Kohv, Keijo; Lukason, Oliver - In: Risks 9 (2021) 2, pp. 1-19
prediction of bank loan defaults. To achieve this, 12 variables from these three domains are used, while the study applies a … longitudinal whole-population dataset from an Estonian commercial bank with 12,901 observations of defaulted and non … of the three domains used, tax arrears show high prediction capabilities for bank loan defaults, while financial ratios …