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Credit rating and microfinance lending decisions based on loss given default (LGD)
16 references·6 citing·43 second hop
Credit rating and microfinance lending decisions based on loss given default (LGD) (2019)Credit rating and microfinance lending de…A Multicriteria Approach for Modeling Small Enterprise Credit Rating: Evidence from China (2019)A Multicriteria Approach for …Banking credit worthiness: Evaluating the complex relationships (2018)Banking credit worthiness: Ev…Moral hazard and default risk of SMEs with collateralized loans (2017)Moral hazard and default risk…Credit default prediction modeling: an application of support vector machine (2017)Credit default prediction mod…Support vector regression for loss given default modelling (2014)Support vector regression for…Microcredit in Theory and Practice: Using Randomized Credit Scoring for Impact Evaluation (2011)Microcredit in Theory and Pra…Comparison of modeling methods for Loss Given Default (2011)Comparison of modeling method…Benchmarking regression algorithms for loss given default modeling (2011)Benchmarking regression algor…The Credit Ratings Game (2009)The Credit Ratings GameInstitutions and Organizations: Ideas, Interests, and Identities (2007)Institutions and Organization…Modelling of insurers’ rating determinants. An application of machine learning techniques and statistical models (2006)Modelling of insurers’ rating…Induced ordered weighted geometric operators and their use in the aggregation of multiplicative preference relations (2004)Induced ordered weighted geom…Pricing Derivatives on Financial Securities Subject to Credit Risk (1995)Pricing Derivatives on Financ…ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)ZETATM analysis A new model t…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…Predicting loss given default using post-default information (2021)Predicting loss given default…Elements of Credit Rating: A Hybrid Review and Future Research Agenda (2021)Elements of Credit Rating: A …A multicriteria credit scoring model for SMEs using hybrid BWM and TOPSIS (2021)A multicriteria credit scorin…Analyzing the Structure of the Maritime Silk Road Central City Network through the Spatial Distribution of Financial Firms (2020)Analyzing the Structure of th…Multinational firms’ local sourcing strategies considering unreliable supply and environmental sustainability (2019)Multinational firms’ local so…Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach (2019)Exploring the mismatch betwee…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The impact of Group‐Based Credit Programs on Poor Households in Bangladesh: Does the Gender of Participants Matter? (1998)The economics of microfinance (2006)Financial performance and Outreach: A Global Analysis of Leading Microbanks (2007)Financial Inclusion (2015)Microcredit Impacts: Evidence from a Randomized Microcredit Program Placement Experiment by Compartamos Banco (2015)The Impacts of Microfinance: Evidence from Joint-Liability Lending in Mongolia (2015)Benchmarking state-of-the-art classification algorithms for credit scoring (2003)Development and application of consumer credit scoring models using profit-based classification measures (2014)Deep learning for limit order books (2018)Two-stage consumer credit risk modelling using heterogeneous ensemble learning (2019)The Analytic Hierarchy Process (1985)On ordered weighted averaging aggregation operators in multicriteria decisionmaking (1988)Fuzzy Set Theory and Its Applications (1993)Induced aggregation operators in decision making with the Dempster-Shafer belief structure (2009)Some generalized aggregating operators with linguistic information and their application to multiple attribute group decision making (2011)A dynamical consensus method based on exit–delegation mechanism for large group emergency decision making (2015)Merton, Robert C. (2010)A zero-adjusted gamma model for mortgage loan loss given default (2013)Enhancing two-stage modelling methodology for loss given default with support vector machines (2017)Option pricing when underlying stock returns are discontinuous (1976)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Modeling Term Structures of Defaultable Bonds (1999)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Limited attention, information disclosure, and financial reporting (2003)Overconfidence and Speculative Bubbles (2003)Markets: The Credit Rating Agencies (2010)Quality Disclosure and Certification: Theory and Practice (2010)How did increased competition affect credit ratings? (2011)The cost of capital, corporation finance and the theory of investment (2008)Conducting Educational Design Research (2018)Digital innovation and transformation: An institutional perspective (2018)Mastering digital transformation: The nexus between leadership, agility, and digital strategy (2022)
this work references cited by second hop

References

  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2007Institutions and Organizations: Ideas, Interests, and Identities2,950 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 1995Pricing Derivatives on Financial Securities Subject to Credit Risk1,934 cited
  • 1977ZETATM analysis A new model to identify bankruptcy risk of corporations1,812 cited
  • 2009The Credit Ratings Game966 cited
  • 2011Microcredit in Theory and Practice: Using Randomized Credit Scoring for Impact Evaluation493 cited
  • 2011Benchmarking regression algorithms for loss given default modeling186 cited
  • 2004Induced ordered weighted geometric operators and their use in the aggregation of multiplicative preference relations154 cited
  • 2011Comparison of modeling methods for Loss Given Default151 cited
  • 2018Banking credit worthiness: Evaluating the complex relationships134 cited
  • 2014Support vector regression for loss given default modelling105 cited
  • 2017Credit default prediction modeling: an application of support vector machine65 cited
  • 2019A Multicriteria Approach for Modeling Small Enterprise Credit Rating: Evidence from China56 cited
  • 2006

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Modelling of insurers’ rating determinants. An application of machine learning techniques and statistical models
51 cited
  • 2017Moral hazard and default risk of SMEs with collateralized loans31 cited
  • Cited by

    • 2021A multicriteria credit scoring model for SMEs using hybrid BWM and TOPSIS54 cited
    • 2021Elements of Credit Rating: A Hybrid Review and Future Research Agenda36 cited
    • 2019Multinational firms’ local sourcing strategies considering unreliable supply and environmental sustainability36 cited
    • 2019Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach34 cited
    • 2021Predicting loss given default using post-default information18 cited
    • 2020Analyzing the Structure of the Maritime Silk Road Central City Network through the Spatial Distribution of Financial Firms7 cited