专题：Credit Risk and Financial Regulations

This cluster of papers explores the determinants of credit risk in financial markets, focusing on factors such as credit spread changes, default risk, credit default swaps, bond yields, credit ratings, sovereign debt, market spreads, liquidity, and the role of rating agencies in assessing credit risk.
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Institutional Corporate Bond Pricing

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Accounting and corporate failure: the evolving role of accounting information in bankruptcy prediction

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Step towards a general bankruptcy prediction model for listed non-financial firms: The use of accounting, market, and macroeconomic variables

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Analysts’ Bankruptcy Prediction: Revisiting the Information Value Added by Financial Experts

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A Principles-Based Approach to Regulatory Capital for Securitisations

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Capital for Structured Products

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Maturity Effects in Securitisation Capital: Total Capital Levels and Dispersion Across Tranches

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Reducing the Reliance of Securitisation Capital on Agency Ratings

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Unifying DCF Valuation Across Traditional and Cryptoassets

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Enforcement of financial regulation in Switzerland: A new dataset and empirical overview of FINMA enforcement

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近5年高被引文献
Finance and Economics Discussion Series

paratext Full Text OpenAlex 570 FWCI0

Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks

article Full Text OpenAlex 558 FWCI116.601

Predictably Unequal? The Effects of Machine Learning on Credit Markets

article Full Text OpenAlex 306 FWCI37.989

Climate Risk and Capital Structure

article Full Text OpenAlex 298 FWCI76.168

CatBoost model and artificial intelligence techniques for corporate failure prediction

article Full Text OpenAlex 288 FWCI64.188

Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects

article Full Text OpenAlex 283 FWCI61.974

Anatomy of a liquidity crisis: Corporate bonds in the COVID-19 crisis

article Full Text OpenAlex 247 FWCI38.054

Is There a Replication Crisis in Finance?

article Full Text OpenAlex 237 FWCI72.763

Financial fragility in the COVID-19 crisis: The case of investment funds in corporate bond markets

article Full Text OpenAlex 213 FWCI32.9

Environmental, social and governance disclosure and default risk

article Full Text OpenAlex 201 FWCI29.531