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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117Chapter 8 Financing Loss and Damage

book-chapter Full Text OpenAlex

Does geopolitical risk drive earnings management? Evidence from Low- and Middle-Income countries

article Full Text OpenAlex

Forecasting Public Debt in the Euro Area Using Machine Learning: Decision Tools for Financial Markets

article Full Text OpenAlex

Interpretable Automated Machine Learning for Asset Pricing in U.S. Capital Markets

article Full Text OpenAlex

The impact of ESG rating divergence on stock price crash risk

article Full Text OpenAlex

Quantitative Methods for Assessing Credit Concentration Risk in Banks: Practical Approaches for Limited Data Scenarios

preprint Full Text OpenAlex

Measuring the impact of changing deposit insurance coverage levels: Findings from Colombia

article Full Text OpenAlex

Loss Based Byzantine Resilience for Decentralized Learning

article Full Text OpenAlex

Beyond Black-Box AI: A Theory of Interpretable Transformers for Asset Pricing

preprint Full Text OpenAlex

Japanese Asset Correlations And Implication On Basel Regulatory Capital

preprint 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 654 FWCI178.60337568

Finance and Economics Discussion Series

paratext Full Text OpenAlex 612 FWCI0

Climate Risk and Capital Structure

article Full Text OpenAlex 426 FWCI249.75279548

Is There a Replication Crisis in Finance?

article Full Text OpenAlex 357 FWCI132.15875306

Climate Change Risk and the Cost of Mortgage Credit

article Full Text OpenAlex 199 FWCI43.8791634

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

article Full Text OpenAlex 196 FWCI49.81136309

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

article Full Text OpenAlex 172 FWCI50.67519989

Practical Portfolio Performance Measurement and Attribution

book Full Text OpenAlex 161 FWCI15.58519104

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

article Full Text OpenAlex 146 FWCI37.48465909

Machine learning-driven credit risk: a systemic review

review Full Text OpenAlex 130 FWCI41.37405561