This paper proposes a credit scoring model for the empirical assessment of default risk drivers of shipping bank loans …. A unique dataset, consisting of the credit portfolio of a ship-lending bank is used to estimate a logit model with two … expected conditions in the extremely volatile global shipping freight markets, the risk appetite of borrowers – the shipowners …

This paper aims to model the probability of a borrower violating an asset value covenant in a shipping bank loan … on the largest dataset of shipping bank loans examined to date. Results reveal that the initial amount of loan over the …

the Central Credit Information System (KHR) and companies' financial statements, a database was created that covers all … the SMEs with loan contract, thus we were able to examine credit risk based on a uniquely large group of enterprises. In … the macroeconomic environment on credit risk also proved to be important in the fitting of our estimates. …

Introduction -- Theoretical Concepts of Credit Scoring -- Credit Scoring Methodologies -- Empirical Analysis …The scope of this study is to investigate the capability of AI methods to accurately detect and predict credit risks … machine learning methods are able to predict credit defaults of individuals more accurately than the logit model. Furthermore …

This paper describes simple econometric methods for the analysis of credit risk and applies them to a data set obtained … from credit files taken from six large German universal banks. The paper focuses on (i) binary and ordered probit …/logit models which enable the credit analyst to quantify the default probability of an individual credit, and (ii) on duration …