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The Basel II Risk Parameters
2 references·9 citing·37 second hop
The Basel II Risk Parameters (2011)The Basel II Risk ParametersThe Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)The Link between Default and …The theory and practice of econometrics (1986)The theory and practice of ec…Nonlinear relationships in bankruptcy prediction and their effect on the profitability of bankruptcy prediction models (2022)Nonlinear relationships in ba…How Much Does Ad Sequence Matter? Economic Implications of Consumer Zapping and the Zapping-Induced Externality in the Television Advertising Market (2022)How Much Does Ad Sequence Mat…Bankruptcy prediction and the discriminatory power of annual reports: empirical evidence from financially distressed German companies (2019)Bankruptcy prediction and the…The total cost of misclassification in credit scoring: A comparison of generalized linear models and generalized additive models (2018)The total cost of misclassifi…Exposure at default modeling – A theoretical and empirical assessment of estimation approaches and parameter choice (2017)Exposure at default modeling …A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT (2016)A FORM OF MULTIVARIATE PARETO…Comparison of Credit Scoring Models on Probability of Default Estimation for Us Banks (2013)Comparison of Credit Scoring …Modelling the profitability of credit cards by Markov decision processes (2011)Modelling the profitability o…Modelling LGD for unsecured personal loans: decision tree approach (2009)Modelling LGD for unsecured p…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Do Seniority Provisions Protect Bondholders' Investments? (1994)Bank loan losses-given-default: A case study (2005)How do different payment methods deliver cost and credit efficiency in electronic commerce? (2016)Forecasting loss given default of bank loans with multi-stage model (2017)Opening the black box – Quantile neural networks for loss given default prediction (2021)The Credit Granting Decision (1970)Further Real Applications of Markov Decision Processes (1988)The Effect of Credit on Spending Decisions: The Role of the Credit Limit and Credibility (2002)Deep reinforcement learning based on balanced stratified prioritized experience replay for customer credit scoring in peer-to-peer lending (2024)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Bankruptcy Prediction for Micro and Small Enterprises Using Financial, Non-Financial, Business Sector and Macroeconomic Variables: The Case of the Lithuanian Construction Sector (2023)Data Mining in Credit Scoring and Future Application (2023)Enhancing credit scoring accuracy with a comprehensive evaluation of alternative data (2024)An Introduction to Credit Risk Modeling (2002)Bank Lines of Credit in Corporate Finance: An Empirical Analysis (2007)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Impacts of Extreme Weather Events on Mortgage Risks and Their Evolution under Climate Change: A Case Study on Florida (2021)Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending (2022)Residual Life Time at Great Age (1974)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)A theory of power-law distributions in financial market fluctuations (2003)Multiple Risk Factor Dependence Structures: Copulas and Related Properties (2016)VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)Modeling Term Structures of Defaultable Bonds (1999)Risk Assessment for Banking Systems (2006)Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)The Asset Redeployability Channel: How Uncertainty Affects Corporate Investment (2016)Asset pricing and the bid-ask spread (1986)The Effect of National Culture on the Choice of Entry Mode (1988)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Recent trends in the digitalization of finance and accounting (2023)Financial distress, ESG practices and firm valuation: comparing pre- and post-Paris Agreement periods (2025)
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References

  • 1986The theory and practice of econometrics4,342 cited
  • 2005The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*759 cited

Cited by

  • 2009Modelling LGD for unsecured personal loans: decision tree approach57 cited
  • 2016A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT50 cited
  • 2013Comparison of Credit Scoring Models on Probability of Default Estimation for Us Banks40 cited
  • 2011Modelling the profitability of credit cards by Markov decision processes29 cited
  • 2022Nonlinear relationships in bankruptcy prediction and their effect on the profitability of bankruptcy prediction models24 cited
  • 2017Exposure at default modeling – A theoretical and empirical assessment of estimation approaches and parameter choice21 cited
  • 2018The total cost of misclassification in credit scoring: A comparison of generalized linear models and generalized additive models19 cited
  • 2019Bankruptcy prediction and the discriminatory power of annual reports: empirical evidence from financially distressed German companies17 cited
  • 2022How Much Does Ad Sequence Matter? Economic Implications of Consumer Zapping and the Zapping-Induced Externality in the Television Advertising Market13 cited

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