1. Tailored microprudential recommendations for bank profit retention using a risk tolerance framework. (2025). Moinescu, Bogdan-Gabriel ; Jakubík, Petr.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001145.

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2. Predicting U.S. bank failures and stress testing with machine learning algorithms. (2025). Hu, Wendi ; Shao, Chujian ; Zhang, Wenyu.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000674.

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3. CAMELS parameters’ impact on the risk of losing financial stability: The case of Russian banks. (2024). Shershneva, Elena G.
   In: Journal of New Economy.
   RePEc:url:izvest:v:25:y:2024:i:2:p:130-152.

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4. Russian Banks Financial Stability Loss Diagnostic: Multidimensional Logit-Model Approach. (2024). Hao, Min Zhou.
   In: Journal of Applied Economic Research.
   RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:476-498.

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50. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Samaniego-Medina, Reyes ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio.
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51. Examining what best explains corporate credit risk: accounting-based versus market-based models. (2012). Trujillo-Ponce, Antonio ; CARDONE RIPORTELLA, CLARA ; Samaniego-Medina, Reyes ; Cardone-Riportella, Clara.
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52. Multi-period credit default prediction with time-varying covariates.. (2011). Orth, Walter .
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53. Assessing bankruptcy prediction models via information content of technical inefficiency. (2011). Hwang, Ruey-Ching ; Siao, Jhao-Siang ; Chung, Huimin.
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54. The predictive ability of “conservatism” and “governance” variables in corporate financial disclosures. (2011). Ren, Yun ; Dong, Yinan ; Smith, Malcolm.
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55. The term structure of banking crisis risk in the United States: A market data based compound option approach. (2011). Eichler, Stefan ; Maltritz, Dominik ; Karmann, Alexander.
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56. Dynamic analysis of the business failure process: A study of bankruptcy trajectories. (2010). du Jardin, Philippe ; Severin, Eric.
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57. Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures. (2010). Cole, Rebel ; Wu, Qiongbing.
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58. A compound option approach to model the interrelation between banking crises and country defaults: The case of Hungary 2008. (2010). Maltritz, Dominik.
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59. Is the diversification discount caused by the book value bias of debt?. (2010). Muller, Sebastian ; Glaser, Markus.
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60. A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information: A binary quantile regression approach. (2010). Miu, Peter ; Li, Ming-Yuan Leon.
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61. Bankruptcy prediction models: How to choose the most relevant variables?. (2009). du Jardin, Philippe.
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62. Accounting-based versus market-based cross-sectional models of CDS spreads. (2009). Sarin, Atulya ; Das, Sanjiv ; Hanouna, Paul.
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