Advanced Lending Operations and Credit Risk Assessment Using Purchase Order Information
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References listed on IDEAS
- Goldstein, Robert & Ju, Nengjiu & Leland, Hayne, 2001. "An EBIT-Based Model of Dynamic Capital Structure," The Journal of Business, University of Chicago Press, vol. 74(4), pages 483-512, October.
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"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
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- Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Michael Genser, 2006. "A Structural Framework for the Pricing of Corporate Securities," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-540-28685-1, December.
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- Suguru Yamanaka & Misaki Kinoshita, 2018. "A structural credit risk model based on purchase order information," Bank of Japan Working Paper Series 18-E-11, Bank of Japan.
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KeywordsPurchase order; Lending operations; Credit risk;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2017-01-08 (Banking)
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