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Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach
16 references·2 citing·47 second hop
Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach (2019)Exploring the mismatch between credit rat…Modeling Default Risk (2019)Modeling Default RiskCredit Risk Research: Review and Agenda (2018)Credit Risk Research: Review …Banking credit worthiness: Evaluating the complex relationships (2018)Banking credit worthiness: Ev…A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method (2018)A multicriteria outranking ap…Enhancing two-stage modelling methodology for loss given default with support vector machines (2017)Enhancing two-stage modelling…Support vector regression for loss given default modelling (2014)Support vector regression for…Prediction of bank financial strength ratings: The case of Turkey (2012)Prediction of bank financial …An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data (2012)An empirical comparison of co…A literature review on the application of evolutionary computing to credit scoring (2012)A literature review on the ap…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…Predicting issuer credit ratings using a semiparametric method (2009)Predicting issuer credit rati…Multiple classifier application to credit risk assessment (2009)Multiple classifier applicati…The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients (2008)The comparisons of data minin…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Predicting loss given default using post-default information (2021)Predicting loss given default…Research on Credit Risk Measurement of Small and Micro Enterprises Based on the Integrated Algorithm of Improved GSO and ELM (2020)Research on Credit Risk Measu…Fuzzy sets (1965)Fuzzy sets (1996)Application of new deep genetic cascade ensemble of SVM classifiers to predict the Australian credit scoring (2019)Deep learning for credit scoring: Do or don’t? (2021)Operational Research and Artificial Intelligence Methods in Banking (2022)Statistical Classification Methods in Consumer Credit Scoring: A Review (1997)Data preparation for data mining (1999)Probabilistic modeling and visualization for bankruptcy prediction (2017)An artificial intelligence system for predicting customer default in e-commerce (2018)A novel dynamic credit risk evaluation method using data envelopment analysis with common weights and combination of multi-attribute decision-making methods (2021)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)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Structural equation modeling with AMOS: basic concepts, applications, and programming (2000)Exploring the behaviour of base classifiers in credit scoring ensembles (2012)Two-level classifier ensembles for credit risk assessment (2012)Exploring the synergetic effects of sample types on the performance of ensembles for credit risk and corporate bankruptcy prediction (2018)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Merton, Robert C. (2010)A zero-adjusted gamma model for mortgage loan loss given default (2013)Multicriteria Methodology for Decision Aiding (1997)Multiple Criteria Decision Analysis: State of the Art Surveys (2005)The effects of corporate governance on firms’ credit ratings (2006)Data-Driven Preference Learning Methods for Value-Driven Multiple Criteria Sorting with Interacting Criteria (2020)Financial modelling with multiple criteria decision making: A systematic literature review (2020)Consensus reaching for ordinal classification-based group decision making with heterogeneous preference information (2023)ZETATM analysis A new model to identify bankruptcy risk of corporations (1977)Building Better Causal Theories: A Fuzzy Set Approach to Typologies in Organization Research (2011)Socioemotional Wealth in Family Firms (2012)Sustainable supply chain flexibility and its relationship to circular economy-target performance (2019)Supply chain risk management with machine learning technology: A literature review and future research directions (2022)Constraints to agricultural finance in underdeveloped and developing countries: a systematic literature review (2024)Machine Learning in Financial Crisis Prediction: A Survey (2011)Machine Learning in Banking Risk Management: A Literature Review (2019)A Review on Fairness in Machine Learning (2022)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? 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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 2008The comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients881 cited
  • 2011Microcredit in Theory and Practice: Using Randomized Credit Scoring for Impact Evaluation493 cited
  • 2012An empirical comparison of conventional techniques, neural networks and the three stage hybrid Adaptive Neuro Fuzzy Inference System (ANFIS) model for credit scoring analysis: The case of Turkish credit card data241 cited
  • 2011Benchmarking regression algorithms for loss given default modeling186 cited
  • 2009Multiple classifier application to credit risk assessment166 cited
  • 2011Comparison of modeling methods for Loss Given Default151 cited
  • 2018Banking credit worthiness: Evaluating the complex relationships134 cited
  • 2018A multicriteria outranking approach for modeling corporate credit ratings: An application of the Electre Tri-nC method128 cited
  • 2012A literature review on the application of evolutionary computing to credit scoring109 cited
  • 2014Support vector regression for loss given default modelling105 cited
  • 2018Credit Risk Research: Review and Agenda90 cited
  • 2017Enhancing two-stage modelling methodology for loss given default with support vector machines79 cited
  • 2012

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Prediction of bank financial strength ratings: The case of Turkey
78 cited
  • 2019Modeling Default Risk74 cited
  • 2009Predicting issuer credit ratings using a semiparametric method60 cited
  • Cited by

    • 2021Predicting loss given default using post-default information18 cited
    • 2020Research on Credit Risk Measurement of Small and Micro Enterprises Based on the Integrated Algorithm of Improved GSO and ELM14 cited