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Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms
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Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms (1999)Credit Risk Measurement: New Approaches t…Evidence on Whether Banks Consider Carbon Risk in Their Lending Decisions (2017)Evidence on Whether Banks Con…Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test (2013)Are hazard models superior to…Environmental Credit Risk Management in Banks and Financial Service Institutions (2011)Environmental Credit Risk Man…Cartographies of Race and Class: Mapping the Class‐Monopoly Rents of American Subprime Mortgage Capital (2009)Cartographies of Race and Cla…Incorporating sustainability criteria into credit risk management (2008)Incorporating sustainability …Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)Credit risk drivers: Evaluati…Twenty‐five years of the Taffler z‐score model: Does it really have predictive ability? (2007)Twenty‐five years of the Taff…Credit rating dynamics and Markov mixture models (2007)Credit rating dynamics and Ma…Empirical analysis of the integration of environmental risks into the credit risk management process of European banks (2006)Empirical analysis of the int…Forecasting Default with the Kmv-Merton Model (2004)Forecasting Default with the …An introduction to market risk measurement (2002)An introduction to market ris…The Risk Management Process: Business Strategy and Tactics (2001)The Risk Management Process: …Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model (2001)Modeling Regional Interdepend…Generally accepted rating principles: A primer (2001)Generally accepted rating pri…An analysis and critique of the BIS proposal on capital adequacy and ratings (2001)An analysis and critique of t…Value at Risk (2000)Value at RiskDOES STAKEHOLDER ORIENTATION MATTER? 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New Evidence from the Credit Default Swap Market (2004)Multi-Period Corporate Failure Prediction with Stochastic Covariates (2005)Frailty Correlated Default (2008)Mergers increase default risk (2011)Credit Rationing in Markets with Imperfect Information (1981)THE GLOBALIZATION OF MARKETS (1983)Local Indicators of Spatial Association—LISA (1995)Racial Segregation and the American Foreclosure Crisis (2010)Contesting the Financialization of Urban Space: Community Organizations and the Struggle to Preserve Affordable Rental Housing in New York City (2014)Gentrification, suburban decline, and the financialization of multi-family rental housing: The case of Toronto (2017)Financial Intermediation and Delegated Monitoring (1984)Finance and Growth: Schumpeter Might Be Right (1993)Handbook of Economic Growth (2005)Does China's carbon emissions trading policy improve the technology innovation of relevant enterprises? (2019)Determinants of Corporate Environment, Social and Governance (ESG) Reporting among Asian Firms (2021)Does carbon control policy risk affect corporate ESG performance? (2022)Econometric Analysis of Cross Section and Panel Data (2001)Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS (2009)Recovery rates, default probabilities, and the credit cycle (2009)The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region (2017)Econometric Analysis of Panel Data (2021)
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  • 2008Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics322 cited
  • 2000Value at Risk313 cited
  • 2008Incorporating sustainability criteria into credit risk management301 cited
  • 2009Cartographies of Race and Class: Mapping the Class‐Monopoly Rents of American Subprime Mortgage Capital296 cited
  • 2011Environmental Credit Risk Management in Banks and Financial Service Institutions232 cited
  • 2004Forecasting Default with the Kmv-Merton Model225 cited
  • 2007Twenty‐five years of the Taffler z‐score model: Does it really have predictive ability?221 cited
  • 2013Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test199 cited
  • 2017Evidence on Whether Banks Consider Carbon Risk in Their Lending Decisions184 cited
  • 2006Empirical analysis of the integration of environmental risks into the credit risk management process of European banks174 cited
  • 2001Modeling Regional Interdependencies Using a Global Vector Error-Correcting Macroeconometric Model167 cited
  • 2001Generally accepted rating principles: A primer163 cited
  • 2001An analysis and critique of the BIS proposal on capital adequacy and ratings149 cited
  • 2001

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The Risk Management Process: Business Strategy and Tactics
143 cited
  • 2007Credit rating dynamics and Markov mixture models140 cited
  • 2002An introduction to market risk measurement138 cited