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Loss given default adjusted workout processes for leases
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Loss given default adjusted workout processes for leases (2017)Loss given default adjusted workout proce…Support vector regression for loss given default modelling (2014)Support vector regression for…Ultimate recovery mixtures (2013)Ultimate recovery mixturesLoss given default modeling: a comparative analysis (2013)Loss given default modeling: …Loss given default for leasing: Parametric and nonparametric estimations (2013)Loss given default for leasin…Improvements in loss given default forecasts for bank loans (2013)Improvements in loss given de…Ensemble Predictions of Recovery Rates (2013)Ensemble Predictions of Recov…Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data (2011)Predicting loss given default…Loss given default models incorporating macroeconomic variables for credit cards (2011)Loss given default models inc…Comparison of modeling methods for Loss Given Default (2011)Comparison of modeling method…Benchmarking regression algorithms for loss given default modeling (2011)Benchmarking regression algor…The Economic Role of Jumps and Recovery Rates \nin the Market for Corporate Default Risk (2010)The Economic Role of Jumps an…Forecasting bank loans loss-given-default (2010)Forecasting bank loans loss-g…Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD (2010)Comparisons of linear regress…Leasing, Ability to Repossess, and Debt Capacity (2008)Leasing, Ability to Repossess…Recovery Risk: The Next Challenge in Credit Risk Management (2005)Recovery Risk: The Next Chall…Applied Economic Forecasting (1967)Applied Economic ForecastingZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Market Segmentation: Conceptual and Methodological Foundations (1997)What Do We Know About Loss Given Default? (2004)A zero-adjusted gamma model for mortgage loan loss given default (2013)Box office forecasting using machine learning algorithms based on SNS data (2015)Forecasting recovery rates on non-performing loans with machine learning (2020)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Forecasting Default with the Merton Distance to Default Model (2008)Improving corporate bond recovery rate prediction using multi-factor support vector regressions (2018)The Valuation of Collateral in Bank Lending (2019)Opening the black box – Quantile neural networks for loss given default prediction (2021)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Development and application of consumer credit scoring models using profit-based classification measures (2014)Deep learning for limit order books (2018)Two-stage consumer credit risk modelling using heterogeneous ensemble learning (2019)Credit Scoring and Its Applications (2002)Understanding Interaction Models: Improving Empirical Analyses (2005)Credit Scoring and Its Applications (2017)Bank loan losses-given-default: A case study (2005)Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations (2015)An artificial intelligence system for predicting customer default in e-commerce (2018)Multi-view ensemble learning based on distance-to-model and adaptive clustering for imbalanced credit risk assessment in P2P lending (2020)Merton, Robert C. (2010)Enhancing two-stage modelling methodology for loss given default with support vector machines (2017)Measuring Corporate Bond Mortality and Performance (1989)Credit risk drivers: Evaluating the contribution of firm level information and of macroeconomic dynamics (2008)Important factors determining Fintech loan default: Evidence from a lendingclub consumer platform (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Financial Intermediation and Delegated Monitoring (1984)Production, Information Costs and Economic Organization (1996)Bank size, lending technologies, and small business finance (2010)Do Long-Term Investors Improve Corporate Decision Making? (2014)The Rise of Finance Companies and FinTech Lenders in Small Business Lending (2020)Implied recovery (2009)Extreme Correlation of International Equity Markets (2001)Forecasting Volatility in Financial Markets: A Review (2003)Introductory Econometrics for Finance (2008)
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References

  • 1967Applied Economic Forecasting1,206 cited
  • 2008Leasing, Ability to Repossess, and Debt Capacity400 cited
  • 2011Benchmarking regression algorithms for loss given default modeling186 cited
  • 2010Forecasting bank loans loss-given-default171 cited
  • 2011Loss given default models incorporating macroeconomic variables for credit cards161 cited
  • 2011Comparison of modeling methods for Loss Given Default151 cited
  • 2014Support vector regression for loss given default modelling105 cited
  • 2010Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD96 cited
  • 2005Recovery Risk: The Next Challenge in Credit Risk Management77 cited
  • 2013Ultimate recovery mixtures75 cited
  • 2010The Economic Role of Jumps and Recovery Rates \nin the Market for Corporate Default Risk63 cited
  • 2011Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data62 cited
  • 2013Improvements in loss given default forecasts for bank loans59 cited
  • 2013Loss given default for leasing: Parametric and nonparametric estimations55 cited
  • 2013Ensemble Predictions of Recovery Rates

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47 cited
  • 2013Loss given default modeling: a comparative analysis36 cited
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