Search Results - subject:"Probability of default (PD)"

Financial сrises in Ukraine : challenges and resilience strategies

Kaminskyi, Andrii; Primierova, Olena - In: Financial stability and financial shocks : theoretical …, (pp. 203-232). 2026

Persistent link: https://www.econbiz.de/10015651070

Insights into credit loss rates : a global database

Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023

Persistent link: https://www.econbiz.de/10014329176

Insights into credit loss rates : a global database

Ong, Li Lian; Schmieder, Christian; Wei, Min - 2023

Persistent link: https://www.econbiz.de/10014284871

Boosting credit risk models

Baesens, Bart; Smedts, Kristien - In: The British accounting review 57 (2025) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10015436365

Assessing the impact of the COVID-19 crisis on sovereign default risk

Kanno, Masayasu - In: Research in international business and finance 68 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014451864

Accounting model for impairment under IFRS 9 and its impact on loss allowance

Orbán, Ildikó; Tamimi, Oday - In: European research studies journal : ERSJ 23 (2020) 4, pp. 1259-1277

Persistent link: https://www.econbiz.de/10012511321

Combination of linear discriminant analysis and expert opinion for the construction of credit rating models : the case of SMEs

Habachi, Mohamed; Benbachir, Saâd - In: Cogent business & management 6 (2019), pp. 1-34

The construction of an internal rating model is the main task for the bank in the framework of the IRB-foundation approach the fact that it is necessary to determine the probability of default by rating class. As a result, several statistical approaches can be used, such as logistic regression...

Persistent link: https://www.econbiz.de/10012622026

Combination of linear discriminant analysis and expert opinion for the construction of credit rating models: The case of SMEs

Habachi, Mohamed; Benbachir, Saâd - In: Cogent Business & Management 6 (2019), pp. 1-34

Persistent link: https://www.econbiz.de/10012657044

Quantification of model risk with an application to probability of default estimation and stress testing for a large corporate portfolio

Jacobs, Michael <Jr.> - In: The journal of risk model validation 16 (2022) 3, pp. 73-111

Persistent link: https://www.econbiz.de/10014540601

Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008-2009

Ojha, Vikram; Lee, JeongHoe - In: Digital finance : smart data analytics, investment … 3 (2021) 3/4, pp. 249-271

Persistent link: https://www.econbiz.de/10012697966