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Internal ratings, credit risk, Value-at-Risk, banks, Basel II, retail credit, SME, risk weights
Internal ratings, credit risk, tails, Value-at-Risk, banks, Basel II
Internal ratings, rating systems, credit risk, tails, Value-at-Risk, banks, Basel II
Internal Ratings Based approach, relative risk weights, Value-at-Risk, credit risk models
Firm default, default risk, credit risk, corporate loans, duration model, survival, macroeconomy
IRB, Basel II, internal ratings, loan portfolio, credit risk, macroeconomic development
Default, default-risk model, business cycles, aggregate fluctuations, microdata, logit, firm-specific variables, macroeconomic variables
default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables
business cycles, default, default-risk model, logit model, macroeconomic variables and micro-data
Default, default-risk model, business cycles, aggregate fluctuations, micro-data, logit, firm-specific variables, macroeconomic variables
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Business cycles, Default, Default-risk model, Logit model, Macroeconomic variables, Micro-data
bankruptcy risk model, micro-data, logistic spline regression, financial ratios
Trade credit, Credit contracts, Financing constraints
Liquidity management, Trade credit, Risk sharing
Trade credit, prices, inflation, liquidity, counterparty risk
Default risk models, business cycles, price stability, financial stability, financial and real interaction
