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. …

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 …

This study analyses credit default risk for firms in the Asian and Pacific region by applying two methodologies: a … true across different years. -- Credit risk ; Bankruptcy ; Asian companies ; SVM …