Search Results - subject:"Credit risk"

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

Abdou, Doaa Mohamed Salman; Farrag, Karim; Ali, Loubna - 2025

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 modelling for small and medium-sized enterprises in Zimbabwe

Dube, Mbakisi; Gumbo, Zivai; Munyala, Saiding; … - 2025

Purpose: The main aim of the study was to determine a context-specific credit risk assessment framework that integrates …. It also identified key factors affecting credit risk for SMEs in Zimbabwe by incorporating both financial and non … stability, management quality, and macroeconomic conditions-play a significant role in shaping credit risk profiles. Non …

Persistent link: https://www.econbiz.de/10015654925

Endogenous bank risks and the lending channel of monetary policy

Araujo, Gabriela; Rivero, David; Rodríguez, Hugo - 2026

Persistent link: https://www.econbiz.de/10015655489

Credit risk assessment with stacked machine learning

Columba, Francesco; Cugliari, Manuel; Di Virgilio, Stefano - 2026

Persistent link: https://www.econbiz.de/10015562268

Circular economy, non-financial disclosure and credit risk in Europe

Zara, Claudio; Göbel, Maximilian; Barbaglia, Martina - 2026

non-financial disclosure (NFD) on CE matters interacts with actual circular practices in shaping credit risk. Using a … evidence that NFD alone contributes to credit risk assessment, albeit less strongly than core practices. Overall, our findings …

Persistent link: https://www.econbiz.de/10015564128

The resilience of banks' exposure to the commercial real estate market in Slovenia

Ćirjaković, Jelena - 2026

Persistent link: https://www.econbiz.de/10015608986

Credit risk management dynamics : evidence from Indonesian rural banks

Ariefianto, Mochammad Doddy; Nur, Triasesiarta; … - 2026

This paper investigates credit risk management as a dynamic system. Panel Vector Autoregression (PVAR) is employed to … March 2024. There are several key findings of this study. First, credit risk management practices in rural banks …

Persistent link: https://www.econbiz.de/10015611273

Securitization, bank regulation, and the macroeconomy

Luintel, Kul B.; Torres, José L. - 2026

tighter regimes, amplifies credit risk, and enhances welfare in the steady state. Securitization becomes a prominent tool in …

Persistent link: https://www.econbiz.de/10015612431

Hydrogeological and credit risk : the Italian firms' physical risk-adjusted probability of default

Cugliari, Manuel; Narizzano, Simone; Vassalli, Federica - 2026

Persistent link: https://www.econbiz.de/10015613760

Interpretable multi-model framework for early warning of SME loan delinquency

Akhmetova, Ardak; Shayakhmetova, Assem; Abdurakhmanov, … - 2026

interpretable credit risk forecasting. Financial institutions must anticipate potential business loan delinquency to maintain …

Persistent link: https://www.econbiz.de/10015614113