Concept

Bond credit rating

Related publications (34)

Frihet, sikkerhet, forstaden: Brev fra Amerika

Why have countries formerly leading public policies of housing – Norway, the U.K., France, etc. – shifted towards privatizing accommodation from the late 1970s? Have these States merely let go of housing and handed it over to private interests in the name ...

2024

A contagion process with self-exciting jumps in credit risk applications

Puneet Pasricha

The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlations significantly affect the portfolio loss distribution and hence play a sig ...

TAYLOR & FRANCIS LTD2022

Essays in Banking and Financial Regulation

Susanne Johanna Petronella Léonie Vissers

This thesis examines how banks choose their optimal capital structure and cash reserves in the presence of regulatory measures. The first chapter, titled Bank Capital Structure and Tail Risk, presents a bank capital structure model in which bank assets a ...

EPFL2021

Does It Pay to Do Novel Science? The Selectivity Patterns in Science Funding

Fabiana Visentin, Charles Chadi Ayoubi, Michele Pezzoni

Public funding agencies aim to fund novel breakthrough research to promote the radical scientific discoveries of tomorrow. Identifying the profiles of scientists being financed to pursue their research is therefore crucial. This paper shows that the fundin ...

OXFORD UNIV PRESS2021

The influence of façade and space design on building occupants’ indoor experience

Marilyne Andersen, Luisa Pastore

Existing research on user’s satisfaction at the workplace have shown that occupants’ perceived comfort depends on a number of environmental and non-environmental factors and that forgiveness, meant as the indulgent attitude towards inadequate indoor enviro ...

2021

Morphology and interfacial strength of nonisothermally fusion bonded hard and soft thermoplastics

Pierre-Etienne Bourban, Rajasundar Chandran

Nonisothermally fusion bonded butt joints were prepared by overmolding thermoplastic elastomers (TPEs) onto isotactic polypropylene (iPP) inserts in order to investigate the effect of processing conditions on the bond strength and interfacial microstructur ...

2018

Inventory dynamics in process industries: An empirical investigation

Ralf Seifert, Olov Isaksson, Philipp Urs Moser

Process industry firms have thrived in recent decades, but changes in the markets are currently putting both growth and profitability at risk. In this context, inventory management is increasingly viewed as an essential lever for creating a sustainable com ...

Elsevier2017

Expectations-driven cycles in the housing market

Luisa Lambertini

This paper explores the transmission of "news shocks" in a model of the housing market and shows that anticipated signals or beliefs of future macroeconomic developments can generate boom-bust cycles in the housing market and lead to business cycle fluctua ...

2017

TimeRank: A dynamic approach to rate scholars using citations

Giovanni Colavizza, Massimo Franceschet

Rating has become a common practice of modern science. No rating system can be considered as final, but instead several approaches can be taken, which magnify different aspects of the fabric of science. We introduce an approach for rating scholars which us ...

Elsevier Science Bv2017

On Bounding Credit-Event Risk Premia

Pierre Collin Dufresne

Reduced-form models of default that attribute a large fraction of credit spreads to compensation for credit-event risk typically preclude the most plausible economic justification for such risk to be priced, namely, a contemporaneous drop in the market por ...

Oxford University Press2015

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