Search results for: Credit Risk
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Corporate Social Irresponsibility and Credit Risk Prediction: A Machine Learning Approach
Credit and Capital Markets – Kredit und Kapital, Vol. 53 (2020), Iss. 4 : pp. 513–554 | First published online: January 05, 2021
Regulation, Credit Risk Transfer with CDS, and Bank Lending
Credit and Capital Markets – Kredit und Kapital, Vol. 46 (2013), Iss. 4 : pp. 439–465 | First published online: October 03, 2017
Spread Risk Premia in Corporate Credit Default Swap Markets
Credit and Capital Markets – Kredit und Kapital, Vol. 47 (2014), Iss. 4 : pp. 571–610 | First published online: October 03, 2017
Concentration Risk under Pillar 2: When are Credit Portfolios Infinitely Fine Grained?
Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 1 : pp. 79–124 | First published online: October 03, 2017
Networks and News in Credit Risk Management
Credit and Capital Markets – Kredit und Kapital, Vol. 52 (2019), Iss. 2 : pp. 229–250 | First published online: June 12, 2019
Transformation Needed
Report on the 6th International Conference on Credit Risk Analysis and Management
Credit and Capital Markets – Kredit und Kapital, Vol. 53 (2020), Iss. 2 : pp. 285–298 | First published online: October 23, 2020
Stochastie Essentials for the Risk Management of Credit Portfolios
Credit and Capital Markets – Kredit und Kapital, Vol. 36 (2003), Iss. 1 : pp. 52–81 | First published online: December 08, 2022
2nd International Conference on Credit Analysis and Risk Management 2013 in Basel – Challenging the Establishment
Credit and Capital Markets – Kredit und Kapital, Vol. 47 (2014), Iss. 2 : pp. 367–375 | First published online: October 03, 2017
Catching up with Complexity – Report on the 4th International Conference on Credit Risk Analysis and Management
Credit and Capital Markets – Kredit und Kapital, Vol. 48 (2015), Iss. 4 : pp. 693–702 | First published online: October 03, 2017
Adapt to the Outside But Stay True to Your DNA-Report on the 5th International Conference on Credit Risk Analysis and Management
Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 3 : pp. 491–500 | First published online: September 26, 2018
On the Valuation and Analysis of Risky Debt: A Practical Approach Using Rating Migrations
Credit and Capital Markets – Kredit und Kapital, Online First : pp. 1–26 | First published online: August 16, 2024
On the Valuation and Analysis of Risky Debt: A Practical Approach Using Rating Migrations
Credit and Capital Markets – Kredit und Kapital, Vol. 56 (2023), Iss. 3-4 : pp. 287–312 | First published online: September 19, 2024
Systemic Usury and the European Consumer Credit Directive
Vierteljahrshefte zur Wirtschaftsforschung, Vol. 89 (2020), Iss. 1 : pp. 115–132 | First published online: March 25, 2020
On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model
Credit and Capital Markets – Kredit und Kapital, Vol. 56 (2023), Iss. 2 : pp. 197–232 | First published online: December 14, 2023
Loss Potential from Credit Derivative Use by Corporate Bond Funds under U.S. and German Regulation – A Cross Country Comparison
Credit and Capital Markets – Kredit und Kapital, Vol. 49 (2016), Iss. 2 : pp. 245–298 | First published online: October 03, 2017
Stock Repurchases, ESG Ratings and Systemic Risk in Banking
Vierteljahreshefte zur Arbeits- und Wirtschaftsforschung, Vol. 1 (2024), Iss. 2 : pp. 207–223 | First published online: November 04, 2024
The ECB’s 2019 Liquidity Stress Test: An Event Study Evaluating the Impact on Owners and Creditors
Credit and Capital Markets – Kredit und Kapital, Vol. 54 (2021), Iss. 2 : pp. 223–263 | First published online: August 19, 2021
Credit Spreads und ihre Determinanten: Eine empirische Analyse für Deutschland
Credit and Capital Markets – Kredit und Kapital, Vol. 41 (2008), Iss. 1 : pp. 59–78 | First published online: October 03, 2017
The Non-Standard Monetary Policy Measures of the ECB: Motivations, Effectiveness and Risks
Credit and Capital Markets – Kredit und Kapital, Vol. 51 (2018), Iss. 4 : pp. 513–560 | First published online: December 18, 2018
Do Large TARGET2 Balances Bear Risks for the Euro Area?
Credit and Capital Markets – Kredit und Kapital, Vol. 55 (2022), Iss. 1 : pp. 3–34 | First published online: May 10, 2022