Results 1 to 10 of about 167,661,566 (258)
Analysis on financing structure and default probability of listed companies [PDF]
E3S Web of Conferences, 2021 This paper studies the relationship between the financing structure and the probability of default of A-share listed companies from 2001 to 2020. The purpose is to prevent the occurrence of default and ensure the healthy development of various industries.
Luo Xiangyun, Luo Miao
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The relationship between operating cash flow per share and portfolio default probability [PDF]
Management Science Letters, 2014 One of the primary duties of the depositary banks is to protect themselves against any possibility of bankruptcy. This requires the identification and measurement of risks, including default risk, which is important given the nature of the activities of ...
Mohammad Khodaei Valahzaghard +1 more
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The impact of monetary policy and bank competition on banking industry risk: A default analysis [PDF]
Banks and Bank Systems, 2021 In the financial system and economy, the banking industry plays a crucial role. Default risk takes central stage in preserving financial stability and needs to be mitigated as it can trigger a crisis.
Sri Ayomi +3 more
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Axioms, 2023 When predicting the defaults of a large number of samples in a region, this will be affected by industry default heterogeneity. To build a credit risk model that is more suitable for Chinese-listed firms, which have highly industry-specific default ...
Zhengfang Ni, Minghui Jiang, Wentao Zhan
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Финансы: теория и практика, 2020 This study aims to analyze the predictions of the default probability in the non-financial sector of the Indonesia Stock Exchange and the mutual influence between financial ratios. The KMV–Merton method was used for the calculations.
D. Malasari +3 more
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Economies, 2022 Using stepwise logistic regression models, the study aims to separately detect and explain the determinants of default probability for unaudited and audited small-to-medium enterprises (SMEs) under stressed conditions in Zimbabwe.
Frank Ranganai Matenda, Mabutho Sibanda
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ESTIMATION OF DEFAULT PROBABILITY FOR LOW DEFAULT PORTFOLIOS
Ekonomika, 2012 This article presents several approaches to estimating the probabilities of default for low default portfolios, their advantages and disadvantages, and provides exemplary calculations using data of one external credit register of Lithuania.
Laima Dzidzevičiūtė
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MACRO-FINANCIAL DETERMINANTS OF DEFAULT PROBABILITY USING COPULA: A CASE STUDY OF INDONESIAN BANKS
Buletin Ekonomi Moneter dan Perbankan, 2023 We investigate the default probability of Indonesian banks using the copula approach and analyze the macro-financial factors that drive them. We use quarterly data comprised of 80 banks from 2005 to 2019.
Maulana Harris Muhajir +2 more
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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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The supreme subprime myth: the role of bad loans in the 2007-2009 financial crisis
PSL Quarterly Review, 2012 Using simulations, we show that the probability of default and losses given default of subprime mortgage loans are small in comparison to their interest rates. The implication is that these loans are profitable for risk neutral efficient banks.
Alberto Niccoli, Francesco Marchionne
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