Listar por tema "credit risk"
Mostrando ítems 1-4 de 4
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Credit Quality and Substitution in SME Finance
World Scientific Publishing (2021-09-02)We investigate whether and how SMEs’ credit quality influences their substitution of bank credit for trade credit. Using data from the five largest European countries, we find that substitution of bank credit for trade ... -
Credit risk on basel rules: Claims on corporates
Universitat Jaume I (2014-06-20)In an uncertain economic environment and an increasingly globalized economy, a thorough risks control is necessary. Noteworthy among them, because of its importance in the banking activities, the credit risk. The Basel ...
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Exploring the synergetic effects of sample types on the performance of ensembles for credit risk and corporate bankruptcy prediction
Elsevier (2018-07)Credit risk and corporate bankruptcy prediction has widely been studied as a binary classification problem using both advanced statistical and machine learning models. Ensembles of classifiers have demonstrated their ...
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Three essays on liquidity and contagion
Universitat Jaume I (2016-04-16)The present PhD thesis consists of three papers. In the 1st paper we review credit risk models and models of counterparty risk and contagion and their application in credit risk management, and compare the two primary types ...
