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Credit ratings and credit risk : is one measure enough?
Hilscher, Jens; Wilson, Mungo - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3414-3437
Persistent link: https://www.econbiz.de/10011760509
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Insights into credit loss rates : a global database
Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023
Persistent link: https://www.econbiz.de/10014284871
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An improved approach to evaluate default probabilities and default correlations with consistency
Li, Weiping; Krehbiel, Timothy L. - In: International journal of theoretical and applied finance 19 (2016) 5, pp. 1-29
Persistent link: https://www.econbiz.de/10011525108
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A Deep Neural Network (DNN) based classification model in application to loan default prediction
Bayraci, Selçuk; Susuz, Orkun - In: Theoretical and applied economics : GAER review 26 (2019) 4/621, pp. 75-84
Persistent link: https://www.econbiz.de/10012431899
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Credit risk scoring model for consumer financing : logistic regression method
Ismawati, Isti Yuli; Faturohman, Taufik - In: Comparative analysis of trade and finance in emerging …, (pp. 167-189). 2023
Persistent link: https://www.econbiz.de/10014317291
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Stress-testing and credit risk revisited : a shipping sector application
Merika, Anna; Negkakis, Ioannis; Penikas, Henry - In: International journal of banking, accounting and … 12 (2021) 4, pp. 347-367
Persistent link: https://www.econbiz.de/10012694425
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Financial liability stress tests : an approach based on the use of a rating migration matrix
Kleszcz, Klaudia; Nehrebecka, Natalia - In: Central European economic journal 7 (2020) 54, pp. 13-32
The article addresses the issue of stress testing based on the probability of bankruptcy and a rating migration matrix. The analysis is conducted on a sample of listed companies in Poland in the years 1998-2016, and the forecasts are made for the years 2016-2018. Particular attention is paid to...
Persistent link: https://www.econbiz.de/10012303645
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What drives municipalities default risk?
Errais, Eymen - In: International journal of economics and finance 11 (2019) 3, pp. 49-57
Persistent link: https://www.econbiz.de/10011995736
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Resolution of defaulted loan contracts : an empirical analysis of default resolution time and loss given default
Betz, Jennifer - 2018
Persistent link: https://www.econbiz.de/10012198130
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The impact of intellectual capital efficiency on Bank risks: empirical evidence from the Saudi banking industry
Alrashidi, Abdulelah; Alarfaj, Omar - In: International journal of economics and financial issues … 10 (2020) 4, pp. 206-214
Persistent link: https://www.econbiz.de/10012304125