Credit decision model and mechanisms under default risk

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Home > Archive>Volume 15, Issue 4, 2012 >58-70 Online First

Credit decision model and mechanisms under default risk
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Key words:违约概率; 项目成功概率; 信贷决策模型与机制; 激励相容性; 个体合理性

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[2]WANG Chun-feng,YANG Jian-lin,JIANG Xiang-lin.Management of interest rate risk with default risk[J].Journal of Management Science,2006,9(2):53-60.

[3]WANG Chun-feng,LI Wen-hua.Credit risk assessment in commercial banks under less samples[J].Journal of Management Science,2001,4(1):28-32.

[4]CHI Guo-tai,YU Shan-li.Credit rating division method with maximum default identification capability[J].Journal of Management Science,2019,22(11):106-126.

[5]SHI Xiao-jun,REN Ruo-en,XIAO Yuan-wen.Bounded logistic default risk model and empirical evidences from China[J].Journal of Management Science,2007,10(3):44-51.

[6]HANG Shi-dong,GUO Bing,FANG Zhao-ben.Study of credit risk term structure with stochastic default intensity[J].Journal of Management Science,2005,8(4):74-79.

[7]CHEN Rong-d,YU Huan-huan,YU Le-an,LI Ze-xi,JIN Cheng-lu,LIN Bo.Portfolio credit risk measurement based on mixed Poisson default intensity[J].Journal of Management Science,2018,21(12):54-69.

[8]PANG Su-lin.Credit decision model and mechanisms under default risk[J].Journal of Management Sciences in China,2012,15(4):58-70.

[9]Bidding under auctioneer default risk[J].Omega

[10]PANG Su-lin.Farmer credit loan decision model and application based on bank credit risk losing ratio[J].Journal of Management Sciences in China,2012,15(11).

[11]WANG Dong-jing,ZHANG Xiang-jian,ZHANG Jing-qing.Corporate debt maturity structure and default risk[J].Journal of Management Sciences in China,2009(2).

[12]Thomas Mählmann.On the correlation between fraud and default risk[J].Zeitschrift für Betriebswirtschaft,2010,80(12):1325-1352.

[13]CAI Jian-hu,ZHOU Gen-gui,HUANG Wei-lai.Study on two-echelon supply chain inventory decision model under VMI[J].Journal of Management Sciences in China,2008,11(4).

[14]AI Chun-rong,ZHANG Yi,CUI Chang-feng.Bond's liquidity and default risk correlation premium and empirical test[J].Journal of Management Sciences in China,2015,18(5).

[15]CHENG Gong,ZHANG Wei,XIONG Xiong.Noisy information, structural model and bank evaluation of default probability[J].Journal of Management Sciences in China,2007,10(4):38-48.

[16]Salvatore Corrente,Salvatore Greco,Benedetto Matarazzo,Roman Słowiński.Robust ordinal regression for decision under risk and uncertainty[J].Zeitschrift für Betriebswirtschaft,2016,86(1-2):55-83.

[17]Linking corporate social responsibility to firm default risk[J].European Management Journal

[18]Assessing default rate of corporate loan in the first-passage time model with jump risk[J].Journal of Management Sciences in China

[19]KOU Gang,LOU Chun-wei,PENG Yi,SHI Yong.A time series MCDM method for sovereign default risk evaluation[J].Journal of Management Sciences in China,2012,15(4):81-87.

[20]LIU Jian;CHEN Jian;LIAO Wen-he;MA Yi-zhong;LIU Si-feng.Dynamic decision process based on discrepancy of decision makers' risk preferences[J].Journal of Management Sciences in China,2016(4):1-15.

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