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Support Vector Machines (SVM) as a Technique for Solvency Analysis

Auria, Laura; Moro, Rouslan A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2008

This paper introduces a statistical technique, Support Vector Machines (SVM), which is considered by the Deutsche Bundesbank as an alternative for company rating. A special attention is paid to the features of the SVM which provide a higher accuracy of company classification into solvent and...

Persistent link: https://www.econbiz.de/10004963659

Rating Companies with Support Vector Machines

Härdle, Wolfgang K.; Moro, Rouslan A.; Schäfer, Dorothea - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2004

The goal of this work is to introduce one of the most successful among recently developed statistical techniques - the support vector machine (SVM) - to the field of corporate bankruptcy analysis. The main emphasis is done on implementing SVMs for analysing predictors in the form of financial...

Persistent link: https://www.econbiz.de/10004963932

EU Banks Rating Assignments: Is there Heterogeneity between New and Old Member Countries?

Caporale, Guglielmo Maria; Matousek, Roman; Stewart, Chris - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2010

differences in financial factors, which may reflect differences in country risk and the legal and regulatory framework that banks …

Persistent link: https://www.econbiz.de/10008494125

Macroeconomic Uncertainty and Bank Lending: The Case of Ukraine

Talavera, Oleksandr; Tsapin, Andriy; Zholud, Oleksandr - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006

uncertainty. This proposition is tested using a panel of Ukrainian banks collected from NBU and covering the period 2003q1-2005q3 …. The results indicate that banks increase their lending ratios when macroeconomic uncertainty decreases. We demonstrate … that our results are robust with respect to the measurement of macroeconomic uncertainty. The reaction of banks to changes …

Persistent link: https://www.econbiz.de/10005068643

Informed Capital in a Hostile Environment: The Case of Relational Investors in Germany

Schäfer, Dorothea; Schilder, Dirk - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2006

significant differences between the investors which are linked to banks and those financiers which are not. Although, the …

Persistent link: https://www.econbiz.de/10005068684

Bank Competition and Firm Growth in the Enlarged European Union

Pellényi, Gábor; Borkó, Tamás - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

We examine the impact of bank competition and institutional factors on net firm entry in a sample of European manufacturing industries over the 1995-2006 period. Taking into account industry differences in the need for external finance, we find that bank competition helps firm entry. In...

Persistent link: https://www.econbiz.de/10005069154

Bank Competition and Firm Growth in the Enlarged European Union

Pellényi, Gábor; Borkó, Tamás - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2009

Persistent link: https://www.econbiz.de/10011128097

Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area

Fratzscher, Marcel; Rieth, Malte - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2015

and banks. Finally, we find spillover effects in particular from sovereigns in the euro area periphery to the core …

Persistent link: https://www.econbiz.de/10011164334