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Analytical Techniques in the Assessment of Credit Risk
3 个回复 - 1730 次查看一本风控建模领域理论结合实践的好书2021-12-1 15:54 - dreamflymia - 互联网金融与Fintech版

Systematic risk, debt maturity, and the term structure of credit spreads
1 个回复 - 429 次查看【作者(必填)】 Hui Chen, Yu Xu, Jun Yang 【文题(必填)】 Systematic risk, debt maturity, and the term structure of credit spreads【年份(必填)】 2017 【全文链接或数据库名称(选填)】Systematic risk, ...2023-1-10 11:28 - xiaojun9756 - 文献求助专区

【信用风险Credit Metrics模型】A one-parameter representation of credit risk
2 个回复 - 1064 次查看由JP Morgan等机构推出的credit metrics模型，是目前较为先进的计量预期信用损失的方法。2021-6-25 13:47 - zh980401 - 风险管理

The handbook of credit risk management
7 个回复 - 3733 次查看 2014-8-29 13:18 - 末落つ無聲 - 金融学（理论版）

Hedge Fund Risk Factors And Value At Risk Of Credit Trading Strategies.
1 个回复 - 2447 次查看 [/UseMoney]<BR>2007-6-4 07:17 - ambow - 商学院

【2018新书】Analytical Techniques in the Assessment of Credit Risk
16 个回复 - 3439 次查看 Analytical Techniques in the Assessment of Credit Risk: An Overview of Methodologies and Applications by Michalis Doumpos (Author), Christos Lemonakis (Author), Dimitrios Niklis (Author), Constantin ...2018-9-30 17:49 - slowry - 金融学（理论版）

Asymmetric Cost Behavior: Implications for the Credit and Financial Risk of ...
15 个回复 - 3285 次查看 Asymmetric Cost Behavior: Implications for the Credit and Financial Risk of a Firm by Kristina Reimer (Author) About the Author Dr. Kristina Reimer received her doctoral degree at the University ...2018-10-12 03:53 - slowry - 金融学（理论版）

Principles for the Management of Credit Risk 33页
4 个回复 - 567 次查看 Principles for the Management of Credit Risk2019-4-26 11:15 - zlghs - 投资人（实务版）

The Credit Card Debt Puzzle: The Role of Preferences, Credit Access Risk, and Fi
2 个回复 - 700 次查看【作者(必填)】Olga Gorbachev[/backcolor] and María José Luengo-Prado[/backcolor] 【文题(必填)】The Credit Card Debt Puzzle: The Role of Preferences, Credit Access Risk, and Financial Literacy 【 ...2019-7-8 08:42 - wangying1778 - 文献求助专区

Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides
4 个回复 - 790 次查看 Measuring the Performance of Market-Based Credit Risk Models PPT 56 Slides Quantitative Analytics Research Group Standard & Poor’s2019-4-26 16:45 - zlghs - 投资人（实务版）

Credit Risk Management In and Out of the Financial Crisis
12 个回复 - 6952 次查看 Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, 3rd Edition Anthony Saunders, Linda Allen ISBN: 978-0-470-47834-9 Hardcover 380 p ...2010-6-16 21:26 - martinnyj - 金融学（理论版）

求助“Bank–insurer–firm tripartite interconnectedness of credit risk exposures
2 个回复 - 580 次查看【作者(必填)】Masayasu Kanno 【文题(必填)】Bank–insurer–firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network 【年份(必填)】2018 【全文链接或数据库名称(选 ...2018-11-8 21:20 - keeamin - 求助成功区

Business credit information sharing and default risk of private firms
2 个回复 - 439 次查看【作者(必填)】Maik Dierkes , Carsten Erner a, Thomas Langer a, Lars Norden 【文题(必填)】Business credit information sharing and default risk of private firms 【年份(必填)】Journal of Banking & ...2019-2-22 12:49 - hiderm - 求助成功区

Split ratings and the pricing of credit risk
1 个回复 - 587 次查看【作者(必填)】Cantor, R., F. Packer, and K. Cole 【文题(必填)】Split ratings and the pricing of credit risk 【年份(必填)】1997 【全文链接或数据库名称(选填)】Journal of Fixed Income2018-12-17 10:32 - deem - 求助成功区

Morgan Stanley 长篇：China–Economics， Impact of Rising Credit Risks
3 个回复 - 1153 次查看 Morgan Stanley 6 月 11 日英文长篇，47页。　　China’s corporate bond defaults could rise amid a reduction innon-standard financing，but remain idiosyncratic rather thansystemic.Policymakers c ...2018-6-12 10:32 - zhou_yl - 投资人（实务版）

