Keyword: credit evaluation

Found 5 papers in total
On the formulation of credit barrier model using radial basis functions
On the formulation of credit barrier model using radial basis functions
2014,
Albanese et al in 2003 and Avellaneda and Zhu in 2001 develop the framework of credit...
Optimal ROE loan pricing with or without adverse selection
Optimal ROE loan pricing with or without adverse selection
2014,
The authors describe the structural solution of the loan rate as a function of default...
Are watch procedures a critical informational event in the credit ratings process? An empirical investigation
Are watch procedures a critical informational event in the credit ratings process? An empirical investigation
2011,
The Boot, Milbourn, and Schmeits (2006) model (Boot model) predicts certain credit...
CDS volatility: the key signal of credit quality
CDS volatility: the key signal of credit quality
2013,
This paper investigates the role of CDS volatility in providing information concerning...
International bank flows to emerging markets: influence of sovereign credit ratings and their regional spillover effects
International bank flows to emerging markets: influence of sovereign credit ratings and their regional spillover effects
2011,
We examine whether changes in sovereign credit assessments help determine...
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