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Measuring and Managing Credit Risk
0 references·16 citing·54 second hopsampled
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  • 2004On the way to recovery: A nonparametric bias free estimation of recovery rate densities108 cited
  • 2010Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD96 cited
  • 2013Ultimate recovery mixtures75 cited
  • 2010Regulatory Capital Charges for Too‐Connected‐to‐Fail Institutions: A Practical Proposal74 cited
  • 2010Mandatory accounting disclosure by small private companies60 cited
  • 2012The Value of Operating Cash Flow in Modelling Credit Risk for SMEs59 cited
  • 2011Financial Enterprise Risk Management57 cited
  • 2009Credit Contagion from Counterparty Risk56 cited
  • 2012Auditor Reporting on Going-Concern Uncertainty: A Research Synthesis46 cited
  • 2006Distressed debt in Germany: What's next? Possible innovative exit strategies41 cited
  • 2012Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector36 cited
  • 2013The impact of credit rating changes in Latin American stock markets34 cited
  • 2015Systemic risk measures34 cited
  • 2021Fintech and its challenge for banking sector33 cited
  • 2012

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Portfolio credit-risk optimization
33 cited
  • 2009Prediction of contractor default probability using structural models of credit risk: an empirical investigation31 cited