Search Results

Credit unions’ risk and membership,
Anonymous, in Financial Update (2001)
Keywords: Credit unions; Risk

Credit derivatives and risk management,
Michael S. Gibson, in Economic Review (2007)
Keywords: Credit derivatives; Risk

Modelling credit risk,
Somnath Chatterjee, from Centre for Central Banking Studies, Bank of England (2015)
Keywords: Modelling credit risk

Credit risk measurement and procyclicality,
Philip Lowe, from Bank for International Settlements (2002)
Keywords: credit risk measurement, macroeconomy

Risk and the democratization of credit cards,
Sandra Black and Donald Morgan, from Federal Reserve Bank of New York (1998)
Keywords: Credit cards; Risk

Credit derivatives and risk management,
Michael S. Gibson, from Board of Governors of the Federal Reserve System (U.S.) (2007)
Keywords: Risk management; Credit derivatives

Macro credit scoring as a proposal for quantifying credit risk,
Sergio Torrico, in Investigación & Desarrollo (2014)
Keywords: Credit scoring, Risk Management, Credit Risk, Banking.

A Multicriterion System fro Credit Risk Rating,
J. Khalil, J.M. Martel and P. Jutras, from Laval - Faculte des sciences de administration (1999)
Keywords: CREDIT ; RISK

RISK FACTORS ANALYSIS ON BANKING CREDIT MARKET,
Sorina- Andreea Puscasu and Nicoleta Munteanu, from Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies from Bucharest and "Carol I-st" National Defence University, Department for Management of the Defence Resources and Education (2013)
Keywords: credit, risk

Credit Risk,
Andrada Bilan, Hans Degryse, Kuchulain O’Flynn and Steven Ongena, from Palgrave Macmillan (2019)
Keywords: Credit risk, Banking, Risk management, Derivatives, Hedging, Lending, CDS

Credit Risk and Credit Derivatives in Banking,
Udo Broll, Thilo Pausch and Peter Welzel, from Universitaet Augsburg, Institute for Economics (2002)
Keywords: credit risk, credit derivatives, banking firm, risk aversion

MANAGEMENT OF CREDIT RISKS IN AGRICULTURE,
Ioana Sbarcea, in Studies in Business and Economics (2008)
Keywords: credit risk, policies on credit risk management, risk exposures in agriculture

Value-at-Risk and Credit VaR,
Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar, from Palgrave Macmillan (2010)
Keywords: Cash Flow, Risk Measurement, Credit Risk, Credit Rating, Market Risk

IT Systems for Credit Risk Management,
Renzo Traversini and Anselmo Marmonti, from Palgrave Macmillan (2013)
Keywords: Credit Risk, Basel Committee, Risk Component, Credit Portfolio, Risk Engine

Credit ratings and credit risk,
Jens Hilscher and Mungo Wilson, from Brandeis University, Department of Economics and International Business School (2011)
Keywords: Credit Rating, Credit Risk, Default Probability, Forecast Accuracy, Systematic Default Risk

Corporate Credit Risk Premia,
Antje Berndt, Rohan Douglas, Darrell Duffie and Mark Ferguson, in Review of Finance (2018)
Keywords: CDS, Credit risk premia, Credit ratings

ESG and Credit Risk,
Chrysovalantis Gaganis, Fotios Pasiouras and Menelaos Tasiou, from Palgrave Macmillan (2023)
Keywords: ESG, Credit risk, Credit rating agencies

THE CREDIT RISK-COMPONENT OF THE BANKING RISKS,
Tirlea Rodica, in Annals of Faculty of Economics (2011)
Keywords: Credit, risk, risk management, risk assumption, financial risk, corporation risk, bad credits

Means of reducing credit risk,
Imola Driga, in Annals of the University of Petrosani, Economics (2004)
Keywords: credit risk, credit analysis, credit pursuit, guarantees, prudent regulation, provisions.

