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.
最新文献
Decoding Item Fit Statistics in Generalized Partial Credit and Graded Response Models

article Full Text OpenAlex

Weighted Average Cost of Capital in Declining Interest Rate Environments (Part I): A Quantitative Risk Analysis

article Full Text OpenAlex

Look up and ahead: How climate scenarios affect European sovereign credit risk

article Full Text OpenAlex

Approaches for modelling the term-structure of default risk under IFRS 9: a tutorial using discrete-time survival analysis

article Full Text OpenAlex

Enhancing accuracy and interpretability in corporate credit rating classification with the transformer-LSTM model

article Full Text OpenAlex

From unified discounting to dual-risk: A new lens on DCF valuation

article Full Text OpenAlex

Sports tokens and sports equities: A downside tail risk analysis with portfolio implications

article Full Text OpenAlex

Integrating Macro Indicators into Block chain Forecasting Systems

article Full Text OpenAlex

Economic uncertainty, shadow banking, and systemic risk: A perspective of interbank network structure analysis

article Full Text OpenAlex

Machine Learning for Systemic Risk Prediction in FinTech Lending: A Cross-Country Analysis Using Public Data

article Full Text OpenAlex

近5年高被引文献
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks

article Full Text OpenAlex 742 FWCI138.3994

Finance and Economics Discussion Series

paratext Full Text OpenAlex 612 FWCI0

Climate Risk and Capital Structure

article Full Text OpenAlex 511 FWCI274.2239

Is There a Replication Crisis in Finance?

article Full Text OpenAlex 420 FWCI105.6567

Applications of Explainable Artificial Intelligence in Finance—a systematic review of Finance, Information Systems, and Computer Science literature

article Full Text OpenAlex 221 FWCI36.8121

Climate Change Risk and the Cost of Mortgage Credit

article Full Text OpenAlex 217 FWCI53.6466

Trust, social capital, and the bond market benefits of ESG performance

article Full Text OpenAlex 200 FWCI46.4554

Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure

article Full Text OpenAlex 165 FWCI29.2612

Practical Portfolio Performance Measurement and Attribution

book Full Text OpenAlex 163 FWCI11.2351

Machine learning-driven credit risk: a systemic review

review Full Text OpenAlex 152 FWCI39.9976