Credit risk management
- The Risk Parity Principle Applied to a Corporate Bond IndexLauren StagnolThe Journal of Fixed Income June 2017, 27 (1) 27-48; DOI: https://doi.org/10.3905/jfi.2017.27.1.027
- A Modified Reduced-Form Model with Time-Varying Default and Recovery Rates and Its Applications in Pricing Convertible BondsJr-Yan Wang and Tian-Shyr DaiThe Journal of Derivatives May 2017, 24 (4) 52-79; DOI: https://doi.org/10.3905/jod.2017.24.4.052
- Representations and Warranties in Mortgage-Backed SecuritiesMark AdelsonThe Journal of Structured Finance April 2017, 23 (1) 98-121; DOI: https://doi.org/10.3905/jsf.2017.23.1.098
- Design, Structure, and Risk Assessment of a Pre-Securitization Financing Facility for Rooftop Solar Projects in IndiaArsalan Ali FarooqueeThe Journal of Structured Finance April 2017, 23 (1) 91-97; DOI: https://doi.org/10.3905/jsf.2017.23.1.091
- Credit Risk Transfer Is Not a Panacea for Fannie and FreddieLandon D. Parsons and Michael ShemiThe Journal of Structured Finance April 2017, 23 (1) 49-58; DOI: https://doi.org/10.3905/jsf.2017.23.1.049
- CDS Implied Credit RatingsJeroen Jansen and Frank J. FabozziThe Journal of Fixed Income March 2017, 26 (4) 25-52; DOI: https://doi.org/10.3905/jfi.2017.26.4.025
- You Can Work It Out! Valuation and Recovery of Private Debt with a Renegotiable Default ThresholdMajid Hasan and Frédéric Blanc-BrudeThe Journal of Fixed Income March 2017, 26 (4) 113-127; DOI: https://doi.org/10.3905/jfi.2017.26.4.113
- Vulnerable Exotic DerivativesMarcos Escobar, Mirco Mahlstedt, Sven Panz and Rudi ZagstThe Journal of Derivatives February 2017, 24 (3) 84-102; DOI: https://doi.org/10.3905/jod.2017.24.3.084
- Internal Valuation of Assets with Liquidity RiskBert-Jan NautaThe Journal of Derivatives February 2017, 24 (3) 70-83; DOI: https://doi.org/10.3905/jod.2017.24.3.070
- Why Is Accounting Information Important to Bondholders?Doina Chichernea, Alex Petkevich and Kainan WangThe Journal of Fixed Income December 2016, 26 (3) 82-107; DOI: https://doi.org/10.3905/jfi.2017.26.3.082
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