Managing Credit Risk,
Wilbert O. Bascom, from Palgrave Macmillan (1997)
Keywords: Cash Flow, Credit Risk, Bank Management, Credit Policy, Credit Line

Private Credit Risk,
Susan K. Schroeder, from Palgrave Macmillan (2015)
Keywords: Interest Rate, Cash Flow, Credit Risk, Trade Credit, Default Risk

The Analysis and Assessment of the Credit Risk,
Mirea Marioara and Aivaz Kamer Ainur, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: bank, credit risk, financial risk, the points method

STOCHASTIC MODELS FOR CREDIT RISK,
Nadia Stoian and Mariana Nicolae-Balan, in Internal Auditing and Risk Management (2012)
Keywords: credit risk, stochastic processes, exposure to the risk

Models of Credit Risk Measurement,
Alina Hagiu, in Ovidius University Annals, Economic Sciences Series (2011)
Keywords: credit risk, models, management, strategy;

Credit Risk in a Network Economy,
Didier Cossin and Henry Schellhorn, in Management Science (2007)
Keywords: credit risk, contagion, queueing networks

Liquidity and credit risk,
Jan Ericsson and Olivier Renault, from London School of Economics and Political Science, LSE Library (2000)
Keywords: credit risk; liquidity; structural models

Preface - credit derivatives: where's the risk?,
Paula Tkac, in Economic Review (2007)
Keywords: Credit derivatives; Risk

Financial instruments for mitigating credit risk,
Jose Lopez, in FRBSF Economic Letter (2001)
Keywords: Credit; Risk; Derivative securities

Modeling credit risk for commercial loans,
Jose Lopez, in FRBSF Economic Letter (2001)
Keywords: Credit; Bank loans; Risk

Split ratings and the pricing of credit risk,
Richard Cantor, Kevin Cole and Frank Packer, from Federal Reserve Bank of New York (1997)
Keywords: Bonds; Credit; Risk

MANAGING CREDIT RISK WITH CREDIT DERIVATIVES,
Udo Broll, Bernard Gilroy and Elmar Lukas, in Annals of Financial Economics (AFE) (2007)
Keywords: Banking firm, credit risk, credit derivatives, hedging, G11, G21, L10

Credit derivatives, macro risks, and systemic risks,
Tim Weithers, in Economic Review (2007)
Keywords: Credit derivatives; Risk

DYNAMIC CREDIT AS A PRECONDITION FOR CREDIT RISK INCREASE,
Valentin Boshkilov, in Economics and Management (2005)
Keywords: banks, dynamic credit, credit risk, restrictive measures

Faith-based credit unions and credit risk,
Anna-Leigh Stone, in Finance Research Letters (2023)
Keywords: Credit unions; Credit risk; Faith-based; Religiosity;

Counterparty credit risk and the credit default swap market,
Navneet Arora, Priyank Gandhi and Francis A. Longstaff, in Journal of Financial Economics (2012)
Keywords: Counterparty credit risk; Credit default swaps; Collateralization;

Credit Cards and Risk,
Richard Boire, from Palgrave Macmillan (2014)
Keywords: Credit Card, Credit Risk, Credit Score, Credit Report, Credit Card Company

Using Rating for Credit Risk Measurement,
Anna Siekelová, from Springer (2017)
Keywords: Rating, Rating agency, Risk, Credit risk, Credit risk measurement

Parameterizing credit risk models with rating data,
Mark Carey and Mark Hrycay, from Board of Governors of the Federal Reserve System (U.S.) (2000)
Keywords: Credit; Risk management; Credit ratings

Credit risk mangement in finance - a review of various approaches,
Aleksandra Wójcicka-Wójtowicz, in Operations Research and Decisions (2018)
Keywords: credit risk, default, bankruptcy, credit risk management, credit risk models

Debts and the Use of Models in Evaluating Credit Risk,
Dimitris N. Chorafas, from Palgrave Macmillan (2002)
Keywords: Credit Risk, Market Risk, Credit Institution, Credit Derivative, Counterparty Risk

Managing Credit Risk With Credit And Macro Derivatives,
Udo Broll, Gerhard Schweimayer and Peter Welzel, in Schmalenbach Business Review (sbr) (2004)
Keywords: Banking; Credit Derivative; Credit Risk; Macro Derivative; Systematic Risk.

