Results 261 to 270 of about 10,825 (309)
Enhancing loan default prediction with smart loan recommendation
International Journal for Research Trends and Innovationopenaire +1 more source
Intelligent dual-energy x-ray absorptiometry (iDXA) and small animal scanning as a useful tool to measure appendicular bird bone mineral density. [PDF]
Poult SciDirrigl FJ, Buchanan SR.
europepmc +1 more source
Some of the next articles are maybe not open access.
Related searches:
Related searches:
Journal of the Operational Research Society, 2005
Summary: Some models of loan default are binary, simply modelling the probability of default, while others go further and model the extent of default (e.g., number of outstanding payments; amount of arrears). The double-hurdle model, originally due to \textit{J. G. Cragg} [Econometrica 39, 829--844 (1971; Zbl 0231.62040)], and conventionally applied to
Peter G Moffatt
exaly +3 more sources
Summary: Some models of loan default are binary, simply modelling the probability of default, while others go further and model the extent of default (e.g., number of outstanding payments; amount of arrears). The double-hurdle model, originally due to \textit{J. G. Cragg} [Econometrica 39, 829--844 (1971; Zbl 0231.62040)], and conventionally applied to
Peter G Moffatt
exaly +3 more sources
The Journal of Fixed Income, 2002
This examination of several empirical models that allow for loan seasoning and recession uses data from a recent Fitch CMBS loan default study. Loan seasoning produces a permanent increase in default rates, while the recession bump in defaults is temporary. Thus, different views of the relative importance of seasoning and the recession imply optimistic
Patrick J. Corcoran, Yuriko Iwai
openaire +1 more source
This examination of several empirical models that allow for loan seasoning and recession uses data from a recent Fitch CMBS loan default study. Loan seasoning produces a permanent increase in default rates, while the recession bump in defaults is temporary. Thus, different views of the relative importance of seasoning and the recession imply optimistic
Patrick J. Corcoran, Yuriko Iwai
openaire +1 more source
Strategic Loan Defaults and Coordination: An Experimental Analysis
SSRN Electronic Journal, 2011This paper experimentally studies the impact of bank and borrower fundamentals on loan repayment. We find that solvent borrowers are more likely to default strategically when the bank’s expected strength is low, although loan repayment is a Pareto dominant Nash equilibrium.
Stefan Trautmann, Razvan Vlahu
openaire +2 more sources
The rise in student loan defaults
Journal of Financial Economics, 2019Abstract We examine the rise in student loan defaults in the Great Recession by linking administrative student loan data at the individual borrower level to student loan borrowers’ individual tax records. A Blinder-Oaxaca style decomposition shows that shifts in the composition of student loan borrowers and the massive collapse in home prices during ...
Holger M. Mueller, Constantine Yannelis
openaire +1 more source
The Distribution of Defaults on Margin Loans
SSRN Electronic Journal, 2020We define a class of margin loans and derive the distribution of defaults. The default risk from an individual loan can be priced as a series of forward starting options with a knockout. Under simple price dynamics this has an explicit solution.
openaire +1 more source