Sovereign credit risk modeling using machine learning : a novel approach to sovereign credit risk incorporating private sector and sustainability risks
Arsh Anand, Bart Baesens and Rosanne Vanpée
| Year of publication: |
2023
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|---|---|
| Authors: | Anand, Arsh ; Baesens, Bart ; Vanpée, Rosanne |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ZDB-ID 2446290-1. - Vol. 19.2023, 1, p. 105-154
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| Subject: | sovereign credit risk | spillover effects | private sector risks | sustainability risks | XGBoost | Kreditrisiko | Credit risk | Länderrisiko | Country risk | Risikomanagement | Risk management | Privatwirtschaft | Private sector | Spillover-Effekt | Spillover effect | Kreditderivat | Credit derivative | Künstliche Intelligenz | Artificial intelligence | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2022.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014488699