Managing Credit Risk with Credit and Macro Derivatives,
Udo Broll, Gerhard Schweimayer and Peter Welzel, from Universitaet Augsburg, Institute for Economics (2003)
Keywords: banking, credit risk, systematic risk, credit derivative, macro derivative

Credit risk in general equilibrium,
Jürgen Eichberger, Klaus Rheinberger and Martin Summer, from European Central Bank (2012)
Keywords: banking regulation, credit risk, endogenous risk, systemic risk

Credit Risk in General Equilibrium,
Jürgen Eichberger, Klaus Rheinberger and Martin Summer, from Oesterreichische Nationalbank (Austrian Central Bank) (2011)
Keywords: Credit Risk, Endogenous Risk, Systemic Risk, Banking Regulation

Modeling Credit Risk by Affine Processes,
Li Chen and Damir Filipovic, from University Library of Munich, Germany (2003)
Keywords: Credit Risk Models, Credit Migrations, Affine Processes

A Simple Continuous Measure of Credit Risk,
Hans Byström and Oh Kang Kwon, from Lund University, Department of Economics (2005)
Keywords: credit risk; credit rating; corporate bonds

The implications of credit risk transfer for the credit channel,
Mari L. Robertson, in International Journal of Monetary Economics and Finance (2013)
Keywords: credit risk transfer; credit channel; risk taking channel; monetary policy; FAVAR model; trade credit risk; banks.

Linear Credit Risk Models,
Damien Ackerer and Damir Filipović, from Swiss Finance Institute (2016)
Keywords: Credit Default Swap, Credit Default Swap Option, Credit Risk, Credit Valuation Adjustment, Survival Process

PRACTICAL APPROACH TO THE VISION OVER CREDIT RISK AT THE LEVEL OF A COMMERCIAL BANK IN ROMANIA.IDENTIFICATION OF CREDIT RISK IN A CREDIT PORTFOLIO GRANTED FOR AGRICULTURE,
Ioana Raluca Sbârcea, in Romanian Economic Business Review (2011)
Keywords: credit risk, agricultural credit, warranties

Credit Growth, Problem Loans and Credit Risk Provisioning in Spain,
Santiago Fernández de Lis, Jorge Martínez Pagés and Jesús Saurina, from Banco de España (2000)
Keywords: banks, behaviour, credit, risk

Credit derivatives: new financial instruments for controlling credit risk,
Robert Neal, in Economic Review (1996)
Keywords: Risk; Credit; Derivative securities

Risk analysis in credit activity,
Florea Dragos and Florea Nicoleta Valentina, in Ovidius University Annals, Economic Sciences Series (2010)
Keywords: credit risk, lending activity, bank companies, credit analysis, performance.

Information Asymmetry and Credit Risk,
Lorena Tupangiu, in Finante - provocarile viitorului (Finance - Challenges of the Future) (2017)
Keywords: information asymmetry, credit relationship, credit risk, adverse selection, moral hazard

The Industrialization of Credit Risk,
Dimitris N. Chorafas, from Palgrave Macmillan (2009)
Keywords: Real Estate, Balance Sheet, Credit Risk, Credit Rating, Hedge Fund

Risk Measurement and Credit Risk Management,
Gerhard Larcher, from Springer (2023)
Keywords: Value at risk (VaR), Conditional VaR, Diversification, Credit risk management, Rating classes, Rating transition probabilities, Default probabilities, Credit Metrics, Credit Risk+

CONTINGENCIES FOR MEASUREMENT OF THE CREDIT RISK,
Marinela Barbulescu, Alina Hagiu and Cristina Baldan, in Scientific Bulletin - Economic Sciences (2015)
Keywords: Credit Risk; Global Financial Crisis; Risk Analysis; Bankruptcy; Measurement of a credit risk.

