Narrow search
Showing 71 - 80 of 771,125
Cover Image
Survey of credit risk models in relation to capital adequacy framework for financial institutions
Nacaskul, Poomjai - In: Journal of governance and regulation : international … 5 (2016) 4, pp. 68-84
Persistent link: https://www.econbiz.de/10011673803
Cover Image
Neural networks VS discriminant analysis in the assessment of default
Wójcicka, Aleksandra - In: Annales Universitatis Mariae Curie-Skłodowska / H 51 (2017) 5, pp. 339-349
Persistent link: https://www.econbiz.de/10011990622
Cover Image
Capacity of neural networks and discriminant analysis in classifying potential debtors
Piasecki, Krzysztof; Wójcicka-Wójtowicz, Aleksandra - In: Folia oeconomica Stetinensia : FOS 17 (2017) 2, pp. 129-143
Persistent link: https://www.econbiz.de/10011931015
Cover Image
Estimating correlation parameters in credit portfolio models under time-varying and nonhomogeneous default probabilities
Jakob, Kevin - In: The journal of credit risk : published quarterly by … 18 (2022) 4, pp. 29-63
Persistent link: https://www.econbiz.de/10014247865
Cover Image
A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection
Hjelseth, Ida Nervik; Raknerud, Arvid; Vatne, Bjørn Helge - 2022
weights in the estimation and find that weighting has a large impact on variable selection and predictions and, generally …
Persistent link: https://www.econbiz.de/10013337991
Cover Image
Benchmarking machine learning models to predict corporate bankruptcy
Alanis, Emmanuel; Chava, Sudheer; Shah, Agam - In: The journal of credit risk : published quarterly by … 19 (2023) 2, pp. 77-110
Persistent link: https://www.econbiz.de/10014488911
Cover Image
Firm support measures, credit payment behavior, and credit risk
Gómez, Camilo; Rodríguez-Novoa, Daniela - 2024
This paper examines the relationship between three government support measures (debt moratorium, credit guarantee programs, and payroll subsidies) and the firm's payment behavior on loans in Colombia. To do so, we take advantage of the COVID-19 pandemic and use it as a case study. Using highly...
Persistent link: https://www.econbiz.de/10014472331
Cover Image
Parametric estimation of latent default frequency in credit insurance
Giacomelli, Jacopo - In: Journal of the Operational Research Society 74 (2023) 1, pp. 330-350
Persistent link: https://www.econbiz.de/10014231726
Cover Image
An integrated multi-model credit rating system for private firms
Butera, Giovanni; Faff, Robert W. - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 311-340
Persistent link: https://www.econbiz.de/10003374249
Cover Image
Credit risk models: an analysis of default correlation
Qi, Howard; Xie, Yan Alice; Liu, Sheen - In: The international journal of business and finance … 4 (2010) 1, pp. 37-49
Persistent link: https://www.econbiz.de/10003955684