Credit risk evaluation: the application of scorecard in financial services
4 个回复 - 1360 次查看【作者(必填)】Desheng Dash Wu and Luis A. Seco 【文题(必填)】Credit risk evaluation: the application of scorecard in financial services.[/backcolor] 【年份(必填)】2009 【全文链接或数据库名称( ...2013-8-5 14:23 - sareta - 求助成功区

金融统计. Measures of credit risk and experience
1 个回复 - 573 次查看 TJ_07_1970_001. 金融统计. Edgar r.fiedler. Measures of credit risk and experience. NBER2018-4-14 12:59 - beyugun1 - 经济统计专版

Comparative Analysis on Credit Risks of New Energy Industry and Traditional Ener
2 个回复 - 752 次查看【作者(必填)】 LI Yi 【文题(必填)】 Comparative Analysis on Credit Risks of New Energy Industry and Traditional Energy Industry Based onKMV Model 【年份(必填)】 2015 【全文链接或数据库名称(选填) ...2017-3-13 15:15 - benoit_louis - 求助成功区

The Handbook of Credit Risk Management
9 个回复 - 4985 次查看 The Handbook of Credit Risk Management: Originating, Assessing, and Managing Credit Exposures By Sylvain Bouteille, Diane Coogan-Pushner 2012 | 352 Pages | ISBN: 1118300203 | EPUB | 2 MB A compr ...2013-11-17 15:10 - koalachen2013 - 风险管理

Wiley new book The Handbook of Credit Risk Management: Originating, Assessing
3 个回复 - 3133 次查看 The Handbook of Credit Risk Management: Originating, Assessing, and Managing Credit Exposures By Sylvain Bouteille, Diane Coogan-Pushner 2012 | 352 Pages | ISBN: 1118300203 | EPUB | 2 MB ...2013-3-19 00:33 - eurwalt - 金融学（理论版）

Assessment of power customer credit risk based on
1 个回复 - 567 次查看【作者(必填)】【文题(必填)】Assessment of power customer credit risk based on set pair analysisand Markov chain model 【年份(必填)】【全文链接或数据库名称(选填)】https://www.engineeringvill ...2017-9-15 21:01 - xiaoshiyue - 求助成功区

Friewald and Wagner - The Cross-Section of Credit Risk Premia and Equity Returns
0 个回复 - 452 次查看使用credit risk premium做股票交易策略的著名论文之一。2017-6-1 05:20 - siqihan - 灌水吧

论坛没搜到，分享。Credit Risk Measurement In and Out of the Financial Crisis
16 个回复 - 3283 次查看没办法了，换了不同办法，上传了不少次，总是失败。论坛没搜到这本书，在新浪爱问搜到下载，这里分享。受惠于很多人的分享，就免费了。2013-8-29 00:05 - aniv - 金融工程（数量金融）与金融衍生品

Study on the Impact of the Private Credit Excess on the Credit Risk under the Ma
1 个回复 - 752 次查看【作者(必填)】Kim, JH (Kim, Jong-Hee 【文题(必填)】Study on the Impact of the Private Credit Excess on the Credit Risk under the Massive Capital Inflows 【年份(必填)】2016 【全文链接或数据库名 ...2017-3-15 00:28 - primmxz - 求助成功区

A model of credit risk based on cash flow
3 个回复 - 1007 次查看【作者(必填)】 [*]Marek Capinski 【文题(必填)】 A model of credit risk based on cash flow 【年份(必填)】 2007 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S ...2015-5-14 21:34 - magicsun - 求助成功区

An evolving network model of credit risk contagion in the financial market
1 个回复 - 1119 次查看【作者(必填)】 Tingqiang Chen, Jianmin He & Xindan Li 【文题(必填)】 An evolving network model of credit risk contagion in the financial market【年份(必填)】 2016 【全文链接或数据库名称(选填)】ht ...2016-9-7 23:38 - waterup - 求助成功区

A Structural Analysis of Credit Risk with Risky Collateral
1 个回复 - 647 次查看【作者(必填)】Cossin, Didier and Tomas Hricko 【文题(必填)】A Structural Analysis of Credit Risk with Risky Collateral: A methodology for haircut determination 【年份(必填)】2003 【全文链接或 ...2016-8-21 14:42 - hnzb - 求助成功区

The Econometrics of Individual Risk.Credit, Insurance, and Marketing 2007
1 个回复 - 2291 次查看 20论坛币 Gourieroux & Jasiak 2007 The Econometrics of Individual Risk.Credit, Insurance, and Marketing The Econometrics of Individual Risk: Credit, Insurance, and Marketing Christian Gouriero ...2009-8-11 08:39 - linmao001 - 金融学（理论版）

Operational drivers affecting credit risk of mutual guarantee institutions
2 个回复 - 768 次查看【作者(必填)】 Lorenzo Gai(Department of Business and Economics, University of Florence, Florence, Italy)Federica Ielasi(Department of Business and Economics, University of Florence, Florence, Ital ...2016-2-24 22:36 - jeaff - 求助成功区

