Credit risk management
- An Empirical Study of Lenders’ Perception of Chinese Online Peer-to-Peer (P2P) Lending PlatformsLi Hong Shen, Habib Ullah Khan and Helmi HammamiThe Journal of Alternative Investments March 2021, 23 (4) 152-175; DOI: https://doi.org/10.3905/jai.2021.1.128
- CDS-Implied Risk of US Delinquency: Implications for the US Debt CeilingRen-Raw Chen, John D. Finnerty and Bruno G. KamdemThe Journal of Fixed Income May 2021, jfi.2021.1.114; DOI: https://doi.org/10.3905/jfi.2021.1.114
- Power Purchase Agreements and Financing Renewables: An InterdependencySteffen Hundt, Johanna Jahnel and Andreas HorschThe Journal of Structured Finance April 2021, 27 (1) 35-50; DOI: https://doi.org/10.3905/jsf.2020.1.119
- Assessment of Credit Ratings and Credit Risk Models on Public BondsKaryl B. Leggio, Yoon S. Shin and Yuxing YanThe Journal of Fixed Income March 2021, 30 (4) 65-80; DOI: https://doi.org/10.3905/jfi.2021.1.104
- The Low Down on Low Down Payment Mortgages: Is It Safe?Gary Fissel, Gerald A. Hanweck and Anthony B. SandersThe Journal of Fixed Income February 2021, jfi.2021.1.106; DOI: https://doi.org/10.3905/jfi.2021.1.106
- T-Vasicek Credit Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance October 2018, 24 (3) 65-78; DOI: https://doi.org/10.3905/jsf.2018.24.3.065
- Assessment of Credit Risk Models on Rule 144A Corporate BondsMark Johnson, Karyl Leggio and Yoon S. ShinThe Journal of Fixed Income September 2018, 28 (2) 65-83; DOI: https://doi.org/10.3905/jfi.2018.1.064
- Investment Performance of Credit Risk Transfer Securities (CRTs): The Early EvidenceChao Gao and John J. McConnellThe Journal of Fixed Income September 2018, 28 (2) 6-15; DOI: https://doi.org/10.3905/jfi.2018.28.2.006
- Do Credit Ratings Move Toward The Market, Or Vice Versa?Colin Ellis, Kumar Kanthan and Veronica ZhengThe Journal of Fixed Income September 2018, 28 (2) 55-63; DOI: https://doi.org/10.3905/jfi.2018.28.2.055
- Solving the Spread Curve PuzzleMartin Fridson, Yaxian Li and Kai ZhaoThe Journal of Fixed Income June 2018, 28 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2018.28.1.038
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