Search Results - subject:"Credit Risk"

Leveraging prices from credit and equity option markets for portfolio risk management

Bégin, Jean-François; Boudreault, Mathieu; … - In: The journal of futures markets 44 (2024) 1, pp. 122-147

Persistent link: https://www.econbiz.de/10014475433

Analyzing the impact of carbon risk on firms' creditworthiness in the context of rising interest rates

Batoon, Aimee Jean; Rroji, Edit - In: Risks : open access journal 12 (2024) 1, pp. 1-21

initiatives, this transition risk will certainly need to be incorporated into a firm' credit risk assessment. In this paper, we …

Persistent link: https://www.econbiz.de/10014481048

Exploring the impact of financial literacy on predicting credit default among farmers : an analysis using a hybrid machine learning model

Lu, Zhiqiang; Li, Hongyu; Wu, JunJie - In: Borsa Istanbul Review 24 (2024) 2, pp. 352-362

variables, which indicate significant improvement in the predictive accuracy about credit risk when financial literacy factors … credit risk assessment variable. This research has profound implications for financial inclusion and credit risk management … effective financial education programs. This study enriches the literature on credit risk prediction by introducing financial …

Persistent link: https://www.econbiz.de/10014495219

Discrete-time survival models with neural networks for age-period-cohort analysis of credit risk

Wang, Hao; Bellotti, Anthony; Qu, Rong; Bai, Ruibin - In: Risks : open access journal 12 (2024) 2, pp. 1-26

Survival models have become popular for credit risk estimation. Most current credit risk survival models use an … credit risk. …

Persistent link: https://www.econbiz.de/10014497384

Assessing the impact of macroprudential policies on housing credit dynamics : evidence from India

Yadav, Amar Nath; Kumar, Vivek; Chakrawal, Alok Kumar; … - 2024

Persistent link: https://www.econbiz.de/10014526609

Asymmetric sovereign risk : implications for climate change preparation

Gómez González, José Eduardo; Uribe, Jorge; … - 2024

Climate change adaptation efforts are heavily dependent on a country's fiscal capacity and the associated costs of undertaking adaptation policies. The current accumulation of high debt levels in emerging and low-income developing countries, which are disproportionately affected by climate...

Persistent link: https://www.econbiz.de/10014529900