Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

A comparative analysis of current credit risk models

2000985 citationsJournal Article

Authors

Michel Crouhy · Canadian Imperial Bank of Commerce (Canada)

Dan Galai · Hebrew University of Jerusalem

Robert Mark · Canadian Imperial Bank of Commerce (Canada)

Topics & Keywords

Credit Risk and Financial Regulations Stochastic processes and financial applications Financial Markets and Investment Strategies

UN Sustainable Development Goals

Decent work and economic growthReduced inequalities

Publication Details

Published in: Journal of Banking & Finance

Volume 24, Issue 1-2, pp. 59-117

DOI: 10.1016/s0378-4266(99)00053-9

Field-Weighted Citation Impact: 45.14

A comparative analysis of current credit risk models | Researchclopedia