1. Some properties of the maximum loss on loan portfolios. (2024). Vrs, Jzsef.
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2. Interpretable feature selection and deep learning for short-term probabilistic PV power forecasting in buildings using local monitoring data. (2024). Nakanishi, Yosuke ; Liu, Jiang ; Dong, Jiuqing ; Zheng, Peijun ; Zhou, Heng.
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3. Exploring Industry-Distress Effects on Loan Recovery: A Double Machine Learning Approach for Quantiles. (2023). Chen, Jau-er ; Chuang, Hui-Ching.
   In: Econometrics.
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4. Modelling credit card exposure at default using vine copula quantile regression. (2023). Choudhry, Taufiq ; Wattanawongwan, Suttisak ; Okhrati, Ramin ; So, Mee Chi ; Mues, Christophe.
   In: European Journal of Operational Research.
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5. Information asymmetry between banks, rent extraction, and switching in mortgage lending. (2022). Reite, Endre J.
   In: Finance Research Letters.
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6. Fairness in credit scoring: Assessment, implementation and profit implications. (2022). Lessmann, Stefan ; Kozodoi, Nikita ; Jacob, Johannes.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:297:y:2022:i:3:p:1083-1094.

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7. Fairness in Credit Scoring: Assessment, Implementation and Profit Implications. (2022). Lessmann, Stefan ; Kozodoi, Nikita ; Jacob, Johannes.
   In: Papers.
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8. Credit risk measurement: Evidence of concentration risk in Polish banks’ credit exposures. (2019). nehrebecka, natalia.
   In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
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9. The impact of macroeconomic factors on collateral value within the framework of expected credit loss calculation. (2019). Yurchenko, Yurii.
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10. Systematic Effects among Loss Given Defaults and their Implications on Downturn Estimation. (2018). Kellner, Ralf ; Betz, Jennifer ; Rosch, Daniel.
    In: European Journal of Operational Research.
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11. Downturn LGD modeling using quantile regression. (2017). Kruger, Steffen ; Rosch, Daniel.
    In: Journal of Banking & Finance.
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12. The recovery rate for retail and commercial customers in Germany: a look at collateral and its adjusted market values. (2016). Ingermann, Peter-Hendrik ; Hesse, Frederik ; Belorgey, Christian ; Pfingsten, Andreas.
    In: Business Research.
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13. Take it to the limit: Innovative CVaR applications to extreme credit risk measurement. (2016). Powell, Robert ; Allen, David ; Singh, A K.
    In: European Journal of Operational Research.
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14. “Time-to-profit scorecards for revolving credit”. (2016). Sanchez-Barrios, Luis Javier ; Ansell, Jake ; Andreeva, Galina.
    In: European Journal of Operational Research.
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15. Development and application of consumer credit scoring models using profit-based classification measures. (2014). Verbraken, Thomas ; Weber, Richard ; Bravo, Cristian ; Baesens, Bart.
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16. Nonparametric quantile frontier estimation under shape restriction. (2014). Wang, Yongqiao ; Ge, Wenxiu ; Dang, Chuangyin.
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17. A zero-adjusted gamma model for mortgage loan loss given default. (2013). Tong, Edward N. C., ; Thomas, Lyn ; Mues, Christophe.
    In: International Journal of Forecasting.
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18. Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD. (2012). Thomas, Lyn C. ; Zhang, Jie.
    In: International Journal of Forecasting.
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19. Comparing debt characteristics and LGD models for different collections policies. (2012). Thomas, L. C. ; Moore, A. ; Matuszyk, A..
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20. Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data. (2012). Leow, Mindy ; Mues, Christophe.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:1:p:183-195.

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21. CREDIT SCORING, STATISTICAL TECHNIQUES AND EVALUATION CRITERIA: A REVIEW OF THE LITERATURE. (2011). Pointon, John ; Abdou, Hussein A.
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1. Do European banks with a covered bond program issue asset-backed securities for funding?. (2018). Lugo, Stefano ; Kool, Clemens ; Boesel, Nils.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:81:y:2018:i:c:p:76-87.

