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The analytical credit dataset : a magnifying glass for analysing credit in the euro area
Israël, Jean-Marc; Damia, Violetta; Bonci, Riccardo; … - 2017
In May 2016 the Governing Council adopted the AnaCredit Regulation (ECB/2016/13) providing the legal basis for the European System of Central Banks (ESCB) to collect granular information on loans from banks to corporates and other legal persons based on a core set of harmonised concepts and...
Persistent link: https://www.econbiz.de/10011639632
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Developing, validating, and using internal ratings : methodologies and case studies
De Laurentis, Giacomo; Maino, Renato; Molteni, Luca - 2010
Persistent link: https://www.econbiz.de/10008664744
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The Practice of Lending : A Guide to Credit Analysis and Credit Risk
Yhip, Terence M.; Alagheband, Bijan M. D. - 2020 - 1st ed. 2020.
Part I. The Criteria-based Approach to Credit Assessment and Crdit Rating -- Chapter 1. Credit Analysis and Credit Management -- Chapter 2. Financial Statement Analysis -- Chapter 3. The Criteria-based Approach to Credit Assessment and Credit Risk Rating -- Chapter 4. The Building Blocks of...
Persistent link: https://www.econbiz.de/10012399209
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The practice of lending : a guide to credit analysis and credit risk
Yhip, Terence M.; Alagheband, Bijan M. D. - 2020
Persistent link: https://www.econbiz.de/10012170065
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Bilanzpolitik und Kreditvergabeentscheidungen : Auswirkung von Kreditvergabeentscheidungen auf das rechnungslegungspolitische Verhalten von mittelständischen Unternehmen
Obermann, Marc-Oliver - 2011
Der Jahresabschluss ist eine der wichtigsten Informationsquellen für einen Kreditgeber. Marc-Oliver Obermann analysiert die Anreize und Möglichkeiten eines Kreditnehmers, seinen Jahresabschluss durch den Einsatz von rechnungslegungspolitischen Maßnahmen zu modifizieren, um einen Kredit zu...
Persistent link: https://www.econbiz.de/10014015493
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Interpretability of machine learning versus statistical credit risk models
Ramteke, Anand K.; Wadhwa, Pavan; Yan, Monica - In: The journal of financial data science 4 (2022) 2, pp. 111-124
Persistent link: https://www.econbiz.de/10014232745
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Medición de riesgo de crédito : desarrollo de una nueva herramienta
Caballo Trebol, Álvaro - 2013
Persistent link: https://www.econbiz.de/10010229719
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Advancing Loss Given Default Prediction Models : How the Quiet Have Quickened
Gupton, Greg M. - 2005
We describe LossCalc [TM] version 2.0: the Moody's KMV model to predict loss given default (LGD), the equivalent of (1 - recovery rate). LossCalc is a statistical model that applies multiple predictive factors at different information levels: collateral, instrument, firm, industry, country and...
Persistent link: https://www.econbiz.de/10014062824