Predicting the Cure of a Defaulted Company : Nonlinear Relationships between Loan-Related Variables And the Cure Probability

This study estimates the probability of a defaulted company being cured on the basis of data from a large international sample of defaulted companies. In particular, this study examines which of the characteristics of a defaulted company and its loan might help predict whether that company is likely to be cured or not

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Year of publication:	[2023]
Authors:	Lohmann, Christian ; Ohliger, Thorsten
Publisher:	[S.l.] : SSRN
Subject:	Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Wahrscheinlichkeitsrechnung \| Probability theory

Extent:	1 Online-Ressource (13 p)
Type of publication:	Book / Working Paper
Language:	English
Other identifiers:	10.2139/ssrn.4410759 [DOI]
Classification:	C53 - Forecasting and Other Model Applications ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G24 - Investment Banking; Venture Capital; Brokerage ; G33 - Bankruptcy; Liquidation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014355735