Results 11 to 20 of about 1,502,113 (258)
, 1991 A probability may be called "default" if it is neither derived from preestablished probabilities nor based on considerations of frequency or symmetry. Default probabilities presumably arise through reasoning based on causality and similarity.
Osherson, Daniel N. +4 more
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Die Hard: Probability of Default and Soft Information
Risks, 2020 The research aims to verify whether the credit risk of small and medium-sized enterprises can be estimated more accurately using qualitative variables together with financial information from reports.
Giampaolo Gabbi +2 more
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Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories [PDF]
تحقیقات مالیObjectiveThe probability of default is one factor that determines the cost of capital due to its role in credit risk. Dividend as a sign of cash flow or as a sign of ownership of wealth is one of the factors affecting the probability of default.
Alireza Najjarpour +2 more
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DMDP: A Dynamic Multi-source Default Probability Prediction Framework
Data Science and Engineering, 2019 In this paper, we propose a dynamic forecasting framework, named DMDP (dynamic multi-source default probability prediction), to predict the default probability of a company.
Yi Zhao, Yanyan Shen, Yong Huang
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A Machine Learning Approach for Micro-Credit Scoring
Risks, 2021 In micro-lending markets, lack of recorded credit history is a significant impediment to assessing individual borrowers’ creditworthiness and therefore deciding fair interest rates. This research compares various machine learning algorithms on real micro-
Apostolos Ampountolas +3 more
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DeReMa (Development Research of Management): Jurnal Manajemen, 2020 The purpose of this research is to analyze the influence of financial ratios (Return on Equity, Current Ratio, Debt to Equity Ratio, Total Assets Turnover) in predicting the probability of default. The samples in this study were 22 companies.
Dessy Malasari +3 more
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Sovereign Wealth Funds, Sovereign Risk, and External Financing Costs of Financial Intermediaries [PDF]
Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī, 2018 This paper takes a novel perspective in analyzing theoretically how the sovereign wealth funds (SWFs) would impact on the sovereign risk, and thereby, the financial sector and, due to some frictions, the real sector of its owner economy.
mohammad feghikashani, Parvin Yahyavi
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Matrik, 2017 Abstrak Metode pengukuran probabilita kebangkrutan bank adalah masalah riset klasik. Metode pengukuran menggunakan analisis diskriminan dan model logit seperti Altman’s Z score dan Model Ohlson tidak memiliki dasar teoretik keuangan yang memadai ...
Buddi Wibowo
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Revista de Métodos Cuantitativos para la Economía y la Empresa, 2020 Este trabajo tiene como objetivo estimar las probabilidades de incumplimiento en proyectos de infraestructura. Para ello, se analiza la exposición que tienen los prestamistas frente a un estado de incumplimiento.
Zapata Quimbayo, Carlos Andrés
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Default Probability Prediction with Static Merton-D-Vine Copula Model
European Journal of Business Science and Technology, 2015 We apply standard Merton and enhanced Merton-D-Vine copula model for the measurement of credit risk on the basis of accounting and stock market data for 4 companies from Prague Stock Exchange, in the midterm horizon of 4 years.
Václav Klepáč
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