发布求助
文献互助 智能选刊 最新文献

Journal of Credit Risk最新文献

筛选
英文 中文
using the XGBoost classification algorithm and model interpretability techniques 使用XGBoost分类算法和模型可解释性技术
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2023-01-01 DOI: 10.21314/jcr.2022.008
Arsh Anand, B. Baesens, Rosanne Vanpée
{"title":"using the XGBoost classification algorithm and model interpretability techniques","authors":"Arsh Anand, B. Baesens, Rosanne Vanpée","doi":"10.21314/jcr.2022.008","DOIUrl":"https://doi.org/10.21314/jcr.2022.008","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"48 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90784115","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities 时变非齐次违约概率下信用组合模型相关参数估计
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2022.010
K. Jakob
{"title":"Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities","authors":"K. Jakob","doi":"10.21314/jcr.2022.010","DOIUrl":"https://doi.org/10.21314/jcr.2022.010","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"5 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82819435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Merton’s model with recovery risk 默顿模型的恢复风险
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2021.020
Albert Cohen, Nick Costanzino
{"title":"Merton’s model with recovery risk","authors":"Albert Cohen, Nick Costanzino","doi":"10.21314/jcr.2021.020","DOIUrl":"https://doi.org/10.21314/jcr.2021.020","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"29 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84847054","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
On comprehensive balance sheet stress testing and net interest income risk attribution 对综合资产负债表压力测试和净利息收入风险归因
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2021.014
Jimmy Skoglund, Wei Chen
{"title":"On comprehensive balance sheet stress testing and net interest income risk attribution","authors":"Jimmy Skoglund, Wei Chen","doi":"10.21314/jcr.2021.014","DOIUrl":"https://doi.org/10.21314/jcr.2021.014","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"35 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67703583","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Generalized additive modeling of the credit risk of Korean personal bank loans 韩国个人银行贷款信用风险的广义加性模型
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2022.004
Young Ah-Kim, P. Moffatt, Simon A Petes
{"title":"Generalized additive modeling of the credit risk of Korean personal bank loans","authors":"Young Ah-Kim, P. Moffatt, Simon A Petes","doi":"10.21314/jcr.2022.004","DOIUrl":"https://doi.org/10.21314/jcr.2022.004","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"42 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87098075","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
An effective credit rating method for corporate entities using machine learning 利用机器学习对企业实体进行有效的信用评级方法
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2022.001
Hansheng Sun, R. Kwon, Binbin Dai, Pubudu Premawardena
{"title":"An effective credit rating method for corporate entities using machine learning","authors":"Hansheng Sun, R. Kwon, Binbin Dai, Pubudu Premawardena","doi":"10.21314/jcr.2022.001","DOIUrl":"https://doi.org/10.21314/jcr.2022.001","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"120 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79153109","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian? 银行来源的过渡矩阵:银行内部信用风险估计是马尔可夫的吗?
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2021.015
B. Štěpánková
{"title":"Bank-sourced transition matrixes: are banks’ internal credit risk estimates Markovian?","authors":"B. Štěpánková","doi":"10.21314/jcr.2021.015","DOIUrl":"https://doi.org/10.21314/jcr.2021.015","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"7 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67703820","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Sovereign probabilities of default in the euro area 欧元区主权债务违约的可能性
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2022.011
Rainer Jobst
{"title":"Sovereign probabilities of default in the euro area","authors":"Rainer Jobst","doi":"10.21314/jcr.2022.011","DOIUrl":"https://doi.org/10.21314/jcr.2022.011","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"2 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80354630","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process calculations 强调国际财务报告标准9和内部资本充足率评估过程计算的迁移矩阵
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2022.003
J. Witzany
{"title":"Stressing of migration matrixes for International Financial Reporting Standard 9 and Internal Capital Adequacy Assessment Process calculations","authors":"J. Witzany","doi":"10.21314/jcr.2022.003","DOIUrl":"https://doi.org/10.21314/jcr.2022.003","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"25 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82198527","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A three-factor hazard rate model for single-name credit default swap pricing 单名信用违约掉期定价的三因素风险率模型
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2022-01-01 DOI: 10.21314/jcr.2021.018
Y. Zhong, Yanhui Mi
{"title":"A three-factor hazard rate model for single-name credit default swap pricing","authors":"Y. Zhong, Yanhui Mi","doi":"10.21314/jcr.2021.018","DOIUrl":"https://doi.org/10.21314/jcr.2021.018","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"55 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76731292","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
首页 上一页 下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信