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2. A stress test framework for the German residential mortgage market: Methodology and application. (2017). Siemsen, Thomas ; Vilsmeier, Johannes.
   In: Discussion Papers.
   RePEc:zbw:bubdps:372017.

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3. REGIME SHIFT AND THE POST-CRISIS WORLD OF MORTGAGE LOSS SEVERITIES. (2017). An, Xudong ; Cordell, Lawrence R.
   In: Working Papers.
   RePEc:fip:fedpwp:17-8.

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4. Fair valuation of mortgage insurance under stochastic default and interest rates. (2017). Huang, Yi-Ting ; Wu, Yang-Che ; Lin, Shih-Kuei ; Chuang, Ming-Che.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:42:y:2017:i:c:p:433-447.

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5. Securitization and credit quality. (2017). Ongena, Steven ; Marques-Ibanez, David ; Marques-Ibaez, David ; Kara, Alper.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20172009.

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6. Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?. (2016). Lugo, Stefano ; Kool, Clemens ; Boesel, Nils.
   In: Working Papers.
   RePEc:use:tkiwps:1603.

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7. The recovery rate for retail and commercial customers in Germany: a look at collateral and its adjusted market values. (2016). Ingermann, Peter-Hendrik ; Hesse, Frederik ; Belorgey, Christian ; Pfingsten, Andreas.
   In: Business Research.
   RePEc:spr:busres:v:9:y:2016:i:2:d:10.1007_s40685-016-0028-5.

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8. Determinants of Capital Adequacy Ratio (CAR) in Nepalese Cooperative Societies. (2016). Khanal, Suvash ; Paudel, Gyanendra Prasad.
   In: Proceedings of Economics and Finance Conferences.
   RePEc:sek:iefpro:3205910.

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9. Has the Effect of Asset Securitization on Bank Risk Taking Behavior Changed?. (2016). Narayanan, Rajesh ; Vo, Lai ; Le, Huong.
   In: Journal of Financial Services Research.
   RePEc:kap:jfsres:v:49:y:2016:i:1:p:39-64.

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10. Securitization and Credit Quality. (2016). Marques-Ibanez, David ; Marquesibanez, David.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/221.

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11. Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages. (2016). Poroshina, Agatha ; Ozhegov, Evgeniy ; Karminsky, Alexandr ; Lozinskaia, Agata M.
    In: HSE Working papers.
    RePEc:hig:wpaper:55/fe/2016.

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12. Key Determinants of Demand, Credit Underwriting, and Performance on Government-Insured Mortgage Loans in Russia. (2016). Poroshina, Agatha ; Ozhegov, Evgeniy ; Evgeniy, Ozhegov ; Agata, Lozinskaia .
    In: EERC Working Paper Series.
    RePEc:eer:wpalle:16/03e.

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13. The loss given default of a low-default portfolio with weak contagion. (2016). Yuan, Zhongyi ; Wei, LI.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:66:y:2016:i:c:p:113-123.

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14. Securitization and lending standards: Evidence from the European wholesale loan market. (2016). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:107-127.

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15. The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks. (2016). Fan, Gang-Zhi ; Pu, Ming ; Ban, Chunsheng .
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:83:y:2016:i:2:p:447-474.

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16. The Resilient Trade Surplus, the Pharmaceutical Sector, and Exchange Rate Assessments in Switzerland. (2015). Sauré, Philip.
    In: Working Paper Series.
    RePEc:iie:wpaper:wp15-11.

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17. Securitization and lending standards: Evidence from the European wholesale loan market. (2015). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1141.

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18. Determinants of loan securitization in European banking. (2015). Uhde, Andre ; Farruggio, Christian .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:56:y:2015:i:c:p:12-27.

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19. Loan default correlation using an Archimedean copula approach: A case for recalibration. (2015). Fenech, Jean-Pierre ; Shafik, Salwa ; Vosgha, Hamed.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:47:y:2015:i:c:p:340-354.

