Search Results - subject:"Credit data"

Using accounting‐based and loan‐related information to estimate the cure probability of a defaulted company

Lohmann, Christian; Ohliger, Thorsten - In: European Financial Management 27 (2021) 4, pp. 620-640

The cure of a defaulted company has important implications for the estimation of the loss given default. In this study, we estimate the probability of a defaulted company being cured using data on a large international sample of defaulted companies. More specifically, we examine whether historic...

Persistent link: https://www.econbiz.de/10012509525

Using model performance to assess the representativeness of data for model development and calibration in financial institutions

Kruger, Chamay; Schutte, Wille Daniel; Verster, Tanja - In: Risks : open access journal 9 (2021) 11, pp. 1-26

Index. The first case study investigates whether a pooled data source from Global Credit Data (GCD) is representative when …

Persistent link: https://www.econbiz.de/10012704644

How a credit run affects asset correlation

Imanto, Christopher Paulus - In: The journal of credit risk : published quarterly by … 18 (2022) 2, pp. 1-26

Persistent link: https://www.econbiz.de/10014546385

Opening the black box : quantile neural networks for loss given default prediction

Kellner, Ralf; Nagl, Maximilian; Rösch, Daniel - In: Journal of banking & finance 134 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013400086

Benchmarking loss given default discount rates

Scheule, Harald; Jortzik, Stephan - In: The journal of risk model validation 14 (2020) 3, pp. 53-96

Persistent link: https://www.econbiz.de/10014336010

An intellectual property-based approach to the mandatory disclosure among lenders of credit data for small and medium enterprises

Siciliani, Paolo - In: Open economies review 17 (2016) 4, pp. 288-295

Persistent link: https://www.econbiz.de/10011718572

A European Perspective on Consumer Loans and the Role of Credit Registries: the Need toReconcile Data Protection, Risk Management, Efficiency, Over-indebtedness, and a Better Prudential Supervision of the Financial System

Ferretti, Federico - In: Journal of Consumer Policy 33 (2010) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10008631332