Credit Risk Modelling with Shot-Noise Processes

2010 ◽  
Author(s):  
Raquel M. Gaspar ◽  
Thorsten Schmidt
Keyword(s):  
Credit Risk ◽  
Shot Noise ◽  
Risk Modelling

Credit Risk Modelling Under Recessionary and Financial Distressed Conditions

2017 ◽  
Author(s):  
Yiannis Dendramis ◽  
Elias Tzavalis ◽  
Georgios Adraktas
Keyword(s):  
Credit Risk ◽  
Risk Modelling

Ratings-based credit risk modelling: An empirical analysis

2007 ◽  
Vol 16 (5) ◽  
pp. 434-451 ◽  
Author(s):  
Pamela Nickell ◽  
William Perraudin ◽  
Simone Varotto
Keyword(s):  
Credit Risk ◽  
Empirical Analysis ◽  
Risk Modelling

The Genesis of Credit-Risk Modelling

2018 ◽  
pp. 229-283
Author(s):  
David Jamieson Bolder
Keyword(s):  
Credit Risk ◽  
Risk Modelling

scholarly journals Special issue credit risk modelling

2014 ◽  
Vol 65 (3) ◽  
pp. 321-322 ◽  
Author(s):  
Jonathan Crook ◽  
David Edelman
Keyword(s):  
Credit Risk ◽  
Special Issue ◽  
Risk Modelling
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