On the determinants of bank interest margins under credit and interest rate risk
1 个回复 - 576 次查看【作者(必填)】Kit Pong Wong 【文题(必填)】On the determinants of bank interest margins under credit and interest rate risks 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://www.sciencedi ...2015-10-8 16:58 - david80886 - 求助成功区

Credit valuation adjustment of cap and floor with counterparty risk: a structura
1 个回复 - 890 次查看【作者(必填)】Lie-Jane Kao 【文题(必填)】Credit valuation adjustment of cap and floor with counterparty risk: a structural pricing model for vulnerable European options 【年份(必填)】2015 【 ...2015-8-17 17:23 - lipj - 求助成功区

The Value of Deposit Insurance in the Presence of Interest Rate and Credit Risk
1 个回复 - 704 次查看【作者(必填)】Ronald W. Anderson andNusret Cakici 【文题(必填)】The Value of Deposit Insurance in the Presence of Interest Rate and Credit Risk 【年份(必填)】【全文链接或数据库名称(选填)】2015-4-21 15:32 - nkyzh - 求助成功区

Data Reduction Influence on the Accuracy of Credit Risk Estimation Models
1 个回复 - 533 次查看【作者(必填)】Data Reduction Influence on the Accuracy of Credit Risk Estimation Models[/backcolor]作者: Mileris, Ricardas; Boguslauskas, Vytautas[/backcolor] INZINERINE EKONOMIKA-ENGINEERING ECONOMI ...2015-3-2 09:39 - 金融坦然 - 求助成功区

How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk?
4 个回复 - 1669 次查看【作者(必填)】Huang and Huang 【文题(必填)】How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://raps.oxfordjournals.or ...2014-1-2 13:44 - johnzi0128 - 求助成功区

[分享]The Valuation of Convertible Bonds With Credit Risk.pdf
1 个回复 - 3033 次查看 [此贴子已经被作者于2007-4-4 0:29:47编辑过]2007-2-27 08:46 - mxgu - 计量经济学与统计软件

A comparative analysis of current credit risk models
5 个回复 - 2176 次查看 A comparative analysis of current credit risk models Michel Crouhy, Dan Galai, Robert Mark Journal of Banking & Finance 24 (2000) 59-1172010-5-10 11:51 - mike271828 - 金融学（理论版）

On the determinants of bank interest margins under credit and interest rate risk
3 个回复 - 1654 次查看【作者(必填)】KP Wong 【文题(必填)】On the determinants of bank interest margins under credit and interest rate risks 【年份(必填)】1997 【全文链接或数据库名称(选填)】http://www.sciencedirec ...2013-7-2 11:36 - johnzi0128 - 求助成功区

Structural Approach of Credit Risk with Jump Diffusion Process: Credit Risk Mode
2 个回复 - 1058 次查看【作者(必填)】 Thanh Binh DAO 【文题(必填)】Structural Approach of Credit Risk with Jump Diffusion Process: Credit Risk Models & Application 【年份(必填)】July 6, 2011 【全文链接或数据库名称(选 ...2013-12-6 16:23 - johnzi0128 - 文献求助专区

An Empirical Evaluation of Structural Credit-Risk Models by Nikola A. Tarashev
1 个回复 - 669 次查看【作者(必填)】Nikola A. Tarashev 【文题(必填)】An Empirical Evaluation of Structural Credit-Risk Models 【年份(必填)】 September 27, 2012 【全文链接或数据库名称(选填)】http://www.amazon.com/Empi ...2013-12-6 16:19 - johnzi0128 - 求助成功区

感谢Credit Risk Evaluation of Power Market Players with Random Forest
2 个回复 - 827 次查看【作者(必填)】Yasushi U,Hiroyuki M. 【文题(必填)】 Credit Risk Evaluation of Power Market Players with Random Forest 【年份(必填)】 2008,128(1). 【全文链接或数据库名称(选填)】 Transactions on Po ...2013-11-23 04:34 - 唐伯小猫 - 求助成功区

Dynamic Models of Portfolio Credit Risk
2 个回复 - 778 次查看【作者(必填)】John C Hull and Alan D White 【文题(必填)】Dynamic Models of Portfolio Credit Risk A Simplified Approach 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.c ...2013-6-17 23:17 - 不再后悔 - 求助成功区

A Generalized Single Common Factor Model of Portfolio Credit Risk
1 个回复 - 889 次查看【作者(必填)】Paul H. Kupiec 【文题(必填)】A Generalized Single Common Factor Model of Portfolio Credit Risk 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.iijournals.com/doi/abs ...2013-6-17 23:18 - 不再后悔 - 求助成功区

