Search Results - subject_exact:"Credit rating"

The influence of sustainability on credit assessment for the banking sector : a mediation analysis

Da Fermo, Carmine; Guardabascio, Barbara; Stanghellini, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015456025

Short-term costs and long-term benefits of environmental, social, and governance performance on corporate credit ratings

Ererdi, Ertunç; Genç, Elif Güneren - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620664

The impact of value creation (Tobin's Q), total shareholder return (TSR), and survival (Altman's Z) on credit ratings

Oliveira, Nazário Augusto de; Basso, Leonardo Fernando Cruz - 2024

This research explores the impact of financial indicators on the credit ratings of companies listed on the S&P 500, employing a Sys-GMM model to address endogeneity concerns. Three independent variables categorized as market and survival factors alongside seven control variables sourced from...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636304

Leveraging credit ratings through impression management: An exploratory study of German small and medium-sized family firms

Marrenbach, Ludwig - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014631709

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Leveraging credit ratings through impression management : an exploratory study of German small and medium-sized family firms

Marrenbach, Ludwig - 2024

Article

R&D investments under financing constraints

Giebel, Marek; Kraft, Kornelius - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015531659

Factors affecting regional bank health and supervisory rating : an exploration

Duffy, Denise; Haubrich, Joseph Gerard; Healy, Christopher - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618932

Credit risk assessment with stacked machine learning

Columba, Francesco; Cugliari, Manuel; Di Virgilio, Stefano - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562268

Credit scores and inequality across the life cycle

Chatterjee, Satyajit; Corbae, Dean; Dempsey, Kyle P.; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015609896

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Credit Scores and Inequality across the Life Cycle

Chatterjee, Satyajit; Corbae, Dean; Dempsey, Kyle P.; … - 2025

Book / Working Paper

Machine learning & artificial intelligence powered credit scoring models for Islamic Microfinance Institutions : a Blockchain approach

Mukit, Mohammad Mushfiqul Haque; Hasan, Fakhrul; … - 2026

Islamic Microfinance Institutions (IMFIs) encounter distinct difficulties with credit scoring because they need to follow Shariah principles that combine riba bans with fair financial dealings regulations. Conventional credit scoring models exhibit two shortcomings: a poor capability to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015611276

The impact of BigTech and Fintech credit on income inequality

Aktar, Mahbuba; El-Shagi, Makram - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613466

The expert assessment within Banca d'Italia's in-house credit assessment system

Esposito, Lorenzo; Guglielmi, Massimo; Monterisi, Francesco - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015613766

Bayesian causal inference for credit default risk

Pitso, Sello Dalton; Michael, Taryn - 2026

Banks often assume that higher credit limits increase customer default risk because greater exposure appears to imply greater vulnerability. This reasoning, however, conflates correlation with causation. Whether increasing a customer's credit limit truly raises the likelihood of default remains...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614384

The response of debtors to rate changes

Fuster, Andreas; Gianinazzi, Virginia; Hackethal, Andreas; … - 2026

How borrowers respond to future changes in the interest rate on their debt matters for the transmission of monetary policy and for household financial stability. Combining bank data, a letter RCT, and a survey, we study this question in the context of the German mortgage market, where since 2022...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015592035

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The response of debtors to rate changes

Fuster, Andreas; Gianinazzi, Virginia; Hackethal, Andreas; … - 2026

Book / Working Paper

The devil is in the details : state-mandated personal finance education and financial well-being

Collins, J. Michael; Urban, Carly - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015553766

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The devil is in the details : state-mandated personal finance education and financial well-being

Collins, J. Michael; Urban, Carly - 2025

Book / Working Paper

Forecasting out-of-time credit scoring model risk

Yoshida Jr., Valter T.; Schiozer, Rafael Felipe; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625453

Institutionalizing explainability in credit scoring

Bauer, Kevin; Franke, Lucia; Gill, Andrej; … - 2026

Machine learning credit scoring expands the informational frontier of retail lending, particularly for thin file borrowers, yet it also erodes the practical meaning of disclosure duties that anchor consumer protection and prudential oversight. The central financial implication is that...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015640482

Credit rating agencies' views on China's Belt and Road Initiative

Ioannou, Stefanos; Keenan, Liam; Wójcik, Dariusz - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015641318

Screening with cash deposits in digital credit markets

Gertler, Paul J.; Green, Brett; Wolfram, Catherine - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015643438

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Screening with Cash Deposits in Digital Credit Markets

