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The aim of this paper is to assess the reliability of alternative default prediction models in local conditions, with … reliability of these models, tests of the significance of statistical hypotheses were used, such as type I and type II error …. According to research results, the highest reliability and accuracy was achieved by an alternative local Model of Delina and …
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Reliability has been largely applied to industrial systems in order to study the various possibilities of systems … minimal paths leading to any system’s fault allows for a better control of systems’ safety. To this end, reliability is … reliability, which matches default risk analysis in a simple framework. Our extension includes other distributions of probability …
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Constructing a strong and unique instrument for bank capital from the empirical observation of Japanese banks’ past behavioral changes, we identify the impact of capital adequacy on the allocation of bank lending supply across low quality and high quality borrowers. We find that, in FY 1997, a...
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