Papers on credit risk and related topics.
| Title | Author(s) | Year | Paper |
|---|---|---|---|
| No. 01/2024 | Model Shift and Model Risk Management | Alan Forrest | 2024 | Download Paper (PDF) |
| No. 02/2024 | Unleashing the power of text for credit default prediction: Comparing human generated and AI-generated texts | Zongxiao Wu, Yizhe Dong, Yaoyiran Lib, Baofeng Shic | 2024 | Download Paper (PDF) |
| No. 03/2024 | Navigating dynamic financial risk: a latent Markov approach to safeguard vulnerable consumers in Open Banking | Rui Ying Goh, Galina Andreeva, Yi Cao | 2024 | Download Paper (PDF) |
| No. 04/2024 | A Theory of Borrowers | Joseph L. Breeden | 2024 | Download Paper (PDF) |
| No. 05/2024 | The menopause transition and the gender gap in entrepreneurship | Louise Rowllings | 2024 | Download Abstract (PDF) , Download Paper (PDF) |
| No. 06/2024 | Unavoidable Model Risk in Expected Credit Loss models under IFRS9 and CECL | Alan Forrest | 2024 | Download Paper (PDF) |
| No. 07/2024 |Which households are credit constrained in Europe? | Jonathan Crook | 2024 | Download Paper (PDF) |
| No. 01/2023 | The Double-Edged Sword of Big Data and Information Technology for the Disadvantaged: A Cautionary Tale from Open Banking | Savina D. Kim, Galina Andreeva, and Michael Rovatsos | 2023 | Download Paper (PDF) |
| No. 02/2023 | Volatility prediction via interpretable models through the lens of vulnerability: an application to Open Banking | Rui Ying Goh, Galina Andreeva and Yi Cao | 2023 | Download Paper (PDF) |