Results 21 to 30 of about 160,871 (306)
COVID‑19 pandemic risk and probability of loan default: evidence from marketplace lending market [PDF]
, 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, Asror, Shams, Syed
core +1 more source
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
doaj +3 more sources
Does corporate R&D investment support to decrease of default probability of Asian firms?
Borsa 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
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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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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LOGISTIC REGRESSION AS A TOOL FOR DETERMINATION OF THE PROBABILITY OF DEFAULT FOR ENTERPRISES [PDF]
Buletin 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
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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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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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
openaire +2 more sources