المؤلفون: Fathi Abid, Ons Triki, Asma Khadimallah

المصدر: Mathematics and Modeling in Finance, Vol 3, Iss 1, Pp 165-190 (2023)

مصطلحات موضوعية: contingent capital, capital structure, banking regulation, default probability, real option, risk incentive, Finance, HG1-9999, Mathematics, QA1-939

وصف الملف: electronic resource

العلاقة: https://jmmf.atu.ac.ir/article_16297_7058db71053d68ca421576429d5db304.pdfTest; https://doaj.org/toc/2783-0578Test; https://doaj.org/toc/2783-056XTest

الوصول الحر: https://doaj.org/article/c69da42ddfb94b99af49b9bce75145eeTest

المؤلفون: Palmieri E., Ferilli G. B., Altunbas Y., Stefanelli V., Geretto E. F.

المساهمون: Palmieri, E., Ferilli, G. B., Altunbas, Y., Stefanelli, V., Geretto, E. F.

مصطلحات موضوعية: Bank riskine, Banking business model, Default probability, ESG score

العلاقة: volume:91; firstpage:102978; journal:INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS; https://hdl.handle.net/11390/1267325Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85175185681

الإتاحة: https://doi.org/10.1016/j.irfa.2023.102978Test
https://hdl.handle.net/11390/1267325Test

المؤلفون: Mammadova, Leyla

مصطلحات موضوعية: FinTech, P2P Lending, Finance, credit risk models, Copula model, Growth models, Market potential, Bass model, Gompertz growth curves, logistics growth function, logistic-regression, default probability

الوصول الحر: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.830149Test

المؤلفون: Signoriello, Stefano

المساهمون: Bhimjee, Diptes Chandrakante Prabhudas, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Credit risk, Liquidity risk, Bank’s default probability, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الإتاحة: http://hdl.handle.net/10400.14/40851Test

المؤلفون: Alessio Agnese, Pier Giuseppe Giribone, Francesca Querci

المصدر: Risk Management Magazine, Vol 17, Iss 2, Pp 42-61 (2022)

مصطلحات موضوعية: default probability, counterparty risk, credit default swap, corporate bond, kmv model, nonlinear auto-regressive (nar) network, forecasting, Risk in industry. Risk management, HD61

وصف الملف: electronic resource

العلاقة: https://www.aifirm.it/wp-content/uploads/2022/08/RMM-2022-02-Excerpt-5.pdfTest; https://doaj.org/toc/2612-3665Test; https://doaj.org/toc/2724-2153Test

الوصول الحر: https://doaj.org/article/a92d2cc176464bddabd7e951d9421b50Test

المؤلفون: Libânio, Adriana de Almeida Martins

المساهمون: Silva, Nuno, Veritati - Repositório Institucional da Universidade Católica Portuguesa

مصطلحات موضوعية: Credit risk, Structural models, Reduced form approach, Incomplete information, Firm default probability, Risco de crédito, Modelos estruturais, Abordagem de forma reduzida, Informação incompleta, Probabilidades de falência corporativa, Domínio/Área Científica::Ciências Sociais::Economia e Gestão

وصف الملف: application/pdf

الإتاحة: http://hdl.handle.net/10400.14/39225Test

المؤلفون: Lee, David

المساهمون: BMO

المصدر: https://hal.science/hal-04208831Test ; 2023.

مصطلحات موضوعية: credit value adjustment (CVA) credit risk modeling distance to default default probability survival probability asset pricing involving credit risk JEL Classification: E44 G21 G12 G24 G32 G33 G18 G28, credit value adjustment (CVA), credit risk modeling, distance to default, default probability, survival probability, asset pricing involving credit risk JEL Classification: E44, G21, G12, G24, G32, G33, G18, G28, [QFIN]Quantitative Finance [q-fin], [SHS.ECO]Humanities and Social Sciences/Economics and Finance

العلاقة: hal-04208831; https://hal.science/hal-04208831Test; https://hal.science/hal-04208831/documentTest; https://hal.science/hal-04208831/file/CreditCVA.pdfTest

الإتاحة: https://hal.science/hal-04208831Test
https://hal.science/hal-04208831/documentTest
https://hal.science/hal-04208831/file/CreditCVA.pdfTest

المؤلفون: Zakoyan H.

المصدر: Sciences of Europe 121 19-25

مصطلحات موضوعية: The loan risk, default probability, ratings of borrowers, loan portfolio, the expected losses, expert evaluation

العلاقة: https://zenodo.org/record/8176696Test; https://doi.org/10.5281/zenodo.8176696Test; oai:zenodo.org:8176696

الإتاحة: https://doi.org/10.5281/zenodo.8176696Test
https://doi.org/10.5281/zenodo.8176695Test
https://zenodo.org/record/8176696Test

المؤلفون: Dean Fantazzini

المصدر: Information; Volume 14; Issue 5; Pages: 254

مصطلحات موضوعية: daily range, bitcoin, crypto-assets, cryptocurrencies, credit risk, default probability, probability of death, ZPP, cauchit, random forests

وصف الملف: application/pdf

العلاقة: Information and Communications Technology; https://dx.doi.org/10.3390/info14050254Test

الإتاحة: https://doi.org/10.3390/info14050254Test

المؤلفون: Maulana Harris Muhajir, Pierre SIX, Jung-Hyun Ahn

المصدر: Bulletin Ekonomi Moneter dan Perbankan, Vol 25, Iss 4, Pp 597-622 (2023)

مصطلحات موضوعية: macroeconomic variables, default probability, panel-data, copula, Finance, HG1-9999

العلاقة: https://www.bmeb-bi.org/index.php/BEMP/article/view/1748Test; https://doaj.org/toc/1410-8046Test; https://doaj.org/toc/2460-9196Test; https://doaj.org/article/1bd0565781b046b79f0e7a12e4d316edTest

الإتاحة: https://doi.org/10.21098/bemp.v25i4.1748Test
https://doaj.org/article/1bd0565781b046b79f0e7a12e4d316edTest