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Predicting distress in European banks
Betz, Frank; Oprică, Silviu; Peltonen, Tuomo; Sarlin, Peter - In: Journal of banking & finance 45 (2014), pp. 225-241
Persistent link: https://www.econbiz.de/10010466589
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Forecasting banks' corporate loan losses under stress : a new corporate default model
Bruneau, Gabriel; Duprey, Thibaut; Hipp, Ruben - 2022 - Last updated: October 3, 2022
Persistent link: https://www.econbiz.de/10013389052
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A fuzzy-set qualitative comparative analysis model to predict bank bailouts : a study of the Spanish financial system
Bustos-Contell, Elisabeth; Climent-Serrano, Salvador; … - In: Economic research 34 (2021) 1,3, pp. 2555-2571
Persistent link: https://www.econbiz.de/10014231836
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Forecasting mortgage defaults : evidence from UK portfolio-level data
Makropoulos, Alexios; Savvopoulos, Anastasios; Jones, … - In: International journal of computational economics and … 5 (2015) 2, pp. 199-210
Persistent link: https://www.econbiz.de/10011342888
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Informed bond trading, corporate yield spreads, and corporate default prediction
Han, Song; Zhou, Xing - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 675-694
Persistent link: https://www.econbiz.de/10010347894
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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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Forecasting consumer credit recovery failure : classification approaches
Kim, Hyeongjun; Cho, Hoon; Ryu, Doojin - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 117-140
Persistent link: https://www.econbiz.de/10012816939
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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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Reliability and accuracy of alternative default prediction models : evidence from Slovakia
Rybárová, Daniela; Majdúchová, Helena; Štetka, Peter; … - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-33
The aim of this paper is to assess the reliability of alternative default prediction models in local conditions, with subsequent comparison with other generally known and globally disseminated default prediction models, such as Altman's Z-score, Quick Test, Creditworthiness Index, and Taffler's...
Persistent link: https://www.econbiz.de/10012698358