Credit risk management
- Default Probability Assessment for Project Finance Bank Loans and Basel Regulations: Searching for a New ParadigmVikas Srivastava and Surya DashottarThe Journal of Structured Finance November 2019, jsf.2019.1.088; 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 October 2019, jpm.2019.1.116; 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 October 2019, jfi.2019.1.079; 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 October 2019, jfi.2019.1.077; DOI: https://doi.org/10.3905/jfi.2019.1.077
- Implications of Default Information Leakage on RecoveriesMao-Wei Hung and Wen-Hsin TsaiThe Journal of Fixed Income October 2019, jfi.2019.1.075; DOI: https://doi.org/10.3905/jfi.2019.1.075
- Implied Asset Value Volatility from a New Structural Model of Credit RiskJames ChenThe Journal of Fixed Income October 2019, jfi.2019.1.076; DOI: https://doi.org/10.3905/jfi.2019.1.076
- The Key Rate Durations of Municipal BondsAndrew Kalotay and Joel BuursmaThe Journal of Fixed Income September 2019, 29 (2) 61-64; DOI: https://doi.org/10.3905/jfi.2019.1.073
- How New Bond Issuance Influences the Liquidity of Covered BondsMichael WeigerdingThe Journal of Fixed Income September 2019, 29 (2) 44-60; DOI: https://doi.org/10.3905/jfi.2019.1.072
- The Dollar Denominated Covered Bond Market: A Cross-Country Analysis of Credit SpreadsKaran Bhanot and Carl F. LarssonThe Journal of Fixed Income September 2019, 29 (2) 26-43; DOI: https://doi.org/10.3905/jfi.2019.29.2.026
- Simple Correlated Binomial Portfolio Loss DistributionJoseph M. PimbleyThe Journal of Structured Finance July 2019, 25 (2) 75-86; DOI: https://doi.org/10.3905/jsf.2019.1.078
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