Results 11 to 20 of about 10,825 (309)
COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market. [PDF]
Financ Innov, 2021 As the COVID-19 pandemic adversely affects the financial markets, a better understanding of the lending dynamics of a successful marketplace is necessary under the conditions of financial distress.
Nigmonov A, Shams S.
europepmc +2 more sources
An integrated pricing model for defaultable loans and bonds [PDF]
European Journal of Operational Research, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mario Onorato, Edward I. Altman
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Prediksi Kelalaian Pinjaman Bank Menggunakan Random Forest dan Adaptive Boosting
JuTISI (Jurnal Teknik Informatika dan Sistem Informasi), 2020 — A loan is one of the most important products on the bank, which used for main revenue. All bank tries to find the most effective business strategy to persuade a customer to use the loan, but loan default has a negative effect after the application is ...
Joseph Sanjaya +4 more
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MCDM approach to evaluating bank loan default models
Technological and Economic Development of Economy, 2014 Banks and financial institutions rely on loan default prediction models in credit risk management. An important yet challenging task in developing and applying default classification models is model evaluation and selection.
Gang Kou, Yi Peng, Chen Lu
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Determinants of Borrowers’ Default in P2P Lending under Consideration of the Loan Risk Class
Games, 2018 We study the determinants of borrowers’ default in P2P lending with a new data set consisting of 70,673 loan observations from the Lending Club. Previous research identified a number of default determining variables but did not distinguish between ...
Michal Polena, Tobias Regner
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DETERMINANTS OF AGRICULTURE-RELATED LOAN DEFAULT: EVIDENCE FROM CHINA
Buletin Ekonomi Moneter dan Perbankan, 2020 This paper investigates agriculture-related loan default in 2002–2009 through a large data set from a leading Chinese state-owned bank. Using logit regression, we find the default rate on agriculture-related loans is significantly higher than that on non–
Zhichao Yin, Lei Meng, Yezhou Sha
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Economics Letters, 2018 Abstract Applying survival analysis to a large loan-level dataset for regulatory purposes on group loans provided by Mexican banks, I find that ex-post credit risk is subject to substantial geographic spillover effects. Potential underlying mechanisms include contagious defaulting behavior, which bears the risk of proliferating into a repayment ...
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Land, 2021 The transfer of rural land contractual management rights belongs to the recessive transition of land use. The mortgage of rural land management rights is a way of rural land circulation, and has an important impact on the transformation of land use ...
Hongguang Zheng, Zhanbin Zhang
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Bayesian Statistics for Loan Default
Journal of Risk and Financial Management, 2023 Bayesian inference has gained popularity in the last half of the twentieth century thanks to the wider applications in numerous fields such as economics, finance, physics, engineering, life sciences, environmental studies, and so forth. In this paper, we studied some key benefits of Bayesian inference and how they can be used in predicting loan default
Allan Tham +2 more
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Econometric Research in Finance, 2016 This research is the first attempt to calibrate default rates of loan portfolios using raw data on nonperforming loans and some additional information on the maturity structure of the loan portfolios.
Dobromił Serwa
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