Factors of Loan Default - Articles - Scientific Research Publishing

Comparative Analysis of Business Management of Chinese and Foreign Commercial Banks—Based on the Perspective of Non-Performing Loans of Commercial Banks (Articles)

Ke Wang

Modern Economy Vol.10 No.1, January 11, 2019

DOI: 10.4236/me.2019.101008 1,634 Downloads 4,488 Views Citations
The Impact of Bank Loan on Executive Perquisites under the Background of Post-Split-Share Reform (Articles)

Zhiqiang Ye, Linqi Liu, Luxin Wang, Wujue Ji, Wei Huang

Modern Economy Vol.10 No.7, July 19, 2019

DOI: 10.4236/me.2019.107114 691 Downloads 1,543 Views Citations
Shadow Banking and the Commercial Bank Loan Loss Provisions (Articles)

Quanfeng Qiu

Modern Economy Vol.11 No.1, January 17, 2020

DOI: 10.4236/me.2020.111014 1,238 Downloads 3,117 Views Citations
Loan Portfolio Quality of Microfinance Institutions in Uganda: A Qualitative Assessment (Articles)

Ester Agasha, Gladness Monametsi, Tshepo Feela

Journal of Financial Risk Management Vol.9 No.2, June 30, 2020

DOI: 10.4236/jfrm.2020.92009 2,095 Downloads 9,237 Views Citations
Socio-Economic Determinants of Loan Repayment Capacity of Somali Microfinance Clients in Kebridahar Town, Somali Regional State, Ethiopia (Articles)

Abduselam Abdulahi, Melaku Charkos, Abdikani Haji

Journal of Financial Risk Management Vol.11 No.3, September 28, 2022

DOI: 10.4236/jfrm.2022.113032 502 Downloads 2,410 Views Citations
Financial Inclusion: Empirical Verification among Households in Congo-Brazzaville (Articles)

Nkouka Safoulanitou Leonard

Theoretical Economics Letters Vol.15 No.1, February 27, 2025

DOI: 10.4236/tel.2025.151014 150 Downloads 668 Views Citations
Valuation of a Tranched Loan Credit Default Swap Index (Articles)

Jin Liang, Yujing Zhou

Technology and Investment Vol.2 No.4, November 4, 2011

DOI: 10.4236/ti.2011.24025 6,847 Downloads 11,207 Views Citations
Empirical Study on Credit Risk of Our Listed Company Based on KMV Model (Articles)

Liang Lin, Ting Lou, Ni Zhan

Applied Mathematics Vol.5 No.13, July 22, 2014

DOI: 10.4236/am.2014.513204 5,651 Downloads 8,026 Views Citations
Extending Multi-Period Pluto and Tasche PD Calibration Model Using Mode LRDF Approach (Articles)

Denis Surzhko

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44026 6,810 Downloads 9,540 Views Citations
Conceptual Advances in the Default Space Model of Consciousness (Articles)

Ravinder Jerath, Connor Beveridge, Michael Jensen

World Journal of Neuroscience Vol.8 No.2, May 11, 2018

DOI: 10.4236/wjns.2018.82020 1,028 Downloads 3,395 Views Citations
Predicting Multiple-Borrowing Default among Microfinance Clients (Articles)

Kanish Debnath, Priyanka Roy

Theoretical Economics Letters Vol.8 No.10, June 20, 2018

DOI: 10.4236/tel.2018.810116 1,868 Downloads 4,174 Views Citations
Concentration Risk Indicator (Articles)

Anis Hadzisalihovic, Johann Pruckner, Andreas Kern

Journal of Financial Risk Management Vol.8 No.2, June 20, 2019

DOI: 10.4236/jfrm.2019.82007 21,986 Downloads 36,104 Views Citations
On Pareto Efficiency in Asset Markets (Articles)

Kazuhiro Takino

Theoretical Economics Letters Vol.9 No.7, October 11, 2019

DOI: 10.4236/tel.2019.97158 794 Downloads 2,350 Views Citations
From Biological Rhythms to the Default Mode Network: What Lies beneath the Tip of the Iceberg of Mind? (Articles)

Ravinder Jerath, Connor Beveridge

World Journal of Neuroscience Vol.9 No.4, October 21, 2019

DOI: 10.4236/wjns.2019.94020 1,013 Downloads 4,705 Views Citations
Management of Tied up Revenues and Funds after Bankruptcy of a Municipality: Old and Recent Rules and Guidelines in Italy (Articles)

Oriana Vinciguerra, Vincenzo Golini, Luigi Di Lorenzo

Open Journal of Business and Management Vol.10 No.4, July 27, 2022

DOI: 10.4236/ojbm.2022.104095 261 Downloads 892 Views Citations
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1, January 10, 2014

DOI: 10.4236/jmf.2014.41002 5,112 Downloads 8,364 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model (Articles)

Alma P. Bimbabou Maboulou, Hopolang P. Mashele

Journal of Mathematical Finance Vol.5 No.3, July 16, 2015

DOI: 10.4236/jmf.2015.53024 4,363 Downloads 5,985 Views Citations
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2, March 9, 2016

DOI: 10.4236/jmf.2016.62021 3,052 Downloads 4,423 Views Citations
CVA under Bates Model with Stochastic Default Intensity (Articles)

Yaqin Feng

Journal of Mathematical Finance Vol.7 No.3, July 31, 2017

DOI: 10.4236/jmf.2017.73036 1,716 Downloads 3,804 Views Citations
Modeling Ultimate Loss-Given-Default and Time-to-Resolution on Corporate Debt (Articles)

Michael Jacobs, Jr.

Journal of Financial Risk Management Vol.13 No.2, June 28, 2024

DOI: 10.4236/jfrm.2024.132020 294 Downloads 1,593 Views Citations

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