Corporate default risk modeling under distressed economic and financial conditions in a developing economy

The Journal of Credit Risk ◽

10.21314/jcr.2020.267 ◽

2020 ◽

Author(s):

Frank Ranganai Matenda ◽

Mabutho Sibanda ◽

Eriyoti Chikodza ◽

Victor Gumbo

Keyword(s):

Default Risk ◽

Developing Economy ◽

Risk Modeling ◽

Corporate Default ◽

Financial Conditions

Download Full-text

Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications

SSRN Electronic Journal ◽

10.2139/ssrn.956732 ◽

2006 ◽

Author(s):

Jorge Antonio Chan-Lau ◽

Andre Oliveira Santos

Keyword(s):

Default Risk ◽

Risk Modeling ◽

Corporate Default ◽

Currency Mismatches ◽

Surveillance Applications

Download Full-text

Currency Mismatches and Corporate Default Risk: Modeling, Measurement, and Surveillance Applications

IMF Working Papers ◽

10.5089/9781451865295.001 ◽

2006 ◽

Vol 06 (269) ◽

pp. 1

Author(s):

Andre Santos ◽

Jorge A. Chan-Lau ◽

◽

Keyword(s):

Default Risk ◽

Risk Modeling ◽

Corporate Default ◽

Currency Mismatches ◽

Surveillance Applications

Download Full-text

Corporate Default Risk and Loan Pricing Behaviour in China

SSRN Electronic Journal ◽

10.2139/ssrn.3057826 ◽

2017 ◽

Author(s):

Hongyi Chen ◽

Jianghui Chen ◽

Gaofeng Han

Keyword(s):

Default Risk ◽

Loan Pricing ◽

Corporate Default

Download Full-text

Machine Learning for Corporate Default Risk: Multi-Period Prediction, Frailty Correlation, Loan Portfolios, and Tail Probabilities

SSRN Electronic Journal ◽

10.2139/ssrn.3938972 ◽

2021 ◽

Author(s):

Fabio Sigrist ◽

Nicola Leuenberger

Keyword(s):

Machine Learning ◽

Default Risk ◽

Tail Probabilities ◽

Corporate Default ◽

Loan Portfolios

Download Full-text

The Bloomberg Corporate Default Risk Model (DRSK) for Public Firms

SSRN Electronic Journal ◽

10.2139/ssrn.3911300 ◽

2021 ◽

Author(s):

Mario Bondioli ◽

Martin Goldberg ◽

Nan Hu ◽

Chengrui Li ◽

Olfa Maalaoui Chun ◽

...

Keyword(s):

Default Risk ◽

Public Firms ◽

Corporate Default

Download Full-text

Model Futility and Dynamic Boundaries with Application in Banking Default Risk Modeling

Combinatorics, Algorithms, Probabilistic and Experimental Methodologies - Lecture Notes in Computer Science ◽

10.1007/978-3-540-74450-4_15 ◽

2007 ◽

pp. 163-174

Author(s):

Xiao Jun Shi

Keyword(s):

Default Risk ◽

Download Full-text

The Bloomberg Corporate Default Risk Model (DRSK) for Private Firms

SSRN Electronic Journal ◽

10.2139/ssrn.3911330 ◽

2021 ◽

Author(s):

Mario Bondioli ◽

Martin Goldberg ◽

Nan Hu ◽

Chengrui Li ◽

Olfa Maalaoui Chun ◽

...

Keyword(s):

Default Risk ◽

Private Firms ◽

Corporate Default

Download Full-text

Corporate Default Risk and Loan Pricing Behavior in China

Emerging Market Finance: New Challenges and Opportunities - International Finance Review ◽

10.1108/s1569-376720200000021004 ◽

2020 ◽

pp. 55-73

Author(s):

Hongyi Chen ◽

Jianghui Chen ◽

Gaofeng Han

Keyword(s):

Default Risk ◽

Loan Pricing ◽

Corporate Default ◽

Pricing Behavior

Download Full-text

Forecasting corporate default risk in China

International Journal of Forecasting ◽

10.1016/j.ijforecast.2021.04.009 ◽

2021 ◽

Author(s):

Xuan Zhang ◽

Yang Zhao ◽

Xiao Yao

Keyword(s):

Default Risk ◽

Corporate Default

Download Full-text

Reinsurance Default Risk Modeling from the Perspective of Supervision

2011 International Conference on Information Management, Innovation Management and Industrial Engineering ◽

10.1109/iciii.2011.197 ◽

2011 ◽

Author(s):

Kai Li

Keyword(s):

Default Risk ◽

Download Full-text