Credit Default Risk - Articles - Scientific Research Publishing

Empirical Study on Credit Risk of Our Listed Company Based on KMV Model (Articles)

Liang Lin, Ting Lou, Ni Zhan

Applied Mathematics Vol.5 No.13，July 22, 2014

DOI: 10.4236/am.2014.513204 5,354 Downloads 7,061 Views Citations
Extending Multi-Period Pluto and Tasche PD Calibration Model Using Mode LRDF Approach (Articles)

Denis Surzhko

Journal of Mathematical Finance Vol.4 No.4，August 28, 2014

DOI: 10.4236/jmf.2014.44026 6,503 Downloads 8,697 Views Citations
Analytical Approximation for Treasury Bill Default Spreads, Profits and Losses Equations (Articles)

Rogelio Rodriguez-Oliveros, Javier Martin-Viscasillas, Jose M. Garcia-Romero

Journal of Financial Risk Management Vol.11 No.4，December 29, 2022

DOI: 10.4236/jfrm.2022.114035 135 Downloads 633 Views Citations
Modeling Ultimate Loss-Given-Default and Time-to-Resolution on Corporate Debt (Articles)

Michael Jacobs, Jr.

Journal of Financial Risk Management Vol.13 No.2，June 28, 2024

DOI: 10.4236/jfrm.2024.132020 128 Downloads 721 Views Citations
Multi-Name Extension to the Credit Grades and an Efficient Monte Carlo Method (Articles)

Hideyuki Takada

Journal of Mathematical Finance Vol.4 No.3，May 28, 2014

DOI: 10.4236/jmf.2014.43017 3,540 Downloads 4,824 Views Citations
The Impact of Electronic Banking on the Credit Risk of Commercial Banks
—An Empirical Study Based on KMV Model (Articles)

Zheng Zhao, Yue Lan, Xiaoyu Wu

Journal of Mathematical Finance Vol.6 No.5，November 17, 2016

DOI: 10.4236/jmf.2016.65054 2,639 Downloads 6,505 Views Citations
The Role of Group Size and Correlated Project Outcomes in Group Lending (Articles)

Marina Markheim

Theoretical Economics Letters Vol.7 No.5，July 21, 2017

DOI: 10.4236/tel.2017.75080 1,183 Downloads 2,676 Views Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1，January 10, 2014

DOI: 10.4236/jmf.2014.41002 4,896 Downloads 7,811 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2，March 9, 2016

DOI: 10.4236/jmf.2016.62021 2,921 Downloads 3,973 Views Citations
Pricing for Basket CDS and LCDS (Articles)

Tao Wang, Jin Liang, Xiaoli Yang

Modern Economy Vol.3 No.2，March 28, 2012

DOI: 10.4236/me.2012.32024 5,529 Downloads 8,885 Views Citations
Can Banks Circumvent Minimum Capital Requirements? The Case of Mortgage Portfolio under Basel II (Articles)

Christopher Henderson, Julapa Jagtiani

Journal of Mathematical Finance Vol.3 No.3A，October 25, 2013

DOI: 10.4236/jmf.2013.33A006 4,300 Downloads 6,629 Views Citations
This article belongs to the Special Issue on Corporate Finance
Estimation of Default Risk Based on KMV Model—An Empirical Study for Chinese Real Estate Companies (Articles)

Yan Chen, Guanglei Chu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32005 8,126 Downloads 10,699 Views Citations
Estimation of Default Probabilities: Application of the Discriminant Analysis and the Structural Approach for Companies Listed on the BVC (Articles)

Lahsen Oubdi, Abdessamad Touimer

Journal of Financial Risk Management Vol.6 No.3，September 8, 2017

DOI: 10.4236/jfrm.2017.63021 2,950 Downloads 5,556 Views Citations
P2P Borrower Default Identification and Prediction Based on RFE-Multiple Classification Models (Articles)

Xianyan Hou

Open Journal of Business and Management Vol.8 No.2，March 24, 2020

DOI: 10.4236/ojbm.2020.82053 771 Downloads 1,781 Views Citations
Low Default Portfolios—A Proposed Rule to Identify Differences between Imprudence, Conservatism, and Exaggeration (Articles)

David J. C. Dinis

Journal of Financial Risk Management Vol.11 No.1，January 24, 2022

DOI: 10.4236/jfrm.2022.111001 286 Downloads 1,691 Views Citations
The Quantification of Model Risk According to the Principle of Relative Entropy with Case Studies (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.14 No.2，April 15, 2025

DOI: 10.4236/jfrm.2025.142007 16 Downloads 245 Views Citations
The Impact of Asset Price Bubbles on Credit Risk Measures (Articles)

Michael Jacobs Jr.

Journal of Financial Risk Management Vol.4 No.4，November 30, 2015

DOI: 10.4236/jfrm.2015.44019 4,921 Downloads 6,507 Views Citations
Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model (Articles)

Alma P. Bimbabou Maboulou, Hopolang P. Mashele

Journal of Mathematical Finance Vol.5 No.3，July 16, 2015

DOI: 10.4236/jmf.2015.53024 4,200 Downloads 5,362 Views Citations
Predicting Multiple-Borrowing Default among Microfinance Clients (Articles)

Kanish Debnath, Priyanka Roy

Theoretical Economics Letters Vol.8 No.10，June 20, 2018

DOI: 10.4236/tel.2018.810116 1,687 Downloads 3,488 Views Citations
Impact of Credit Risk Management on the Financial Performance of Microfinance Institutions in Nigeria: A Qualitative Review (Articles)

John Agbana, Josiah Ayoola Bukoye, Ifeyinwa Chinyere Arinze-Emefo

Open Journal of Business and Management Vol.11 No.5，September 8, 2023

DOI: 10.4236/ojbm.2023.115113 617 Downloads 4,752 Views Citations
This article belongs to the Special Issue on Business Administration and Management

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