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20. Distribution of health-related social surplus in pharmaceuticals: an estimation of consumer and producer surplus in the management of high blood lipids and COPD. (2014). Miraldo, Marisa ; Camejo, Rodrigo ; McGrath, Clare .
    In: The European Journal of Health Economics.
    RePEc:spr:eujhec:v:15:y:2014:i:4:p:439-445.

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21. Mortgage defaults and risk-based capital: post-global financial crisis development and implications for emerging markets. (2014). Yang, Tyler T. ; Zhang, Jessie Y..
    In: Chapters.
    RePEc:elg:eechap:15685_10.

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22. Loss severities on residential real estate debt during the Great Recession. (2014). Mayock, Tom ; Andersson, Fredrik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:46:y:2014:i:c:p:266-284.

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23. Loss given default of residential mortgages in a low LTV regime: Role of foreclosure auction process and housing market cycles. (2014). Park, Yun ; Bang, Doowon.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:192-210.

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24. VALUATION OF MORTGAGE INSURANCE CONTRACTS WITH COUNTERPARTY DEFAULT RISK: REDUCED-FORM APPROACH. (2014). Chang, Chia-Chien.
    In: ASTIN Bulletin.
    RePEc:cup:astinb:v:44:y:2014:i:02:p:303-334_00.

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25. Securitisation and banking risk: What do we know so far?. (2014). Kara, Alper ; Altunbas, Yener ; Ozkan, Aydin.
    In: Working Papers.
    RePEc:bng:wpaper:14006.

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26. Do LTV and DSTI caps make banks more resilient?. (2014). DIETSCH, Michel ; Welter-Nicol, C..
    In: Débats Economiques et financiers.
    RePEc:bfr:decfin:13.

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27. The Determinants of Cost-Effectiveness Potential: An Historical Perspective on Lipid-Lowering Therapies. (2013). Miraldo, Marisa ; Camejo, Rodrigo Refoios ; McGrath, Clare .
    In: PharmacoEconomics.
    RePEc:spr:pharme:v:31:y:2013:i:5:p:445-454.

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28. Differential default risk among traditional and non-traditional mortgage products and capital adequacy standards. (2013). Lin, Che-Chun ; Chu, Ting-Heng ; Prather, Larry J. ; Tsay, Jing-Tang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:27:y:2013:i:c:p:115-122.

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29. The Optimal Mortgage Loan Portfolio in UK Regional Residential Real Estate. (2012). Hwang, Soosung ; Cho, Youngha ; Satchell, Steve.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:3:p:645-677.

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30. Subprime mortgage design. (2012). Sengupta, Rajdeep ; Bhardwaj, Geetesh.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:5:p:1503-1519.

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31. Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data. (2012). Leow, Mindy ; Mues, Christophe.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:1:p:183-195.

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32. Collateral Risk in Residential Mortgage Defaults. (2011). Lin, Che-Chun ; Yang, Tyler ; Cho, Man.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:42:y:2011:i:2:p:115-142.

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33. Asymmetric information, adverse selection, and the pricing of CMBS. (2011). Gabriel, Stuart ; Deng, Yongheng ; An, Xudong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:304-325.

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34. Economic capital for nonperforming loans. (2010). Weibach, Rafael ; Carsten Lieres und Wilkau, .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:24:y:2010:i:1:p:67-85.

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35. Why do (or did?) banks securitize their loans? Evidence from Italy. (2010). Affinito, Massimiliano ; Tagliaferri, Edoardo .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:6:y:2010:i:4:p:189-202.

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36. Samsung card lending model. (2010). Chang, Woojin ; Lee, Junghoon ; Huh, Jaeyung .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:207:y:2010:i:1:p:492-498.

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37. Pharmaceutical Price Discrimination and Social Welfare. (2010). Lichtenberg, Frank.
    In: Capitalism and Society.
    RePEc:bpj:capsoc:v:5:y:2010:i:1:n:2.

