SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis
16 references·0 citing·39 second hop
Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis (2026)Approaches for modelling the term-structu…Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards (2018)Incorporating heterogeneity a…Dynamic survival models with varying coefficients for credit risks. (2018)Dynamic survival models with …Credit Scoring and Its Applications, Second Edition (2017)Credit Scoring and Its Applic…Time to default in credit scoring using survival analysis: a benchmark study (2016)Time to default in credit sco…Credit Risk Analytics (2016)Credit Risk AnalyticsThe predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences (2015)The predictive accuracy of Su…The good, the bad and the impaired: A credit risk model of the Irish mortgage market (2015)The good, the bad and the imp…Intensity models and transition probabilities for credit card loan delinquencies (2014)Intensity models and transiti…Retail credit stress testing using a discrete hazard model with macroeconomic factors (2013)Retail credit stress testing …Forecasting and stress testing credit card default using dynamic models (2013)Forecasting and stress testin…Time Varying and Dynamic Models for Default Risk in Consumer Loans (2009)Time Varying and Dynamic Mode…Credit scoring with macroeconomic variables using survival analysis (2008)Credit scoring with macroecon…Credit Risk Management (2008)Credit Risk ManagementSurvival Analysis Methods for Personal Loan Data (2002)Survival Analysis Methods for…Not if but When will Borrowers Default (1999)Not if but When will Borrower…Forecasting losses on a liquidating long-term loan portfolio (1995)Forecasting losses on a liqui…The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries (2007)The Rise in Mortgage Defaults (2009)Stress in Suburbia: Counting the Costs of Ireland's Property Crash and Mortgage Arrears Crisis (2015)An Empirical Analysis of Personal Bankruptcy and Delinquency (2002)Macroeconomic Dynamics and Credit Risk: A Global Perspective (2006)A framework for assessing the systemic risk of major financial institutions (2009)A new dynamic modeling framework for credit risk assessment (2015)E.T.-RNN (2019)A Theory of the Consumption Function (1958)Understanding Consumption (1992)Understanding Interaction Models: Improving Empirical Analyses (2005)Mixture cure models in credit scoring: If and when borrowers default (2011)The Mathematics of Financial Derivatives (1995)A survey of the issues in consumer credit modelling research (2005)Neural network survival analysis for personal loan data (2005)Quantitative Methods in Credit Management: A Survey (1994)Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics (2006)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Credit Risk Modelling Under Recessionary and Financial Distressed Conditions (2017)Econometric Analysis of Panel Data (2021)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (1994)Credit rating analysis with support vector machines and neural networks: a market comparative study (2003)A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets (2017)Identifying the determinants of Malaysian corporateSukukrating (2018)Developing financial disclosure quality in sukuk and bond market: Evidence from Indonesia, Malaysia, and Australia (2019)Credit Scoring and Its Applications (2002)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)A Novel behavioral scoring model for estimating probability of default over time in peer-to-peer lending (2017)Computational approaches and data analytics in financial services: A literature review (2019)A survival analysis of public guaranteed loans: Does financial intermediary matter? (2021)Big Data and Service Operations (2017)'It's Reducing a Human Being to a Percentage' (2018)We’re just data: Exploring China’s social credit system in relation to digital platform ratings cultures in Westernised democracies (2019)Cost-sensitive learning for profit-driven credit scoring (2020)Super-app behavioral patterns in credit risk models: Financial, statistical and regulatory implications (2020)A conservative approach for online credit scoring (2021)
this work references cited by second hop

References

  • 2002Survival Analysis Methods for Personal Loan Data266 cited
  • 2008Credit scoring with macroeconomic variables using survival analysis232 cited
  • 1999Not if but When will Borrowers Default191 cited
  • 2017Credit Scoring and Its Applications, Second Edition163 cited
  • 2013Forecasting and stress testing credit card default using dynamic models129 cited
  • 2016Time to default in credit scoring using survival analysis: a benchmark study120 cited
  • 2016Credit Risk Analytics93 cited
  • 2009Time Varying and Dynamic Models for Default Risk in Consumer Loans74 cited
  • 2015The predictive accuracy of Sukuk ratings; Multinomial Logistic and Neural Network inferences54 cited
  • 2015The good, the bad and the impaired: A credit risk model of the Irish mortgage market53 cited
  • 1995Forecasting losses on a liquidating long-term loan portfolio50 cited
  • 2018Dynamic survival models with varying coefficients for credit risks.47 cited
  • 2008Credit Risk Management42 cited
  • 2013Retail credit stress testing using a discrete hazard model with macroeconomic factors38 cited
  • 2014Intensity models and transition probabilities for credit card loan delinquencies36 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2018Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards31 cited
  • Cited by

    No citing works inside the corpus for this window.