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Credit Risk Management
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Credit Risk Management (2008)Credit Risk ManagementApproaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis (2026)Approaches for modelling the …Defining and comparing SICR-events for classifying impaired loans under IFRS 9 (2025)Defining and comparing SICR-e…Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure (2021)Crypto Exchanges and Credit R…Modelling LGD for unsecured retail loans using Bayesian methods (2014)Modelling LGD for unsecured r…Loss given default of high loan-to-value residential mortgages (2008)Consumer Credit Models (2009)Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD (2010)Predicting loss severities for residential mortgage loans: A three-step selection approach (2018)Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation (2018)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)Machine learning models and bankruptcy prediction (2017)El Salvador: an analysis of the monetary integration law and the bitcoin law (2023)Risk-Based Approach for Selecting Company Key Performance Indicator in an Example of Financial Services (2023)A fuzzy BWM and MARCOS integrated framework with Heronian function for evaluating cryptocurrency exchanges: a case study of Türkiye (2024)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)International Journal of Central Banking (2012)Research Commentary —Too Big to Fail: Large Samples and the p -Value Problem (2013)Not if but When will Borrowers Default (1999)Survival Analysis Methods for Personal Loan Data (2002)Credit scoring with macroeconomic variables using survival analysis (2008)
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  • 2014Modelling LGD for unsecured retail loans using Bayesian methods33 cited
  • 2021Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure23 cited
  • 2026Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis10 cited
  • 2025Defining and comparing SICR-events for classifying impaired loans under IFRS 910 cited

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