RESTRUCTURING COUNTERPARTY CREDIT RISK,
Claudio Albanese, Damiano Brigo and Frank Oertel, in International Journal of Theoretical and Applied Finance (IJTAF) (2013)
Keywords: Counterparty risk, credit risk, credit valuation adjustment, counterparty risk restructuring, CVA restructuring, DVA, margin lending, collateral

Credit Crises, Risk Management Systems and Liquidity Modelling,
Frank Milne, from John Deutsch Institute for the Study of Economic Policy (2008)
Keywords: Credit Risk, Risk Management, Liquidity

Geopolitical tensions and sovereign credit risks,
Sercan Demiralay, Said Kaawach, Erhan Kilincarslan and Artur Semeyutin, in Economics Letters (2024)
Keywords: Geopolitical risk; Credit default swaps; Sovereign credit risk; Market volatility;

Lp Model of Credit Risk for Natural,
Evgueni D. Solojentsev, from Springer (2009)
Keywords: Risk Model, Neuron Network, Credit Risk, Criterion Function, Bank Credit

Credit Risk Decomposition for Asset Allocation,
Álvaro Chamizo Cana and Alfonso Novales, in Journal of Financial Transformation (2016)
Keywords: Credit Risk; Systemic Risk; Sectorial Risk; Idiosyncratic Risk; Asset Allocation

The Effect of Systematic Default Risk on Credit Risk Premiums,
Jungmu Kim, in Sustainability (2019)
Keywords: credit default swap; credit risk premium; default risk; sustainable business

Simulating Risk Contributions of Credit Portfolios,
Guangwu Liu, in Operations Research (2015)
Keywords: credit risk, risk contributions, simulation, importance sampling

CREDIT RISK OF ICELANDIC MUNICIPALITIES,
Stefán B. Gunnlaugsson, in Oradea Journal of Business and Economics (2017)
Keywords: Iceland, municipalities, credit risk, Altman Z.

TYPOLOGY OF CREDIT RISK IN ECONOMY,
Marinela Barbulescu and Alina Hagiu, in Scientific Bulletin - Economic Sciences (2019)
Keywords: Credit risk, Creditor, Debtor, Analyse, Bank.

ALM and Credit Risk,
Edward Bace, from International Institute of Social and Economic Sciences (2018)
Keywords: Asset liability management, treasury, credit risk

Lumpy investment and credit risk,
Feng Jiao and Chuanqian Zhang, in Journal of Corporate Finance (2022)
Keywords: Lumpy investment; Structural model; Credit risk;

MODERN APPROACH ON CREDIT RISK,
Iulia Iuga, in Annales Universitatis Apulensis Series Oeconomica (2006)
Keywords: credit risk, capital requirement, rating system

Credit Risk in a Network Economy,
Henry Schellhorn and Didier Cossin, from International Center for Financial Asset Management and Engineering (2004)
Keywords: Credit Risk; Capital Structure; Queueing Networks

Growth Options and Credit Risk,
Andrea Gamba and Alessio Saretto, in Management Science (2020)
Keywords: credit risk; growth options; investment; capital structure

Information risk and credit contagion,
Alex Huang and Chiao-Ming Cheng, in Finance Research Letters (2013)
Keywords: Contagion effect; Information risk; Credit Default Swaps;

To securitize or to price credit risk?,
Danny McGowan and Huyen Nguyen, from Friedrich-Schiller-University Jena (2020)
Keywords: loan pricing, securitization, credit risk, GSEs

