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Journal of Credit Risk最新文献

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Forecasting consumer credit recovery failure: classification approaches 预测消费者信贷恢复失败:分类方法
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-09-27 DOI: 10.21314/jcr.2021.007
Hyeongjun Kim, Hoon Cho, Doojin Ryu
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引用次数: 4
An interpretable Comprehensive Capital Analysis and Review (CCAR) neural network model for portfolio loss forecasting and stress testing 用于投资组合损失预测和压力测试的可解释综合资本分析与评估（CCAR）神经网络模型
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-08-09 DOI: 10.21314/jcr.2021.004
Heng Z. Chen
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引用次数: 1
Review of credit risk and credit scoring models based on computing paradigms in financial institutions 基于计算范式的金融机构信用风险和信用评分模型综述
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-08-09 DOI: 10.21314/jcr.2021.006
Deepika Sharma, Ashutosh Vashistha, Manoj Gupta
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引用次数: 1
Incorporating small-sample defaults history in loss given default models 在给定的违约模型中纳入小样本违约历史
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-01-01 DOI: 10.21314/jcr.2021.009
A. Ptak-Chmielewska, P. Kopciuszewski
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引用次数: 0
Ensemble methods for credit scoring of Chinese peer-to-peer loans 中国p2p贷款信用评分的集成方法
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-01-01 DOI: 10.21314/jcr.2021.005
Wei Cao, Yun He, Wenjun Wang, Weidong Zhu, Y. Demazeau
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引用次数: 1
Agency problems in multinational banks: does parent complexity affect the risk-taking of subsidiaries? 跨国银行的代理问题:母公司复杂性是否影响子公司的风险承担?
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-01-01 DOI: 10.21314/jcr.2021.010
Krzysztof Gajewski, Łukasz Kurowski
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引用次数: 1
Covid-19 and the credit cycle: 2020 revisited and 2021 outlook 2019冠状病毒病与信贷周期:2020年回顾与2021年展望
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-01-01 DOI: 10.21314/jcr.2021.012
Edward Altman
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引用次数: 0
Explaining credit ratings through a perpetual-debt structural model 通过永久债务结构模型解释信用评级
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-01-01 DOI: 10.21314/jcr.2021.003
Gaia Barone
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引用次数: 0
Does economic policy uncertainty exacerbate corporate financial distress risk? 经济政策的不确定性是否会加剧企业财务困境风险?
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-01-01 DOI: 10.21314/jcr.2021.013
Jie Sun, F. Yin, E. Altman, Lewis Makosa
{"title":"Does economic policy uncertainty exacerbate corporate financial distress risk?","authors":"Jie Sun, F. Yin, E. Altman, Lewis Makosa","doi":"10.21314/jcr.2021.013","DOIUrl":"https://doi.org/10.21314/jcr.2021.013","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"1 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67703555","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
Customer churn prediction for commercial banks using customer-value-weighted machine learning models 基于客户价值加权机器学习模型的商业银行客户流失预测
IF 0.3 4区 经济学
Journal of Credit Risk Pub Date : 2021-01-01 DOI: 10.21314/jcr.2021.011
Zongxiao Wu, Zhiyong Li
{"title":"Customer churn prediction for commercial banks using customer-value-weighted machine learning models","authors":"Zongxiao Wu, Zhiyong Li","doi":"10.21314/jcr.2021.011","DOIUrl":"https://doi.org/10.21314/jcr.2021.011","url":null,"abstract":"","PeriodicalId":44244,"journal":{"name":"Journal of Credit Risk","volume":"886 1","pages":""},"PeriodicalIF":0.3,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67703485","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
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