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A model of credit risk in the corporate sector based on bankruptcy prediction

Hjelseth, Ida Nervik; Raknerud, Arvid - 2016

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The domino effect of credit defaults : test of asymmetric default correlations using realised default data

Li, Leon; Chen, Carl R. - In: Applied economics 50 (2018) 44, pp. 4803-4813

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Industry specific defaults

Kwon, Tae Yeon; Lee, Yoonjung - In: Journal of empirical finance 45 (2018), pp. 45-58

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Endogenous debt maturity : liquidity risk vs. default risk

Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018

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Default prediction using balance-sheet data : a comparison of models

Behr, Andreas; Weinblat, Jurij - In: Journal of risk finance : the convergence of financial … 18 (2017) 5, pp. 523-540

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Forecasting loss given default of bank loans with multi-stage model

Tanoue, Yuta; Kawada, Akihiro; Yamashita, Satoshi - In: International journal of forecasting 33 (2017) 2, pp. 513-522

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Household's optimal mortgage and unsecured loan default decision

Kim, Jiseob - In: Journal of macroeconomics 45 (2015), pp. 222-244

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Grabit : gradient tree-boosted Tobit models for default prediction

Sigrist, Fabio; Hirnschall, Christoph - In: Journal of banking & finance 102 (2019), pp. 177-192

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Modelling probability of default and optimal PTI level by using a household survey

Balás, Tamás; Banai, Ádám; Hosszú, Zsuzsanna - In: Acta oeconomica : periodical of the Hungarian Academy … 65 (2015) 2, pp. 183-209

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Causes of non-payment of mortgage loans : theoretical and practical aspects

Mitrašević, Mirela; Bardarova, Snezana - In: UTMS journal of economics / University of Tourism and … 11 (2020) 2, pp. 138-150

Due to the significant share of mortgage loans in the portfolio structure of a large number of commercial banks, monitoring the ability of the household sector to repay debts is very important for financial stability. Since the accumulation of non-performing loans in banks' balance sheets is...

Persistent link: https://www.econbiz.de/10012427987