Credit Risk, Liquidity and Lies,
Thomas King and Kurt Lewis, from Board of Governors of the Federal Reserve System (U.S.) (2015)
Keywords: Bank Funding; Credit Risk; LIBOR; Liquidity; Misreporting

Liquidity, delistings, and credit risk premium,
Su-Wen Kuo, Chin-Sheng Huang and Guan-Cih Jhang, in International Review of Economics & Finance (2015)
Keywords: Delisting; Illiquidity; Credit risk premium;

Mathematical Approaches to Credit Risk Management,
Thomas Astebro, from HAL (2003)
Keywords: Mathematical,Approaches,Credit,Risk,Management

SYSTEMIC CREDIT RISK IN THE PRESENCE OF CONCENTRATION,
Federico Galizia, from European Investment Bank, Economics Department (2004)
Keywords: Credit risk; Concentration; Instability; Volatility

The use of portfolio credit risk models in central banks,
Ulrich Bindseil, Kai Sotamaa, Ricardo Amado, Noëlle Honings, Gigliola Chiappa, Bérénice Boux, Wolfgang Föttinger, Pierre Ledoyen, Henrik Schwartzlose, Han van der Hoorn, Fernando Monar, Ken Nyholm and Dan Rosen, from European Central Bank (2007)
Keywords: central banks, credit risk

Price risk management creates unique credit issues,
Jack Wozek, in Emerging Issues (1999)
Keywords: Risk management; Credit

An autoregressive conditional duration model of credit‐risk contagion,
Sergio M. Focardi and Frank J. Fabozzi, in Journal of Risk Finance (2005)
Keywords: Credit, Financial risk

Catastrophe reinsurance and risk capital in the wake of the credit crisis,
Christopher L. Culp and Kevin J. O'Donnell, in Journal of Risk Finance (2009)
Keywords: Risk management, Reinsurance, Credit

ACTUAL CONSIDERATIONS CONCERNING THE INDIVIDUAL CREDIT RISK,
Laura Giurca Vasilescu, Catalina Soriana Sitnikov and Nicoleta Fota, in Journal of Applied Economic Sciences (2006)
Keywords: credit risk; bank lending;

Risk and Efficiency in Credit Concession: A Case Study in Portugal,
Carlos Arriaga and Luis Miranda, in Managing Global Transitions (2009)
Keywords: credit, banks, bankruptcy, risk

Credit Risk and Dynamic Capital Structure Choice,
Josef Zechner and Thomas Dangl, from C.E.P.R. Discussion Papers (2003)
Keywords: Credit risk; Capital structure

Regulation, credit risk transfer with CDS, and bank lending,
Thilo Pausch and Peter Welzel, from Deutsche Bundesbank (2012)
Keywords: Banking, regulation, credit risk

Severe Loss Probabilities in Portfolio Credit Risk Models,
Simon H Babbs and Andrew E Johnson, from University Library of Munich, Germany (2004)
Keywords: Portfolio Credit Risk Models

Management of credit risk in view of Basel II,
Iulia Iuga, in Annales Universitatis Apulensis Series Oeconomica (2006)
Keywords: credit risk, rating systems

Regulation, Credit Risk Transfer, and Bank Lending,
Thilo Pausch and Peter Welzel, from Universitaet Augsburg, Institute for Economics (2011)
Keywords: banking, regulation, credit risk

Credit risk rating at large U.S. banks,
Mark Carey and William F. Treacy, in Federal Reserve Bulletin (1998)
Keywords: Credit ratings; Risk

On credit spread slopes and predicting bank risk,
C. N. V. Krishnan, Peter H. Ritchken and James Thomson, from Federal Reserve Bank of Chicago (2004)
Keywords: Credit; Bonds; Risk; Securities

Credit Risk Measurement Using VaR Methodology,
Katarina Valaskova, Anna Siekelova and Ivana Weissova, from Springer (2017)
Keywords: Credit risk, VAR