Similar Search Results

Credit risk prediction : a comparative study between discriminant analysis and the neural network approach

Khemakhem, Sihem; Boujelbène, Younés - In: Journal of accounting & management information systems … 14 (2015) 1, pp. 60-78

Banks are concerned with the assessment of the risk of financial distress before giving out a loan. Many researchers proposed the use of models based on the Neural Networks in order to help the banker better make a decision. The objective of this paper is to explore a new practical way based on...

Persistent link: https://www.econbiz.de/10011311150

Forecasting lifetime credit losses : modelling considerations for complying with the new FASB and IASB current expected credit loss models

McPhail, Joseph E.; McPhail, Lihong Lu - In: Journal of risk management in financial institutions 7 (2014) 4, pp. 375-388

Persistent link: https://www.econbiz.de/10011346965

Forecasting probabilities of default and loss rates given default in the presence of selection

Rösch, Daniel; Scheule, Harald - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 393-407

Persistent link: https://www.econbiz.de/10010251696

Improving bankruptcy prediction in micro-entities by using nonlinear effects and non-financial variables

Blanco-Oliver, Antonio; Irimia-Dieguez, Ana; … - In: Finance a úvěr 65 (2015) 2, pp. 144-166

Persistent link: https://www.econbiz.de/10010504703

Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio

Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70

Persistent link: https://www.econbiz.de/10011410323

Explaining aggregated recovery rates

Höcht, Stephan; Wieczorek, Jakub; Zagst, Rudi - In: Risks : open access journal 10 (2022) 1, pp. 1-30

This study on explaining aggregated recovery rates (ARR) is based on the largest existing loss and recovery database for commercial loans provided by Global Credit Data, which includes defaults from 5 continents and over 120 countries. The dependence of monthly ARR from bank loans on various...

Persistent link: https://www.econbiz.de/10012805466