Search Results - subject:"Default Probability"

Financing the retailers with default probabilities : capital constrained supplier vs. bank

Qin, Jing; Wu, Desheng Dash; Qin, Kun; Nie, Yaoxiang - In: International journal of production research 61 (2023) 22, pp. 7649-7669

Persistent link: https://www.econbiz.de/10014383412

Identifying systemically important banks based on an improved debtrank model

Wang, Hu; Li, Shouwei - In: Computational economics 62 (2023) 4, pp. 1505-1523

Persistent link: https://www.econbiz.de/10014437479

Bank risk-taking in emerging economies : empirical evidence and theory

Pozo, Jorge - In: Journal of financial stability 67 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014455474

Voluntary disclosure in P2P lending : information or hyperbole?

Wang, Chao; Wang, Junbo; Wu, Chunchi; Zhang, Yue - In: Pacific-Basin finance journal 79 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014463163

Default prediction for audited and unaudited private firms under economic and financial stress : evidence from Zimbabwe

Matenda, Frank Ranganai; Sibanda, Mabutho; Chikodza, Eriyoti - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 1, pp. 85-124

Persistent link: https://www.econbiz.de/10014230052

Pricing default risk in stochastic time

Harju, Antti J. - In: The journal of credit risk : published quarterly by … 19 (2023) 3, pp. 23-49

Persistent link: https://www.econbiz.de/10014489139

Probabilidad de incumplimiento en inversiones de infraestructura: Análisis a partir de modelos estructurales de riesgo de crédito

Zapata Quimbayo, Carlos Andrés - In: Revista de Métodos Cuantitativos para la Economía y … 30 (2020), pp. 327-345

The purpose of this paper is to estimate the default probabilities in infrastructure projects. For that, we analyze the exposure of the lenders to a state of default. This application is made by assuming the debt service coverage ratio (DSCR) dynamic itself and the payment profile determined by...

Persistent link: https://www.econbiz.de/10014494401

Non-Performing loans for Italian companies: When time matters. an empirical research on estimating probability to default and loss given default

Orlando, Guiseppe; Pelosi, Roberta - In: International Journal of Financial Studies 8 (2020) 4, pp. 1-22

Within bank activities, which is normally defined as the joint exercise of savings collection and credit supply, risk-taking is natural, as in many human activities. Among risks related to credit intermediation, credit risk assumes particular importance. It is most simply defined as the...

Persistent link: https://www.econbiz.de/10013200315

Predicting bank defaults in Ukraine : a macro-micro perspective

Hlazunov, Anatolii; Verchenko, Olesia - In: Visnyk Nacionalʹnoho Banku Ukrai͏̈ny (2020) 250, pp. 33-44

Persistent link: https://www.econbiz.de/10012587231

Non-Performing loans for Italian companies : when time matters. an empirical research on estimating probability to default and loss given default

Orlando, Guiseppe; Pelosi, Roberta - In: International Journal of Financial Studies : open … 8 (2020) 4/68, pp. 1-22

Persistent link: https://www.econbiz.de/10012321142