To avoid credit fraud, social credit within an economic system has become an increasingly
important criterion for the evaluation of economic agent activity and guaranteeing the …

This paper uses a supervised machine learning algorithm to extract relevant (soft)
information from annual reports and examines whether such information determines credit …

The article presents a methodological framework for the analysis of sectoral risk and an
evaluation of the financial condition on sectors level. In addition, the hypothesis was verified …

Business health prediction is critical and challenging in today's volatile environment, thus
demand going beyond classical business failure studies underpinned by rigidities, like …

We evaluate the creditworthiness of banks using statistical, as well as combinatorics-,
optimization-, and logic-based methodologies. We reverse-engineer the Fitch risk ratings of …

The aim of the article is to compare models on a train and validation sample, which will be
created using logistic regression and Support Vector Machine (SVM) and will be used to …

We study whether the implementation of advanced risk management techniques in
compliance with the internal ratings-based (IRB) approaches in the Basel Capital Accord …

Purpose The purpose of this paper is to split loan customers to different credit ratings to
ensure the results that show that customers with lower credit ratings have higher loss rates …

The risk associated with the firm's ability to pay off its outstanding debt is captured by credit
ratings. Credit rating agencies, providers of issuer's creditworthiness information, use …

DESIGN/METHODOLOGY/APPROACH: The indicated models were estimated using an
original dataset, including financial information and the credit history of non-financial Polish …