Concepedia

Risk-based Pricing

Risk-Based Pricing is a credit pricing strategy in which interest rates and loan terms are differentiated according to the borrower’s assessed credit risk, enabling lenders to align financial returns with the probability of default.

121

Publications

5.8K

Citations

223

Authors

166

Institutions

Publications per year

2017–2026

21

Parents

Publications

121

Credit Swap Valuation

Darrell Duffie · Financial Analysts Journal · 1999 · 639 citations

, , +17

The Financialization of Home and the Mortgage Market Crisis

Competition & Change · 2008 · 527 citations

, , +17

Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management

Wolfgang Breymann · Journal of the American Statistical Association · 2006 · 256 citations · Full text

, , +17

The Rise of Risk-Based Pricing of Mortgage Interest Rates in Italy

Silvia Magri, Raffaella Pico · SSRN Electronic Journal · 2010 · 242 citations · Full text

, , +14

The Evolution of the Subprime Mortgage Market

Souphala Chomsisengphet, Anthony Pennington‐Cross · 2006 · 230 citations · Full text

, , +17

1–5 of 121

Authors

223

  1. SA
    Stuart A. Gabriel

    University of California, Los Angeles, United States

    3 publications · 147 citations

    3

    h-index

  2. WE
    Wendy Edelberg

    Federal Reserve Board of Governors, United States

    3 publications · 283 citations

    3

    h-index

  3. YD
    Yongheng Deng

    University of Wisconsin–Madison, United States

    3 publications · 147 citations

    3

    h-index

  4. SM
    Silvia Magri

    Bank of Italy, Italy

    2 publications · 262 citations

    2

    h-index

  5. GD
    Glenn D. Rudebusch

    Federal Reserve Bank of San Francisco, United States

    2 publications · 163 citations

    2

    h-index

1–5 of 223

Institutions

166

  1. Columbia University

    New York, United States

    4 h-index

    4 publications

    784 citations

  2. Federal Reserve

    Washington D.C., United States

    2 h-index

    2 publications

    75 citations

  3. Simon Fraser University

    Burnaby, Canada

    2 h-index

    2 publications

    168 citations

  4. Frankfurt School of Finance & Management

    Frankfurt am Main, Germany

    2 h-index

    2 publications

    45 citations

  5. Tongji University

    Shanghai, China

    2 h-index

    5 publications

    74 citations

  6. Macquarie University

    Sydney, Australia

    2 h-index

    3 publications

    32 citations

  7. Federal Reserve Board of Governors

    Washington D.C., United States

    2 h-index

    2 publications

    75 citations

  8. London Business School

    London, United Kingdom

    2 h-index

    3 publications

    143 citations

1–8 of 166

Venues

  1. SSRN Electronic Journal

    Repository · 20 publications · 659 citations

    14

    h-index

  2. Journal of Banking & Finance

    5 publications · 236 citations

    5

    h-index

  3. The Journal of Finance

    3 publications · 136 citations

    3

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 3 publications · 49 citations

    3

    h-index

  5. Management Science

    2 publications · 69 citations

    2

    h-index

1–5