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Advances in Credit Risk Modeling and Management

Vrins, Frédéric
(2019) Risks — (2019)

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Abstract
This Special Issue aims at collating papers contributing methodologically and/or computationally, towards a more rigorous and reliable management of credit risk of financial institutions. Theoretical and empirical research works covering theoretical properties and/or computational aspects of risk measures are welcome.
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Vrins, F. (2019). Advances in Credit Risk Modeling and Management. Risks. Published. https://hdl.handle.net/2078.5/123633 (Original work published 2019)