Zobrazeno 1 - 10
of 2 231
pro vyhledávání: '"Probability of default"'
Publikováno v:
Journal of Economic and Administrative Sciences, 2022, Vol. 40, Issue 2, pp. 168-181.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JEAS-09-2021-0181
Autor:
Dhima, Julien, Bruneau, Catherine
Publikováno v:
The Journal of Risk Finance, 2024, Vol. 25, Issue 2, pp. 337-365.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-05-2023-0124
Publikováno v:
Managerial Finance, 2023, Vol. 50, Issue 3, pp. 473-497.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/MF-09-2022-0410
Autor:
Modisane B. Seitshiro, Seshni Govender
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
AbstractThe credit risk assessment process is necessary for maintaining financial stability, cost and time efficiency, model performance accuracy, comparability analysis and future business implications in the commercial banking sector. By accurately
Externí odkaz:
https://doaj.org/article/62d77f92545243b48ea887cac17961f7
Publikováno v:
Journal of Business and Social Review in Emerging Economies, Vol 10, Iss 2 (2024)
Purpose: Specific objectives are to establish the effect of effect of probability of default and financial performance of Commercial Banks in Kenya. The theoretical framework was based on asymmetric information. Methodology/Approach: The adopted m
Externí odkaz:
https://doaj.org/article/aab79dee77d54285bcff46772155b0a9
Autor:
Michael Jacobs, Jr
Publikováno v:
Data Science in Finance and Economics, Vol 4, Iss 1, Pp 1-52 (2024)
In this study we investigate alternative interpretable machine learning ("IML") models in the context of probability of default ("PD") modeling for the large corporate asset class. IML models have become increasingly prominent in highly regulated ind
Externí odkaz:
https://doaj.org/article/44ea04c9d1584642b54fa2b545b95f5b
Autor:
Pratap, Kumar V, author, Gupta, Manshi, author
Publikováno v:
Infrastructure Financing in India : Trends, Challenges, and Way Forward, 2023.
Externí odkaz:
https://doi.org/10.1093/oso/9780198884934.003.0013
Autor:
Alexey Litvinenko
Publikováno v:
Contabilitate şi Informatică de Gestiune, Vol 22, Iss 3, Pp 518-553 (2023)
Research Questions: In the present paper the author answers the following research questions: 1) What are the potential strengths of the credit risk model based on the cash flow principle? 2) What are the weaknesses of the accrual-based credit risk m
Externí odkaz:
https://doaj.org/article/54d7341b94c04a10b5ea279e6d334509
Publikováno v:
مدلسازی اقتصادسنجی, Vol 8, Iss 2, Pp 69-95 (2023)
The significant share of loans in the asset portfolio of banks has turned credit risk into one of the most important risks in the banking industry. Considering the difference in the structure, profit motive and risk management in different banks, the
Externí odkaz:
https://doaj.org/article/2f0e6a48833c402d987e68be40dabbad
Publikováno v:
Australasian Accounting, Business and Finance Journal, Vol 17, Iss 4, Pp 128-148 (2023)
We examine the debt holders' wealth effect of Australian firms and the factors that determine firms' decision to issue unit rights. The sample consists of 638 offerings observations spanning from year 2000 to 2014. Probability of default has been use
Externí odkaz:
https://doaj.org/article/3828b559fd144ec8b89c0a2b0f52e63e