Search Results - subject:"Rating Model"

Modelling financial variables using neural networking to access creditworthiness

Ubarhande, Prashant; Chandani, Arti; Pathak, Mohit; … - In: Financial internet quarterly 20 (2024) 2, pp. 62-76

new credit rating model based on the financial variables of the enterprise. The focus is on the period after the financial … crisis of 2018. This study aims to develop a credit rating model using neural networking and tests the same for its accuracy …

Persistent link: https://www.econbiz.de/10014636638

The IRB approach and bank lending to firms

Gallo, Raffaele - 2021

Persistent link: https://www.econbiz.de/10012799601

Development of a shadow rating model

Estran, Rémy; Fabritus, Victor-Manuel de; Souchaud, Antoine - In: Finance : revue de l'Association Française de Finance 44 (2023) 2, pp. 112-148

Persistent link: https://www.econbiz.de/10014253460

Networks and News in Credit Risk Management

Graf, Ferdinand; Dittgen, Martin - In: Credit and Capital Markets – Kredit und Kapital 52 (2019) 2, pp. 229-250

The presumably most important function of a corporation is the establishment and management of connections to customers, suppliers, investors, debtors and competitors. All these connections may produce profits or bear risks. Hence, the isolated inspection of a corporation (or also a sovereign)...

Persistent link: https://www.econbiz.de/10014523627

A new pricing approach for SME loans issued by commercial banks based on credit score mapping and Archimedean Copula simulation

Liu, Chang; Shi, Haoming; Cai, Yujun; Shen, Shu; Lin, … - In: Journal of business economics and management 20 (2019) 4, pp. 618-632

The traditional loans pricing methods are usually based on risk measures of individual loan's characteristics without considering the correlation between the defaults of different loans and the contribution of individual loans to the entire loan portfolio. In this study, using account-level...

Persistent link: https://www.econbiz.de/10012175768

A new pricing approach for SME loans issued by commercial banks based on credit score mapping and Archimedean Copula simulation

Liu, Chang; Shi, Haoming; Cai, Yujun; Shen, Shu; Lin, … - In: Journal of Business Economics and Management (JBEM) 20 (2019) 4, pp. 618-632

Persistent link: https://www.econbiz.de/10015401498

A novel credit rating model : empirical analysis from Chinese small enterprises

Meng, Bin; Kuang, Haibo; Lv, Liang; Fan, Lidong; Chen, … - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2368-2387

Persistent link: https://www.econbiz.de/10013190367

Development and validation of a career future time perspective scale

Park, In-Jo; Han, Kyueun; Ryu, Kyung - In: Journal of career development 48 (2021) 5, pp. 701-714

Persistent link: https://www.econbiz.de/10012626197

Loss given default : estimating by the conditional minimum value

Ammari, Mustapha; Lakhnati, Ghizlane - In: International journal of economics and financial issues … 7 (2017) 3, pp. 779-785

Persistent link: https://www.econbiz.de/10011823132

Networks and news in credit risk management

Graf, Ferdinand; Dittgen, Martin P. - In: Credit and capital markets : Kredit und Kapital 52 (2019) 2, pp. 229-251

Persistent link: https://www.econbiz.de/10012230324