Papers on credit risk and related topics.

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