Assessment of associated credit risk in the supply chain based on trade credit risk contagion. [PDF]
PLoS ONE, 2023 Assessment of associated credit risk in the supply chain is a challenge in current credit risk management practices. This paper proposes a new approach for assessing associated credit risk in the supply chain based on graph theory and fuzzy preference ...
Xiaofeng Xie +4 more
doaj +3 more sources
SHAP and LIME: An Evaluation of Discriminative Power in Credit Risk. [PDF]
Front Artif Intell, 2021 In credit risk estimation, the most important element is obtaining a probability of default as close as possible to the effective risk. This effort quickly prompted new, powerful algorithms that reach a far higher accuracy, but at the cost of losing ...
Gramegna A, Giudici P.
europepmc +2 more sources
NERHF: a hybrid machine learning-driven efficient credit risk control framework [PDF]
Scientific ReportsAs a core part of the financial industry, credit operations are accompanied by significant risks. Therefore, accurate credit risk control is crucial for financial institutions’ lending decisions and overall risk management.
Lin Wei, Jiyang Dong, Hanyue Yu
doaj +2 more sources
Borsa Istanbul Review, 2020 This study aims to shed light on the co-movement of sovereign credit risk and economic risk in Turkey using the Toda–Yamamoto causality, Gradual Shift causality, and Wavelet Coherence tests.
Dervis Kirikkaleli, Korhan K. Gokmenoglu
doaj +2 more sources
Explainable AI in Credit Risk Management [PDF]
Social Science Research Network, 2021 Artificial Intelligence (AI) has created the single biggest technology revolution the world has ever seen. For the finance sector, it provides great opportunities to enhance customer experience, democratize financial services, ensure consumer protection ...
Branka Hadji Misheva +4 more
semanticscholar +1 more source
The Impact Of FDI Inflow On The Environment: A Case Of The Baltic-Black Sea Region Countries [PDF]
SocioEconomic Challenges, 2020 The article summarizes the arguments within the scientific challenge on improving approaches to estimate the environmental impact of FDI inflow on the economy.
Adisa Đonlagić, Bogdan A. Moskalenko
doaj +1 more source
An Algorithm of Decomposing the Trend and Cyclical Components of FDI Inflows: the Case of Ukraine [PDF]
Financial Markets, Institutions and Risks, 2020 The article summarizes the arguments within the scientific challenge on improving approaches to country investment potential evaluation. The main objective of the research is to systematize the existing statistical methods of decomposing macroeconomic ...
Bogdan A. Moskalenko, Pavlin Mitev
doaj +1 more source
Determinants of credit risk: Empirical evidence from Indian commercial banks [PDF]
Banks and Bank Systems, 2023 Credit risk is a significant factor affecting the financial stability of banks. Keeping the credit risk under control is essential to maintain a bank’s cash flow.
Tisa Maria Antony, Suresh G.
doaj +1 more source
Trade Heterogeneity in the EU: Insights from the Emergence of COVID-19 Using Time Series Clustering
Zeszyty Naukowe Uniwersytetu Ekonomicznego w Krakowie, 2021 Objective: The objective of the paper is to analyse segmentation of EU-27 countries based on quarterly growth rates of exports and imports by using time series clustering.
Dwijendra Nath Dwivedi, Abhishek Anand
doaj +1 more source
Machine Learning for Enhanced Credit Risk Assessment: An Empirical Approach
Journal of Risk and Financial Management, 2023 Financial institutions and regulators increasingly rely on large-scale data analysis, particularly machine learning, for credit decisions. This paper assesses ten machine learning algorithms using a dataset of over 2.5 million observations from a ...
Nicolas Suhadolnik +2 more
semanticscholar +1 more source