Results 21 to 30 of about 160,958 (306)
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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Distance to default and probability of default: an experimental study [PDF]
Journal of Global Entrepreneurship Research, 2019 The distance to default (DD) and the probability of default (PD) are the essential credit risks in the finance world. It provides an estimate of the likelihood that a borrower will be unable to meet its debt obligations. It is crucial to know which parameter effects more on DD and PD so that investor will prevent future risks. The purpose of this study
Amir Ahmad Dar, Shahid Qadir
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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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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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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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Probability of default estimation, with a reject option [PDF]
2020 IEEE 7th International Conference on Data Science and Advanced Analytics (DSAA), 2020 Many companies, such as credit granting companies, have to decide on granting or denying customer or invoice loans on a daily basis. Increasingly, machine learning is used to learn probability-of-default models from previously granted cases and, thus, whether the outcome was positive or negative for the company, i.e.
Lize Coenen +2 more
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Mathematics, 2022 For a fixed time, t, and a horizon time, b, the probability of default (PD) measures the probability that an obligor, that has paid his/her credit until time t, runs into arrears not later that time t+b.
Rebeca Peláez +2 more
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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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