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Forecasting Credit Portfolio Risk · Study

PreprintShelves

PreprintForecasting Credit Portfolio Risk

Alfred Hamerle2016

OA

Preprintgreen2016

Forecasting Credit Portfolio Risk

Alfred Hamerle · Thilo Liebig · Harald Scheule

106 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Financial Risk and Volatility Modeling Financial Distress and Bankruptcy Prediction

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 106 citations exist upstream.

References

1973The Pricing of Options and Corporate Liabilities 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt 1977The Valuation of Corporate Liabilities as Compound Options 2001An Analysis of Default Correlations and Multiple Defaults 1995Default Correlation and Credit Analysis

Cited by

2009When Everyone Runs for the Exit 2005Do consumer-confidence indexes help forecast consumer spending in real time?2004Does Capital Regulation Matter for Bank Behavior? Evidence for German Savings Banks 2005Taxes and the Financial Structure of German Inward FDI 2006Estimating Probabilities of Default for German Savings Banks and Credit Cooperatives 2011Macroeconomic Fluctuations and Corporate Financial Fragility 2011Assessing probabilities of financial distress of banks in UAE 2018Macroeconomic Default Modeling and Stress Testing

Details

Year2016

Typepreprint

Published2016-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations106

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.2139/ssrn.2793953

openalex_workW1493832363

Links

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