Search Results - subject:"Credit Risk"

Detecting credit risk in Egyptian banks : does machine learning matter?

Abdou, Doaa M. Salman; Farrag, Karim; Ali, Loubna - In: Ekonomika : mokslo žurnalas 104 (2025) 2, pp. 78-94

This study aims to significantly enhance the predictive modeling of credit risk within Egypt's banking sector … research lies in its detailed exploration of credit risk determinants specific to the Egyptian banking sector, providing … valuable insights into emerging economies. A distinction between various types of credit risk and bank classifications is made …

Persistent link: https://www.econbiz.de/10015450705

Credit risk prediction using machine learning and deep learning : a study on credit card customers

Chang, Victor; Sivakulasingam, Sharuga; Wang, Hai; … - In: Risks : open access journal 12 (2024) 11, pp. 1-33

99.4%. The outcomes from this study suggest that effective credit risk analysis would aid in informed lending decisions …

Persistent link: https://www.econbiz.de/10015135790

An assessment of credit risk management practices in banks : a case of the Nainital Bank Ltd.

Chandra, Deep; Kandpal, Vinay; Prabha, Vineet - In: International journal of behavioural accounting and finance 7 (2024) 3, pp. 296-313

Persistent link: https://www.econbiz.de/10015339230

Banks' risk taking in credit decisions : influences of loan officers' personality traits and financial risk preference versus bank-contextual factors

Jansson, Magnus; Roos, Magnus; Gärling, Tommy - In: Managerial finance 49 (2023) 8, pp. 1297-1313

Persistent link: https://www.econbiz.de/10014311555

Audit Program on Artificial Intelligence (AI)-driven credit risk

De Palma, Valeria Anna; Di Maria, Alessandro; Foschini, … - In: Risk management magazine 20 (2025) 1, pp. 4-29

From an Internal Audit perspective, the integration of Artificial Intelligence (AI) into credit risk modelling through … designed to establish robust internal controls over AI-driven credit risk models. Aligned with the Model Risk Management (MRM …

Persistent link: https://www.econbiz.de/10015373726

Machine learning applications in credit risk prediction

Bölükbaş, Kübra; Tok, Ertan - 2025

Persistent link: https://www.econbiz.de/10015425112

Improving financial sustainability through effective credit risk management and human talent development in microfinance institutions

Moreno-Menéndez, Fabricio Miguel; González-Prida, Vicente - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-31

This paper explores how credit risk management and human capital development sustain financial stability in … microfinance institutions. Both qualitative and quantitative research methods allow this study to investigate credit risk … alongside training programs while developing ethical practices. The research discovers that organizations with strong credit …

Persistent link: https://www.econbiz.de/10015436947

Credit risk assessment using fuzzy inhomogeneous Markov Chains within a fuzzy market

Vassiliou, Panos C. G. - In: Risks : open access journal 13 (2025) 7, pp. 1-38

In the present study, we model the migration process and the changes in the market environment. The migration process is being modeled as an F -inhomogeneous semi-Markov process with fuzzy states. The evolution of the migration process takes place within a stochastic market environment with...

Persistent link: https://www.econbiz.de/10015436971

Analyzing macroeconomic variables and stress testing effects on credit risk : comparative analysis of European banking systems

Gallas, Salma; Bouzgarrou, Houssam; Zayati, Montassar - In: Journal of central banking theory and practice 14 (2025) 2, pp. 121-149

non-performing loans (NPLs) to evaluate bank credit risk from 2008 to 2022. Using the Cross-Sectional Autoregressive … support banks in managing credit risk to maintain financial market stability. …

Persistent link: https://www.econbiz.de/10015438617

Determinants of household debt-to-gdp financial stability, and economic resilience : a cross-country panel analysis (2000-2023)

Ebele, Chidera Favour; Ihuarulam, Gideon - In: Financial studies 29 (2025) 2, pp. 48-79

This study investigates the determinants of household debt-to- GDP across ten economies, comprising both developed and developing countries, spanning the period from 2000 to 2023. Employing a panel econometric framework, including Fixed Effects, Random Effects, and Panel ARDL models, the...

Persistent link: https://www.econbiz.de/10015440625