Results 11 to 20 of about 167,661,566 (258)

Default Probability [PDF]

open access: yes, 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
core   +8 more sources

Die Hard: Probability of Default and Soft Information

open access: yesRisks, 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
doaj   +1 more source

Assessment of Support Vector Machine performance for default prediction and credit rating [PDF]

open access: yesBanks and Bank Systems, 2022
Predicting the creditworthiness of bank customers is a major concern for banking institutions, as modeling the probability of default is a key focus of the Basel regulations.
Karim Amzile, Mohamed Habachi
doaj   +1 more source

Does corporate R&D investment support to decrease of default probability of Asian firms?

open access: yesBorsa Istanbul Review, 2019
This paper examines the nature of the relationship between corporate R&D investment and the probability of default. Existing evidence on the topic is varied and often conflicting due to its complexity.
Victoria Cherkasova, Alena Kurlyanova
doaj   +1 more source

Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories [PDF]

open access: yesتحقیقات مالی
ObjectiveThe 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
doaj   +1 more source

LOGISTIC REGRESSION AS A TOOL FOR DETERMINATION OF THE PROBABILITY OF DEFAULT FOR ENTERPRISES [PDF]

open access: yesBuletin ştiinţific: Universitatea din Piteşti. Seria Ştiinţe Economice, 2017
In a rapidly changing world it is necessary to adapt to new conditions. From a day to day approaches can vary. For the proper management of the company it is essential to know the financial situation.
Erika SPUCHLAKOVA, Maria KOVACOVA
doaj  

DMDP: A Dynamic Multi-source Default Probability Prediction Framework

open access: yesData 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
doaj   +1 more source

RASIO KEUANGAN DAN KEMUNGKINAN GAGAL BAYAR DENGAN METODE KMV MERTON PADA PERUSAHAAN NON KEUANGAN DI BURSA EFEK INDONESIA [FINANCIAL RATIOS AND THE POSSIBILITY OF DEFAULT USING THE KMV MERTON METHOD IN NON-FINANCIAL COMPANIES ON THE INDONESIA STOCK EXCHANGE]

open access: yesDeReMa (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
doaj   +1 more source

Bootstrap Bandwidth Selection and Confidence Regions for Double Smoothed Default Probability Estimation

open access: yesMathematics, 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
doaj   +1 more source

Conceptual and Statistical Issues Regarding the Probability of Default and Modeling Default Risk [PDF]

open access: yesDatabase Systems Journal, 2011
In today’s rapidly evolving financial markets, risk management offers different techniques in order to implement an efficient system against market risk.
Emilia TITAN, Adela Ioana TUDOR
doaj  

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