Similar Search Results

The impact of disturbances on the us stock market’s spread and investor sentiment through the perspective of risk management

Zwak-Cantoriu, Maria-Cristina; Anghel, Lucian Claudiu; … - In: Management dynamics in the knowledge economy 11 (2023) 1/39, pp. 84-99

Persistent link: https://www.econbiz.de/10014266037

Energy enterprise risks analysis using fuzzy logic methods

Gusareva, Nadezda B.; Andryushchenko, Galina I.; … - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 3, pp. 366-372

Persistent link: https://www.econbiz.de/10012318404

Bankruptcy prediction models based on value measures

Jaki, Andrzej; Cwięk, Wojciech - In: Journal of risk and financial management : JRFM 14 (2021) 1/6, pp. 1-14

In the existing studies devoted to predicting bankruptcy, the authors of such models only used book measures. Considering the fact that the evolution of corporate measure efficiency (in addition to book measures) brought into existence and exposed the importance of cash measures, market...

Persistent link: https://www.econbiz.de/10012404180

The role of information in assessing the risk of conducting bankruptcy proceedings

Baran, Michał; Bauer, Kinga - In: Risks : open access journal 9 (2021) 4, pp. 1-18

Modern management means making managerial decisions in many situations-including the administrative ordering of matters of a bankrupt enterprise. The situation in which the court approves the opening of bankruptcy proceedings is strictly regulated by law. This does not mean, however, that such a...

Persistent link: https://www.econbiz.de/10012508636

Empirics of Korean shipping companies' default predictions

Park, Sunghwa; Kim, Hyunsok; Kwon, Janghan; Kim, Taeil - In: Risks : open access journal 9 (2021) 9, pp. 1-18

In this paper, we use a logit model to predict the probability of default for Korean shipping companies. We explore numerous financial ratios to find predictors of a shipping firm’s failure and construct four default prediction models. The results suggest that a model with industry specific...

Persistent link: https://www.econbiz.de/10012612618

Domain knowledge features versus LASSO features in predicting risk of corporate bankruptcy : DEA approach

Mokrišová, Martina; Horváthová, Jarmila - In: Risks : open access journal 11 (2023) 11, pp. 1-18

Predicting the risk of corporate bankruptcy is one of the most important challenges for researchers dealing with the issue of financial health evaluation. The risk of corporate bankruptcy is most often assessed with the use of early warning models. The results of these models are significantly...

Persistent link: https://www.econbiz.de/10014436563

News sentiment and liquidity risk forecasting : insights from Iranian Banks

Mirashk, Hamed; Albadvi, Amir; Kargari, Mehrdad; … - In: Risks : open access journal 12 (2024) 11, pp. 1-32

This study addresses the critical challenge of predicting liquidity risk in the banking sector, as emphasized by the … Basel Committee on Banking Supervision. Liquidity risk serves as a key metric for evaluating a bank's short-term resilience … to liquidity shocks. Despite limited prior research, particularly in anticipating upcoming positions of bank liquidity …

Persistent link: https://www.econbiz.de/10015135784

Quantitative methods in economics and finance

Kliestik, Tomas (ed.); Valaskova, Katarina (ed.); … - 2021

The purpose of the Special Issue "Quantitative Methods in Economics and Finance" of the journal Risks was to provide a collection of papers that reflect the latest research and problems of pricing complex derivates, simulation pricing, analysis of financial markets, and volatility of exchange...

Persistent link: https://www.econbiz.de/10012586709

Validation of corporate probability of default models considering alternative use cases

Jacobs, Michael <Jr.> - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-22

In this study, we consider the construction of through-the-cycle ("TTC") PD models designed for credit underwriting uses and point-in-time ("PIT") PD models suitable for early warning uses, considering which validation elements should be emphasized in each case. We build PD models using a long...

Persistent link: https://www.econbiz.de/10012698321

Financial liability stress tests : an approach based on the use of a rating migration matrix

Kleszcz, Klaudia; Nehrebecka, Natalia - In: Central European economic journal 7 (2020) 54, pp. 13-32

The article addresses the issue of stress testing based on the probability of bankruptcy and a rating migration matrix. The analysis is conducted on a sample of listed companies in Poland in the years 1998-2016, and the forecasts are made for the years 2016-2018. Particular attention is paid to...

Persistent link: https://www.econbiz.de/10012303645