Multiperiod default probability forecasting
Year of publication: |
2022
|
---|---|
Authors: | Blümke, Oliver |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 4, p. 677-696
|
Subject: | credit risk | default prediction | discrete-time survival modeling | IFRS 9 | US-GAAP CECL | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | IFRS | Insolvenz | Insolvency | Wahrscheinlichkeitsrechnung | Probability theory | Kreditwürdigkeit | Credit rating | Theorie | Theory |
-
Default prediction using balance-sheet data : a comparison of models
Behr, Andreas, (2017)
-
A multicriteria forecast of the default probability in credit risk assessment
Couto, Ayrton Benedito Gaia do, (2020)
-
Predicting SMEs' default risk : evidence from bank-firm relationship data
Modina, Michele, (2023)
- More ...
-
Multiperiod default probability forecasting
Blümke, Oliver, (2021)
-
Probability of default estimation and validation within context of the credit cycle
Blümke, Oliver, (2010)
-
Blümke, Oliver, (2012)
- More ...