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A novel credit model risk measure : do more data lead to lower model risk?

Yoshida, Valter T.; Schiozer, Rafael Felipe; Genaro, Alan de - In: The quarterly review of economics and finance 100 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015405538

Combining hazard rates with the CreditGrades model : a hybrid method to value CDS contracts

Lee, Chih-Wei; Kuo, Cheng-kun - In: International journal of financial engineering 2 (2015) 4, pp. 1-14

Persistent link: https://www.econbiz.de/10011493111

Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe

Eckert, Johanna - 2016 - 1. Aufl. 2016

Persistent link: https://www.econbiz.de/10011411449

Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default

Rubtsov, Mark - In: The journal of risk model validation 15 (2021) 4, pp. 51-74

Persistent link: https://www.econbiz.de/10013173372

Kreditportfoliomodellierung : Abhängigkeiten zwischen Ausfallwahrscheinlichkeit, Verlustrate und Forderungshöhe

Eckert, Johanna - 2016 - 1. Aufl. 2016

Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren und Copulae … untersucht. Der Inhalt Modellierung der Abhängigkeiten zwischen Ausfall, Verlustrate und Forderungshöhe bei Ausfall mit Faktoren …

Persistent link: https://www.econbiz.de/10014018364

Using meta learning methods to forecast sub-sovereign credit ratings

Evelyn, Toseafa - In: Inventi impact: emerging economies (2019) 2, pp. 117-128

Persistent link: https://www.econbiz.de/10012632118

Credit rating prediction through supply chains : a machine learning approach

Wu, Jing; Zhang, Zhaocheng; Zhou, Sean Xiang - In: Production and operations management : the flagship … 31 (2022) 4, pp. 1613-1629

Persistent link: https://www.econbiz.de/10013273809

Revisiting the determinants of sovereign debt ratings in Europe through artificial intelligence techniques

Galnares, Carlos; Martínez-Estudillo, Alfonso Carlos; … - In: Applied economics letters 30 (2023) 17, pp. 2360-2363

Persistent link: https://www.econbiz.de/10014365799

A survey of machine learning in credit risk

Breeden, Joseph L. - In: The journal of credit risk : published quarterly by … 17 (2021) 3, pp. 1-62

Persistent link: https://www.econbiz.de/10012816867

Construction of a Concept of Neuronal Modeling

Grum, Marcus - 2022

The business problem of having inefficient processes, imprecise process analyses and simulations as well as non-transparent artificial neuronal network models can be overcome by an easy-to-use modeling concept. With the aim of developing a flexible and efficient approach to modeling, simulating...

Persistent link: https://www.econbiz.de/10012879106