Similar Search Results

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

A survival approach to prediction of default drivers for Indian listed companies

Gupta, Vandana - In: Theoretical economics letters 7 (2017) 2, pp. 116-138

Persistent link: https://www.econbiz.de/10011660218

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

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

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

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