Credit risk management
- “Green Shoots” for US Credit Union Securitizations: An Examination of the Related NCUA Safe HarborJ. Paul Forrester and James J. AntonopoulosThe Journal of Structured Finance July 2020, 26 (2) 57-63; DOI: https://doi.org/10.3905/jsf.2020.1.101
- A Credit Guarantee Scheme for Rooftop Solar in IndiaGireesh ShrimaliThe Journal of Structured Finance July 2020, 26 (2) 64-82; DOI: https://doi.org/10.3905/jsf.2020.1.100
- Biases in CDS Spreads after the CDS Big BangXinjie Wang, Hongjun Yan and Zhaodong (Ken) ZhongThe Journal of Fixed Income June 2020, 30 (1) 71-80; DOI: https://doi.org/10.3905/jfi.2020.1.095
- An Empirical Examination of the Term Structure Fundamentals of Credit SpreadsAustin Murphy and Adrian HeadleyThe Journal of Fixed Income June 2020, 30 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2020.1.093
- Efficient Routines for CDO Loss CalculationsJoseph M. PimbleyThe Journal of Structured Finance April 2020, 26 (1) 29-43; DOI: https://doi.org/10.3905/jsf.2020.1.096
- Default Probability Assessment for Project Finance Bank Loans and Basel Regulations: Searching for a New ParadigmVikas Srivastava and Surya DashottarThe Journal of Structured Finance January 2020, 25 (4) 41-53; DOI: https://doi.org/10.3905/jsf.2019.1.088
- Factor Investing in Currency Markets: Does It Make Sense?Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali XuThe Journal of Portfolio Management December 2019, 46 (2) 141-155; DOI: https://doi.org/10.3905/jpm.2019.1.116
- Sovereign Bonds in Emerging Asia: Do Investors Demand Liquidity Premium?Rintu Anthony and Krishna PrasannaThe Journal of Fixed Income December 2019, 29 (3) 77-87; DOI: https://doi.org/10.3905/jfi.2019.1.079
- A Complete Model for Pricing CoCo BondsKrasimir Milanov, Ognyan Kounchev and Frank J. FabozziThe Journal of Fixed Income December 2019, 29 (3) 53-67; DOI: https://doi.org/10.3905/jfi.2019.1.077
- Implied Asset Value Volatility from a New Structural Model of Credit RiskJames ChenThe Journal of Fixed Income December 2019, 29 (3) 38-52; DOI: https://doi.org/10.3905/jfi.2019.1.076
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