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Understanding the performance of machine learning models to predict credit default
a novel approach for supervisory evaluation -
Credit allocation when private banks distribute government loans
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Is corporate credit risk propagated to employees?
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Inflation risk and the finance-growth nexus
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Exploring the market risk profiles of U.S. and European life insurers
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The future is today why truly long-term sovereign ratings are needed now
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Loan guarantees, bank lending and credit risk reallocation
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Credit risk in a pandemic
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The low-carbon transition, climate commitments and firm credit risk
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Loan guarantees, bank lending and credit risk reallocation
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Female business owners pay higher interest rates on corporate loans
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Government support schemes during the Covid-19 pandemic have had a dampening effect on corporate credit risk
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Estimates of banks' losses on loans to the corporate sector
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Interest rate pass-through and bank risk-taking under negative-rate policies with tiered remuneration of central bank reserves
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COVID-19, credit risk and macro fundamentals
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Sovereign credit and exchange rate risks
evidence from Asia-Pacific local currency bonds -
Can we take the "stress" out of stress testing?
applications of generalized structural equation modeling to consumer finance -
Flight to liquidity or safety?
recent evidence from the municipal bond market -
Recovery process optimization using survival regression
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Machine learning in credit risk
measuring the dilemma between prediction and supervisory cost -
Modelling credit risk
evidence for EMV methodology on Portuguese mortgage data -
Loan guarantees, bank lending and credit risk reallocation
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Investment response to monetary policy in a low interest rate environment
evidence from the ECB's corporate QE -
Interest on reserves as a main monetary policy tool
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Bank opacity - patterns and implications