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Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt
Philosophov, Leonid V.; Batten, Jonathan A.; … - In: Mathematics and financial economics 1 (2008) 3/4, pp. 181-212
Persistent link: https://www.econbiz.de/10003722520
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Forecasting probabilities of default and loss rates given default in the presence of selection
Rösch, Daniel; Scheule, Harald - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 393-407
Persistent link: https://www.econbiz.de/10010251696
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Improving bankruptcy prediction in micro-entities by using nonlinear effects and non-financial variables
Blanco-Oliver, Antonio; Irimia-Dieguez, Ana; … - In: Finance a úvěr 65 (2015) 2, pp. 144-166
Persistent link: https://www.econbiz.de/10010504703
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Multiperiod default probability forecasting
Blümke, Oliver - In: Journal of forecasting 41 (2022) 4, pp. 677-696
Persistent link: https://www.econbiz.de/10013287842
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Neural networks VS discriminant analysis in the assessment of default
Wójcicka, Aleksandra - In: Annales Universitatis Mariae Curie-Skłodowska / H 51 (2017) 5, pp. 339-349
Persistent link: https://www.econbiz.de/10011990622
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Mortgages : estimating default correlation and forecasting default risk
Neumann, Tobias - 2018
Persistent link: https://www.econbiz.de/10011914364
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Using cutting-edge tree-based stochastic models to predict credit risk
Halteh, Khaled; Kumar, Kuldeep; Gepp, Adrian - In: Risks : open access journal 6 (2018) 2, pp. 1-13
Credit risk is a critical issue that affects banks and companies on a global scale. Possessing the ability to accurately predict the level of credit risk has the potential to help the lender and borrower. This is achieved by alleviating the number of loans provided to borrowers with poor...
Persistent link: https://www.econbiz.de/10011867384
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Capacity of neural networks and discriminant analysis in classifying potential debtors
Piasecki, Krzysztof; Wójcicka-Wójtowicz, Aleksandra - In: Folia oeconomica Stetinensia : FOS 17 (2017) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10011931015
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A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Altman, Edward I. - In: The journal of credit risk : published quarterly by … 14 (2018) 4, pp. 1-34
Persistent link: https://www.econbiz.de/10012041794
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Intertemporal forecasts of defaulted bond recoveries and portfolio losses
Kalotay, Egon A.; Altman, Edward I. - In: Review of finance : journal of the European Finance … 21 (2017) 1, pp. 433-463
Persistent link: https://www.econbiz.de/10011778628