Gertler, Paul J.; Green, Brett; Wolfram, Catherine - 2026

Book / Working Paper

The effects of climate change and climate policy on credit risk

Leegstra, Matthijs; Kole, Erik; Lönn, Rasmus - 2026

This study examines how climate-related physical and transition risks affect credit risk. We develop a modular framework based on a threshold model for credit migrations, linking the latent credit cycle to key economic indicators to measure credit risk in corporate bond markets. Using historical...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015644850

Currency differences in the determinants of corporate bond spreads : evidence from Peruvian issuers

Cisneros Rojas, Gerald Alex - 2026

This paper provides issuance-level evidence from an emerging economy with a dual-currency primary bond market, showing that currency denomination not only affects the level of corporate bond spreads but also fundamentally reshapes the transmission of macro-financial shocks across credit ratings....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647186

Corporate governance characteristics, shareholder dissent and agency cost of debt

Ding, Wenjie; Hemmings, Danial; Hodgkinson, Lynn; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647421

The adaptation imperative : climate change and sovereign credit risk

Burke, Matt; Mohaddes, Kamiar; Raissi, Mehdi - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015651533

Financial well-being and inclusion of justice involved populations : evidence from the SHED

Dasgupta, Kabir; Fernandez, Jennifer; Lloro, Alicia - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015653173

A hybrid machine learning approach for customer valuation and decision-making in peer-to-peer lending

Machado, Marcos R.; Karray, Salma - 2026

Risk-Adjusted Revenue (RAR) is a key customer valuation metric that incorporates risk factors into financial assessments. While traditional methods have focused on structured data to estimate RAR, the potential impact of unstructured textual data has not been fully explored. This study addresses...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654241

Innovative credit scoring and sales accounting solutions for SMEs in Kazakhstan

Zakariya, Gulnaz; Akylbekov, Olzhas; Moldagulova, Aiman; … - 2026

This paper examines the combination of traditional banking credit assessment techniques with contemporary internal sales accounting systems in Kazakhstan, aiming to augment the precision and resilience of financial assessments pertaining to SMEs. The proposed model consists of two discrete...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015633512

AI-driven bankruptcy prediction in manufacturing SMEs : comparing machine learning techniques with logistic regression

Letkovský, Stanislav; Jenčová, Sylvia; … - 2026

Bankruptcy prediction is currently a widely researched topic, as it typically results from a chain of negative events. Logistic Regression (LR) is one of the standard prediction tools; however, with advances in technology, machine learning (ML) methods are gaining prominence and demonstrating...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015634019

The traffic light effect in ESG ratings

Berg, Florian; Cornaggia, Jess; Foroni, Cristian; … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015635534

Sovereign ratings and risk pricing, agency divergences in the European Union

Afonso, António; Alves, José; Gkonkas, Periklēs; … - 2026

Using annual EU-27 data for 1995-2024, we examine whether sovereign ratings mainly reflect common macro-fiscal fundamentals or whether agency-specific departures from that benchmark are also priced into sovereign funding conditions. Pooled ordered probits and a machine-learning diagnostic layer...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015675116

Debt service vs. debt stock in sovereign credit ratings : a systematic review and meta-regression analysis

Abdelmohsen, Mohamed; Abdelmohsen, Hadir; Ahmed, … - 2026

Sovereign credit ratings are central to a country's access to international capital markets, yet the relative informational content of debt service obligations versus aggregate debt stock for rating outcomes remains empirically unsettled. This systematic review synthesises econometric evidence...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015676330

Market signals and investor behavior in green bond pricing : evidence from China

Deng, Xinyan; Aruga, Kentaka; Zenno, Yoshihiro; Li, Mengge - 2026

This study examines how green bond financing costs in China are jointly shaped by market pricing mechanisms and institutional investor behavior. It develops an integrated two-level framework linking issuance-level bond characteristics with investor decision-making to explain green bond pricing...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015676334

Estimation of misreporting probability in corporate credit rating : a nonparametric approach

Lu, Ruichang; Luo, Yao; Xiao, Ruli - 2023

There has been heated debate regarding credit-rating agencies' (CRAs') reporting accuracy of corporate credit ratings, which is essential for investors because they rely on those crediting ratings to make investment decisions. We estimate the reporting accuracy using the data on corporate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014465651

Corporate life cycle and credit scoring

Abuhommous, Ala'a Adden - 2023

This paper examines how the corporate life cycle affects credit scoring. Previous empirical studies have shown that the life cycle has an impact on financial policies, creditworthiness, risk and performance. This study utilizes panel data of U.S. listed companies for the period 1985-2017. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014516227

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Corporate life cycle and credit scoring

Abuhommous, Ala'a Adden - 2023

Article

How to combine ESG scores? : a proposal based on credit rating prediction

Agosto, Arianna; Giudici, Paolo; Tanda, Alessandra - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014426752

Credit rating and board evaluation of family firms

Wang, Ya-Fang; Hsieh, Yu-Chu - 2023

Purpose: The purpose of this paper is to shed the light on board evaluation for following analyses that will explore whether and how does credit rating agencies react to board performance evaluation. Design/methodology/approach: To test our research questions, we hand-collect board evaluation...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014419539

Creditworthy: Do climate change risks matter for sovereign credit ratings?

