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A Multi-Stage Heuristic of Breakpoint Estimation for Rating Classes
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A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection
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A study on the EBA stress test results
influence of bank, portfolio and country-level characteristics -
A tale of fragmentation
corporate funding in the euro-area bond market = Una storia di frammentazione : il finanziamento di banche e imprese sul mercato obbligazionario dell'area dell'Euro -
Advanced dependency modeling in credit risk
lessons for loss given default, lifetime expected loss and bank capital requirements -
Are longer bankruptcies really more costly?
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Assessing credit risk sensitivity to climate and energy shocks
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Assessing the impact of macroprudential policies on housing credit dynamics
evidence from India -
Asymmetric sovereign risk
implications for climate change preparation -
Back to the roots of internal credit risk models
why do banks' risk-weighted asset levels converge over time? -
Back to the roots of internal credit risk models
does risk explain why banks' risk-weighted asset levels converge over time? -
Bank exposure to climate-related physical risk in Italy
an assessment based on AnaCredit data on loans to non-financial corporations -
Bank lending standards over the cycle
the role of firms' productivity and credit risk -
Bank opacity
patterns and implications -
Bank opacity - patterns and implications
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Bond funds and credit risk
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CDS market structure and bond spreads
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COVID-19, credit risk and macro fundamentals
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Can we take the "stress" out of stress testing?
applications of generalized structural equation modeling to consumer finance -
Carbon default swap
disentangling the exposure to carbon risk through CDS -
Consumer risk appetite, the credit cycle, and the housing bubble
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Credit allocation when private banks distribute government loans
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Credit default swaps
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Credit risk in a pandemic
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Debt maturity and commitment on firm policies