Central Bank Research Hub - JEL classification G33: Bankruptcy; Liquidation

Title Author(s)

Globel Macro-financial shocks and expected default frequencies in the Euro Area

European Central Bank Working papers [View] (Paper: 0875, 27.02.2008)

JEL: C33, F47, G32, G33

Estimating probabilities of default with support vector machines

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/18, 28.12.2007)

JEL: C14, C45, G33

Failure prediction models: performance, disagreements, and internal rating systems

National Bank of Belgium Working Papers [View] (Paper: 123, 13.12.2007)

JEL: D40, G21, G24, G28, G33

Creditor concentration: an empirical investigation

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2007/15, 07.12.2007)

JEL: G21, G32, G33

Distress selling and asset market feedback

Bank for International Settlements Working papers [View] (Paper: 229, 28.06.2007)

JEL: E44, E58, G10, G18, G33

Credit Risk Drivers: Evaluating the Contribution of Firm Level Information and of Macroeconomic Dynamics

Bank of Portugal Working papers [View] (Paper: 200707, 04.04.2007)

JEL: C25, C41, E32, G21, G33

The Bankruptcy Abuse Prevention and Consumer Protection Act: Means-Testing or Mean Spirited?

New York Fed Staff reports [View] (Paper: 279, 08.03.2007)

JEL: G33, K35

Money market derivatives and the allocation of liquidity risk in the banking sector

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2006/12, 26.01.2007)

JEL: D82, G21, G33

Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector

Bank of Canada Working papers [View] (Paper: 2006-47, 20.12.2006)

JEL: C15, G21, G33

The stability of efficiency rankings when risk-preferences and objectives are different

Deutsche Bundesbank Banking Supervision Discussion Papers [View] (Paper: 2006/08, 06.11.2006)

JEL: D21, G21, G33, L21

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