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38. Testing time-homogeneity of rating transitions after origination of debt. (2009). Weibach, Rafael ; Tschiersch, Patrick ; Lawrenz, Claudia.
    In: Empirical Economics.
    RePEc:spr:empeco:v:36:y:2009:i:3:p:575-596.

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39. Loss given default of high loan-to-value residential mortgages. (2009). Yang, Xiaolong ; Qi, Min.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:5:p:788-799.

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40. The Effect of Price on Pharmaceutical R&D. (2009). Maloney, Michael T. ; Civan, Abdulkadir.
    In: The B.E. Journal of Economic Analysis & Policy.
    RePEc:bpj:bejeap:v:9:y:2009:i:1:n:15.

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41. An Assessment of the Internal Rating Based Approach in Basel II. (2008). Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2008-04.

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42. Cost-Benefit Analysis of the FDA: The Case of the Prescription Drug User Fee Acts. (2007). Philipson, Tomas ; Berndt, Ernst R ; Sun, Eric.
    In: Working Papers.
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43. INNOVATION MODELS IN THE BIOPHARMACEUTICAL SECTOR. (2007). Attridge, Jim.
    In: International Journal of Innovation Management (ijim).
    RePEc:wsi:ijimxx:v:11:y:2007:i:02:n:s1363919607001746.

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44. Tests on the Accuracy of Basel II. (2007). Varotto, Simone.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2007-09.

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45. Regulatory Capital Arbitrage and the Potential Competitive Impact of Basel II in the Market for Residential Mortgages. (2007). Calem, Paul ; Follain, James.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:35:y:2007:i:2:p:197-219.

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46. An Assessment of Basel II Procyclicality in Mortgage Portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:32:y:2007:i:1:p:81-101.

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47. Corporate credit risk modeling and the macroeconomy. (2007). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Carling, Kenneth ; Linde, Jesper.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:3:p:845-868.

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48. Loss coverage and stress testing mortgage portfolios: A non-parametric approach. (2007). Trucharte, Carlos ; Rodriguez, Adolfo.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:3:y:2007:i:4:p:342-367.

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49. Quantile regression for modelling distributions of profit and loss. (2007). Somers, Mark ; Whittaker, Joe.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:183:y:2007:i:3:p:1477-1487.

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50. An assessment of Basel II procyclicality in mortgage portfolios. (2007). Trucharte, Carlos ; Saurina, Jesús.
    In: Working Papers.
    RePEc:bde:wpaper:0712.

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51. On partial defaults in portfolio credit risk: Comparing economic and regulatory view. (2006). von Lieres und Wilkau, Carsten, ; Weibach, Rafael.
    In: Technical Reports.
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52. Importation and Innovation. (2006). Lichtenberg, Frank.
    In: NBER Working Papers.
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53. The competitive effects of risk-based bank capital regulation: an example from U.S. mortgage markets. (2006). Sherlund, Shane ; Passmore, Wayne ; Lehnert, Andreas ; Hancock, Diana.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2006-46.

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54. An empirical analysis of home equity loan and line performance. (2006). Ambrose, Brent ; Agarwal, Sumit ; Chomsisengphet, Souphala ; Liu, Chunlin.
    In: Journal of Financial Intermediation.
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55. Internal ratings systems, implied credit risk and the consistency of banks risk classification policies. (2006). Roszbach, Kasper ; Lindé, Jesper ; Jacobson, Tor ; Linde, Jesper.
    In: Journal of Banking & Finance.
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56. Testing Homogeneity of Time-Continuous Rating Transitions. (2005). Tschiersch, Patrick ; Lawrenz, Claudia ; Weibach, Rafael.
    In: Technical Reports.
    RePEc:zbw:sfb475:200534.

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57. Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?. (2005). Ambrose, Brent ; Lacour-Little, Michael ; Sanders, Anthony .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:28:y:2005:i:1:p:113-133.

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58. Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature. (2004). Allen, Linda ; Saunders, Anthony.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:26:y:2004:i:2:p:161-191.

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