The Role of Stress Testing in Credit Risk Management
1 个回复 - 1395 次查看【作者(必填)】Roger M. Stein 【文题(必填)】The Role of Stress Testing in Credit Risk Management 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://papers.ssrn.com/sol3/papers.cfm?abstra ...2013-6-17 18:57 - 不再后悔 - 求助成功区

免費 Credit Derivatives -Trading & Management of Credit & Default Risk
7 个回复 - 1674 次查看 Credit Derivatives: Trading & Management of Credit & Default Risk (Wiley Frontiers in Finance)Satyajit Das Publication Date: March 24, 1998 | ISBN-10: 0471248568 | Edition: 1 Credit Derivat ...2012-11-3 00:08 - martinnyj - 金融学（理论版）

[分享]Rating Based Modeling of Credit Risk
9 个回复 - 3991 次查看 2009-4-21 16:14 - yhongl12 - 金融学（理论版）

Macroprudential Stress Testing of Credit Risk
2 个回复 - 965 次查看【作者(必填)】Daniel Buncic 【文题(必填)】Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://paper ...2013-3-19 23:45 - 不再后悔 - 求助成功区

An analysis of credit risk spreads for high yield bonds 不错打印
1 个回复 - 1696 次查看 An analysis of credit risk spreads for high yield bonds 不错打印2012-11-24 20:54 - ditto - 投资人（实务版）

信用建模引路和综述性文章：A comparative analysis of current credit risk models
3 个回复 - 2578 次查看信用建模引路和综述性文章：A comparative analysis of current credit risk models 如果说金融衍生产品在中国的应用还有时日，但信用建模和应用已经在各大商业银行和国有银行有相当大的需求，信用模型与期权真是异 ...2005-9-13 00:42 - RiverSide - 金融学（理论版）

A hidden Markov chain model for the term structure of bond credit risk spreads
0 个回复 - 1400 次查看 A hidden Markov chain model for the term structure of bond credit risk spreads2012-11-25 18:34 - ditto - 投资人（实务版）

Credit risk assessment model of commercial banks based on support vector machine
2 个回复 - 972 次查看【作者(必填)】Zhang, Xin-Ying, Wu, Chong, Ferretti, Avv-Federico 【文题(必填)】Credit risk assessment model of commercial banks based on support vector machines 【年份(必填)】International Confe ...2012-5-31 21:09 - lianniang - 求助成功区

求全文：STUDY OF PERSONAL CREDIT RISK ASSESSMENT BASED ON SUPPORT VECTOR MACHINE
0 个回复 - 1112 次查看注意：一定是全文，共8页，第一页从谷歌学术，或直接从这个杂志都能下来，我有！！！！上传的不是全文的，不给币子！！！【文题(必填)】STUDY OF PERSONAL CREDIT RISK ASSESSMENT BASED ON SUPPORT VECTOR MACHIN ...2012-7-23 21:24 - lianniang - 文献求助专区

文献求助STUDY OF PERSONAL CREDIT RISK ASSESSMENT BASED ON SUPPORT VECTOR MACHINE
2 个回复 - 929 次查看【作者(必填)】Wu, Chong, Guo, Yingjian, Zhang, Xinying, Xia, Han 【文题(必填)】STUDY OF PERSONAL CREDIT RISK ASSESSMENT BASED ON SUPPORT VECTOR MACHINE ENSEMBLE 【年份(必填)】International Journ ...2012-5-31 20:52 - lianniang - 文献求助专区

Credit Risk Management In and Out of the Financial Crisis 3rd Edition
4 个回复 - 2856 次查看 Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms (Wiley Finance)Anthony Saunders (Author), Linda Allen (Author) Product Descri ...2010-8-30 20:16 - martinnyj - 金融学（理论版）

Dependence of defaults and recoveries in structural credit risk models
0 个回复 - 1155 次查看 Dependence of defaults and recoveries in structural credit risk models2011-4-9 10:22 - 析人 - 金融学（理论版）

【感谢】A Study on the Application of Credit Risk+ Model ……
1 个回复 - 1470 次查看 A Study on the Application of Credit Risk+ Model in China′s Commercial Banks Wu Haitao1,2 Xia Shu1 Zhao Renke1(1.The Math.& Computer Science School,Changsha University of Scie nce & Technology,Cha ...2010-7-26 23:26 - jossiwen - 文献求助专区

The Pricing of Portfolio Credit Risk
1 个回复 - 1343 次查看 The Pricing of Portfolio Credit Risk2010-3-5 19:41 - franklee0415 - 计量经济学与统计软件

传the journal of finance的一篇论文 Catastrophic Risk and Credit Markets
0 个回复 - 1033 次查看传the journal of finance的一篇论文 Catastrophic Risk and Credit Markets2009-6-29 18:44 - yanbridge - 文献求助专区

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