False Dreams of Algorithmic Fairness: The Case of Credit Pricing

SSRN Electronic Journal ◽

10.2139/ssrn.3571266 ◽

2020 ◽

Author(s):

Talia B. Gillis

Keyword(s):

Credit Pricing

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Testing hedges under the standard tranched credit pricing model

The Journal of Risk ◽

10.21314/jor.2009.206 ◽

2009 ◽

Vol 12 (2) ◽

pp. 3-28 ◽

Cited By ~ 4

Author(s):

Christopher Finger

Keyword(s):

Pricing Model ◽

Credit Pricing

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Firm Foundations: A General Credit Pricing Framework and the Basis of FVA

SSRN Electronic Journal ◽

10.2139/ssrn.3171069 ◽

2018 ◽

Author(s):

Lee Jackson ◽

Matthew Tarbard

Keyword(s):

Credit Pricing ◽

Pricing Framework

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Chapter 8. Behavioral Economics and Credit Pricing

Pricing Credit Products ◽

10.1515/9781503605657-011 ◽

2020 ◽

pp. 185-204

Keyword(s):

Behavioral Economics ◽

Credit Pricing

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Arbitrage-free credit pricing using default probabilities and risk sensitivities

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2010.08.005 ◽

2011 ◽

Vol 35 (2) ◽

pp. 268-281 ◽

Cited By ~ 12

Author(s):

Andreas Blöchlinger

Keyword(s):

Credit Pricing

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Buyer Credit Pricing for Natural Gas Exports Using Country Risk Ratings

Energy Economics and Financial Markets ◽

10.1007/978-3-642-30601-3_3 ◽

2012 ◽

pp. 31-47

Author(s):

John L. Simpson

Keyword(s):

Natural Gas ◽

Country Risk ◽

Credit Pricing

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Consumer Credit Pricing

10.1093/oxfordhb/9780199543175.013.0008 ◽

2012 ◽

Cited By ~ 2

Author(s):

Simon Caufield

Keyword(s):

Consumer Credit ◽

Credit Pricing

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Hazardous immorality: strategic externalization of risk and credit pricing

The Journal of Risk Finance ◽

10.1108/15265941211254480 ◽

2012 ◽

Vol 13 (4) ◽

pp. 381-391

Author(s):

Zaneta Chapman ◽

Thomas Getzen

Keyword(s):

Credit Pricing

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Risk-Adjusted Credit Pricing: Application to the State’s Guarantee Funds for Moroccan Enterprises

Journal of Advanced Research in Dynamical and Control Systems ◽

10.5373/jardcs/v12sp1/20201051 ◽

2020 ◽

Vol 12 (01-Special Issue) ◽

pp. 94-104

Author(s):

Kamal Oussouadi

Keyword(s):

Credit Pricing

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The Impact of Banking-Relationship on Lines-of-Credit Pricing: Evidence from a Survey Data of a Tunisian Bank Credit Portfolio

SSRN Electronic Journal ◽

10.2139/ssrn.2220205 ◽

2012 ◽

Author(s):

khaldoun cherif cherif

Keyword(s):

Survey Data ◽

Bank Credit ◽

Lines Of Credit ◽

Credit Pricing ◽

Banking Relationship ◽

Credit Portfolio ◽

The Impact

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Credit Pricing for Financing of Small and Micro Enterprises Under Government Credit Enhancement: Leverage Effect or Credit Constraint Effect

SSRN Electronic Journal ◽

10.2139/ssrn.3866378 ◽

2021 ◽

Author(s):

Xuejun Jin ◽

Yuanyuan Ke ◽

Xiaohui Chen

Keyword(s):

Leverage Effect ◽

Constraint Effect ◽

Credit Constraint ◽

Credit Enhancement ◽

Credit Pricing ◽

Government Credit ◽

Micro Enterprises

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