Cappiello, Lorenzo; Ferrucci, Gianluigi; Maddaloni, Angela - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015432249

The challenger: when do new data sources justify switching machine learning models?

Digalakis, Vassilis; Pérignon, Christophe; Saurin, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618250

Credit sales and risk scoring : a FinTech innovation

Ben Bouheni, Faten; Tewari, Manish; Salamon, Andrew; … - 2025

This paper explores the effectiveness of an innovative FinTech risk-scoring model to predict the risk-appropriate return for short-term credit sales. The risk score serves to mitigate the information asymmetry between the seller of receivables ("Seller") and the purchaser ("Funder"), at the same...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015547364

Corporate taxes and entrepreneurs' income : a credit channel

Delēs, Manthos D.; Galariotis, Emilios; Iosifidi, Maria; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440934

The use and disuse of FinTech credit : when buy-now-pay-later meets credit reporting

Dong, Yanfei; Hu, Jiayin; Huang, Yiping; Qiu, Han; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015206733

Artificial intelligence and relationship lending

Gambacorta, Leonardo; Sabatini, Fabiana; Schiaffi, Stefano - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015206741

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Artificial intelligence and relationship lending

Gambacorta, Leonardo; Sabatini, Fabiana; Schiaffi, Stefano - 2025

Book / Working Paper

Artificial intelligence and relationship lending

Gambacorta, Leonardo; Sabatini, Fabiana; Schiaffi, Stefano - 2025

Book / Working Paper

Financial constraints and firm performance : evidence from SMEs using survey data and propensity score matching

Kotamäki, Mauri - 2025

This paper estimates the causal effect of financial constraints on the short-term performance of Finnish SMEs using survey data from 2016-2024 and propensity score matching (PSM). We examine six outcomes: turnover, employment, investment, profitability, solvency, and innovation, and report...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015548959

A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings

Jiang, Cuixia; Sun, Junwei; Xu, Qifa - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372679

Screen more, sell later : screening and dynamic signaling in the mortgage market

Adelino, Manuel; Wei, Bin; Zhao, Feng - 2025

In dynamic models of asset markets with asymmetric information and endogenous screening, the anticipation of signaling through delayed sales incentivizes originators to exert greater effort ex ante. A central prediction in those models is a positive relationship between screening effort and the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372818

We are different : the drivers of asset quality in loan type and sectoral breakdowns

Çolak, Mehmet Selman; Kılıç, Yavuz; Öztürk, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374385

The role of CSR report assurance and ESG rating in bank manager's judgement on ESG lending decisions

Isack, Markus; Aschauer, Ewald - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015375228

Data mining for the adjustment of credit scoring models in solidarity economy entities : a methodology for addressing class imbalances

Bermudez Vera, Ivan Mauricio; Restrepo, Jaime Mosquera; … - 2025

This study addresses the quantification of credit risk in solidarity economy entities, proposing a new methodology to redefine the concept of a "default" in the frequent situations of extreme class imbalances. The objective is to develop and evaluate credit scoring models that enhance risk...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015333680

A bivariate model for correlated and mixed outcomes : a case study on the simultaneous prediction of credit risk and profitability of peer-to-peer (P2P) loans

Wang, Yan; Xuelei Sherry Ni; Ni, Huan; Biswas, Sanad - 2025

In the peer-to-peer (P2P) lending market, current studies focus on two categories of approaches to evaluate the loans, thus providing investment suggestions to the investors: credit scoring (i.e., predicting the credit risk) and profit scoring (i.e., predicting the profitability). However,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015334567

Bond defaults in China : using machine learning to make predictions

Cui, Bei; Ge, Li; Grecov, Priscila - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015334622

How do credit ratings affect corporate investment efficiency?

Xiao, Di; Yu, Xinyu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337875

A proposal for refining the ESG methodology used by rating agencies

González del Pozo, Raquel; Arenas-Parra, Mar; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338270