Forecasting the loss given default of bank loans with a hybrid multilayer LGD model by extending multidimensional signals
Mengting Fan, Zan Mo, Qizhi Zhao, Hongming Gao, Hongwei Liu and Hui Zhu
| Year of publication: |
2022
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|---|---|
| Authors: | Fan, Mengting ; Mo, Zan ; Zhao, Qizhi ; Gao, Hongming ; Liu, Hongwei ; Zhu, Hui |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 16.2022, 4, p. 37-75
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| Subject: | credit risk assessment | loss given default (LGD) prediction | signaling theory | machinelearning | interpretability | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Prognoseverfahren | Forecasting model | Kreditgeschäft | Bank lending | Signalling | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JRMV.2022.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014239847