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Credit risk analysis : reflections on the use of the logit model

Barual, Concepción; García, Fernando; Giménez, Vincente - In: Journal of applied finance & banking 2 (2012) 6, pp. 1-13

having access to efficient methods of quantifying credit risk, or the probability of default. The logit models are among the … to quantify companies’ credit risk. The present study describes the problems that arise with logit on a sample of Spanish …. -- credit risk ; default ; logit model …

Persistent link: https://www.econbiz.de/10009741564

Forecasting corporate distress in the Asian and Pacific region

Moro, Russ; Härdle, Wolfgang; Aliakbari, Saeideh; … - 2011

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 …

Persistent link: https://www.econbiz.de/10009125559

Three essays in banking

Antoniades, Adonis - 2013

Persistent link: https://www.econbiz.de/10012501790

Forecasting distress in European SME portfolios

Filipe, Sara Ferreira; Grammatikos, Theoharry; Michala, … - In: Journal of banking & finance 64 (2016), pp. 112-135

Persistent link: https://www.econbiz.de/10011634271

Statistische Methoden in der Finanzwirtschaft : Grundlagen - Methoden - Beispiele : mit 66 Bildern und zahlreichen Tabellen

Scheid, Sandro - 2017

Persistent link: https://www.econbiz.de/10011720346

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

Persistent link: https://www.econbiz.de/10011814892

Predicting financial distress in Latin American companies : a comparative analysis of logistic regression and random forest models

Barboza, Flavio Luiz de Moraes; Altman, Edward I. - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014534855

Forecasting Corporate Distress in the Asian and Pacific Region

Moro, Russ - 2017

This study analyses credit default risk for firms in the Asian and Pacific region by applying two methodologies: a …

Persistent link: https://www.econbiz.de/10012966310

Einfache ökonometrische Verfahren für die Kreditrisikomessung : Logit- und Probit-Modelle

Kaiser, Ulrich - 2000

Persistent link: https://www.econbiz.de/10013444419

Forecasting corporate default risk in China

Zhang, Xuan; Zhao, Yang; Yao, Xiao - In: International journal of forecasting 38 (2022) 3, pp. 1054-1070

Persistent link: https://www.econbiz.de/10013349641

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