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Advanced Search Results For "DEFAULT (Finance)"

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 "DEFAULT (Finance)"
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A Rank Estimator Approach to Modeling Default Frequencies.

Publication Type: Academic Journal

Source(s): Journal of Risk & Financial Management. Oct2023, Vol. 16 Issue 10, p444. 17p.

Authors:

Abstract: This study introduces a non-parametric methodology for estimating expected frequencies of defaults and other credit events. The methodology allows for an independent estimation of a credit-quality variable, referred to as a default rank variable. In a ...

Pricing European Vulnerable Options with Jumps and Stochastic Default Obstacles Barrier under Regime Switching.

Publication Type: Academic Journal

Source(s): Mathematics (2227-7390). Oct2023, Vol. 11 Issue 19, p4155. 18p.

Abstract: In this paper, we propose an enhanced model for pricing vulnerable options. Specifically, our model assumes that parameters such as interest rates, jump intensity, and asset value volatility are governed by an observable continuous-time finite-state Ma...

Spillover Effects of the Opioid Epidemic on Consumer Finance.

Publication Type: Academic Journal

Source(s): Journal of Financial & Quantitative Analysis; Sep2023, Vol. 58 Issue 6, p2365-2386, 22p

Authors:

Abstract: Copyright of Journal of Financial & Quantitative Analysis is the property of Cambridge University Press and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. Ho...

Incorporating Climate Risk into Credit Risk Modeling: An Application in Housing Finance.

Publication Type: Academic Journal

Source(s): FinTech. Sep2023, Vol. 2 Issue 3, p614-640. 27p.

Abstract: This paper examines the integration of climate risks into structural credit risk models. We focus on applications in housing finance and argue that mortgage defaults due to climate disasters have different statistical features than default due to house...

Complexity Analysis of Consumer Finance following Computer LightGBM Algorithm under Industrial Economy.

Publication Type: Academic Journal

Source(s): Mobile Information Systems. 7/30/2022, p1-9. 9p.

Abstract: In the advancement of communication technologies and electronic commerce, the industrial economy consumer finance serves as the source of financial stability and improves the economic and social status of the household; thus, there is a need to signifi...

The mechanism of green finance's impact on enterprises' sustainable green innovation

Publication Type: Academic Journal

Source(s): Green Finance, Vol 5, Iss 3, Pp 452-478 (2023)

Abstract: Global attention toward environmental sustainability and economic green transformation is on the rise. Green technology innovation plays a crucial role in achieving green economic development, making the study of enterprises' sustainable green innovati...

Strategic Information Suppression in Borrowing and Pre-Lending Cognition: Theory and Evidence †.

Publication Type: Academic Journal

Source(s): Games (20734336). Jun2023, Vol. 14 Issue 3, p43. 24p.

Abstract: This paper theoretically studies the interaction between an informed borrower and an uninformed lender facing possible default of a loan application. The lender is motivated to invest cognitive resources before making a lending decision. If the regulat...

Default Prediction with Industry-Specific Default Heterogeneity Indicators Based on the Forward Intensity Model.

Publication Type: Academic Journal

Source(s): Axioms (2075-1680). Apr2023, Vol. 12 Issue 4, p402. 22p.

Abstract: 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 het...

Field of Study and Financial Problems: How Economics Reduces the Risk of Default.

Publication Type: Academic Journal

Source(s): Review of Financial Studies; Nov2023, Vol. 36 Issue 11, p4677-4711, 35p

Abstract: Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

Bayesian Statistics for Loan Default.

Publication Type: Academic Journal

Source(s): Journal of Risk & Financial Management. Mar2023, Vol. 16 Issue 3, p203. 20p.

Abstract: Bayesian inference has gained popularity in the last half of the twentieth century thanks to the wider applications in numerous fields such as economics, finance, physics, engineering, life sciences, environmental studies, and so forth. In this paper, ...

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