Articles in journals with impact factor
2023 Consistency of Banks’ Internal Probability of Default Estimates: Empirical Evidence from the COVID-19 Crisis, Journal of Banking and Finance
2021 Bank-sourced credit transition matrices: Estimation and characteristics, European Journal of Operational Research
2021 Bank-Sourced Transition Matrices: Are Banks’ InternalCredit Risk Estimates Markovian?, Journal of Credit Risk
IES Working Papers
2020 Consistency of Banks' Internal Probability of Default Estimates, IES Working Papers 44/2020
2019 Bank-Sourced Transition Matrices: Are Banks' Internal Credit Risk Estimates Markovian?, IES Working Papers 3/2019
Submissions
2021 Consistency of Banks’ Internal Probability of Default Estimates: Empirical Evidence from the COVID-19 Crisis, Journal of Banking and Finance (submitted in Jun-21)
