We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor - the debt-to-asset ratio R - in order to study the stability of the Zipf distribution of R over time. We find that the Zipf...

Inspired by recent ideas on how the analysis of complex financial risks can benefit from analogies with independent research areas, we propose an unorthodox framework for mapping microfinance credit risk — a major obstacle to the sustainability of lenders outreaching to the poor. Specifically,...