Credit risk modelling under recessionary and financially distressed conditions
Y Dendramis, E Tzavalis, G Adraktas - Journal of Banking & Finance, 2018 - Elsevier
This paper provides clear cut evidence that economic recession and distressed financial
conditions, as well as political instability constitute the key factors for mortgage default …
conditions, as well as political instability constitute the key factors for mortgage default …
[PDF][PDF] Comparison of Accuracy of Support Vector Machine Model and Logistic Regression Model in Predicting Individual Loan Defaults
O Dm, M Mm - Am. J. Appl. Math. Stat, 2018 - academia.edu
Prediction of loan defaults is critical to financial institutions in order to minimize losses from
loan non-payments. Some of the models that have been used to predict loan default include …
loan non-payments. Some of the models that have been used to predict loan default include …
Probability of default in collateralized credit operations
JA Divino, LCS Rocha - The North American Journal of Economics and …, 2013 - Elsevier
The goal of this paper is to identify the major determinants of the probability of default in a
mortgage credit operation, which is backed by collateral. We use an exclusive data set with …
mortgage credit operation, which is backed by collateral. We use an exclusive data set with …
[PDF][PDF] Analysis of individual loan defaults using logit under supervised machine learning approach
DM Obare, GG Njoroge, MM Muraya - Asian Journal of Probability …, 2019 - academia.edu
Financial institutions have a large amount of data on their borrowers, which can be used to
predict the probability of borrowers defaulting their loan or not. Some of the models that have …
predict the probability of borrowers defaulting their loan or not. Some of the models that have …
Default and bankruptcy in an entrepreneurial economy with incomplete markets
We build a general equilibrium model with incomplete markets, production, default, and
bankruptcy. The existence of equilibrium is proved. Theoretically, under appropriate …
bankruptcy. The existence of equilibrium is proved. Theoretically, under appropriate …
Probability of default in collateralized credit operations for small business
J Carvalho, J Orrillo, FRG da Silva - The North American Journal of …, 2020 - Elsevier
The paper examines how the collateral affects the probability of default for small firms. We
present a stylized theoretical model to derive the relationship between the level of collateral …
present a stylized theoretical model to derive the relationship between the level of collateral …
Model uncertainty and aggregated default probabilities: new evidence from Austria
Understanding the determinants of aggregated corporate default probabilities (PDs) has
attracted substantial research interest over the past decades. This study addresses two …
attracted substantial research interest over the past decades. This study addresses two …
Taxa de juros e default em mercados de empréstimos colateralizados
Este artigo investiga como variações nas taxas de juros afetam a probabilidade de default
(PD) em um modelo de equilíbrio geral com mercados incompletos e exigência de colateral …
(PD) em um modelo de equilíbrio geral com mercados incompletos e exigência de colateral …
Factors Influence Loan Default–A Credit Risk Analysis
X Qi - … Conference on Economic Management and Green …, 2023 - Springer
Loan default has been a severe and critical issue for both lenders and borrowers. Default on
loan payments not only reduces the profitability for lenders but also affects the credit rating of …
loan payments not only reduces the profitability for lenders but also affects the credit rating of …
[PDF][PDF] Effects of Macro-Economic Forces on Financial Risk of Insurance Companies Listed At the Nairobi Securities Exchange (2010-2017)
PW Mwangi - 2019 - academia.edu
In 2017, insurance firms in Kenya contributed 2.7% to the country's GDP compared to the
global average of 6.1% and 3.0% for Africa. It is intuitive that Kenya holds significant promise …
global average of 6.1% and 3.0% for Africa. It is intuitive that Kenya holds significant promise …