية: Recovery Rate, Probabilities of Default, Service-Oriented Architecture, Time-Varying Jointly Estimated Model, Moody's KMV Model with Default Point Modified, Risk-Neutral Probability Measure Model

وصف الملف: application/pdf

الاتاحة: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0626111-173455

المؤلفون: Natalia Tamirisa, Hiroko Oura, Qianying Chen, Dale F. Gray, Papa N'Diaye

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: Distress, Exchange rate, Default risk, General Earth and Planetary Sciences, Financial system, Business, Discount points, Emerging markets, Developed country, Causality, General Environmental Science, Vector autoregression, Forecasting and Simulation, Financial Institutions and Services: General, Corporate Finance and Governance: General, Model Construction and Estimation, [Spillovers, International financial markets, bank, corporate, distress, GVAR, financial, international, probability, bank distress, probabilities, bank default, logarithm, Open Economy Macroeconomics, Macroeconomic Aspects of International Trade and Finance]

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b890a3b784b48a43cad231068b79d54
https://doi.org/10.2139/ssrn.1617023

المؤلفون: Allen, David E, Powell, Robert

مصطلحات موضوعية: jel:C10, Value at risk, Conditional value at risk, Credit risk, Conditional probabilities of default, Structural modelling, jel:G10, jel:G21

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::88ac88ccbcc37497eeed8c748ceb61f2
https://mpra.ub.uni-muenchen.de/47206/1/MPRA_paper_13822.pdf

المؤلفون: Miguel A. Segoviano

مصطلحات موضوعية: jel:J1, jel:G3, jel:F3, Portfolio credit risk, Profit and loss distribution, Density optimization, Entropy distribution, Probabilities of default

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______645::27423dfb6114b59525171fcbc9251ff2
http://eprints.lse.ac.uk/24511/

المؤلفون: 許藝瀧, Hsu, I-Lung

المساهمون: 彭栢堅, 臺灣大學：數學研究所

مصطلحات موضوعية: 普通型信用違約交換, 二元型信用違約交換, 理想化型信用違約交換, 風險中立違約機率, Plain-Vanilla CDS, Binary CDS, Idealized CDS, Risk-Neutral Probabilities of Default, eco

Relation: http://ntur.lib.ntu.edu.tw/bitstream/246246/59505/1/ntu-96-R92221014-1.pdf; http://ntur.lib.ntu.edu.tw/handle/246246/59505

الاتاحة: http://ntur.lib.ntu.edu.tw/bitstream/246246/59505/1/ntu-96-R92221014-1.pdf
http://ntur.lib.ntu.edu.tw/handle/246246/59505