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Clues from networks: quantifying relational risk for credit risk evaluation of SMEs
Owing to information asymmetry, evaluating the credit risk of small- and medium-sized enterprises (SMEs) is difficult. While previous studies...
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Combining Feature Selection and Classification Using LASSO-Based MCO Classifier for Credit Risk Evaluation
Credit risk evaluation is a difficult task to predict default probabilities and deduce risk classification, and many classification methods and...
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Credit diversification and banking systemic risk
Banks generally enhance their competitiveness through credit diversification. However, credit diversification may trigger serious systemic risk...
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Prioritizing real estate enterprises based on credit risk assessment: an integrated multi-criteria group decision support framework
Credit risk assessment involves conducting a fair review and evaluation of an assessed subject’s solvency and creditworthiness. In the context of...
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Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index
This paper assesses whether a climate factor is relevant to measure default risk in a sample of main companies listed on the STOXX Europe 600...
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Leveraging Big Data for SME Credit Risk Assessment: A Novel BP-KMV and GARCH Integration
This study addresses the critical limitations in existing credit risk assessment models for unlisted technology small and medium enterprises (SMEs),...
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Credit Risk Evaluation and Analysis of Financial Entities in Online Supply Chain
Against the backdrop of constant impact from new technological revolution and the outbreak of COVID-19, more attention has been paid to solving the...
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Factors Influence Loan Default–A Credit Risk Analysis
Loan default has been a severe and critical issue for both lenders and borrowers. Default on loan payments not only reduces the profitability for...
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Measuring the model risk-adjusted performance of machine learning algorithms in credit default prediction
Implementing new machine learning (ML) algorithms for credit default prediction is associated with better predictive performance; however, it also...
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Contingent convertible lease modeling and credit risk management
The main objective of this study is to determine a lease agreement to finance an investment project and a solution for managing credit risk. This...
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Agricultural credit in India: determinants and effects
Credit is used as an instrument to raise the capital required to increase farm productivity, income and welfare of farmers, particularly small and...
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Innovative Risk Early Warning Model under Data Mining Approach in Risk Assessment of Internet Credit Finance
The financial risks of commercial banks are classified and evaluated through the Internet of Things (IoT) technology and big data technology to...
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Quantum Optimized Cost Based Feature Selection and Credit Scoring for Mobile Micro-financing
Mobile e-commerce has grown rapidly in the last decade because of the development of mobile network services, computing capabilities and big data’s...
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Enterprise economic influence and implementation deviation of green credit policy: evidence from China
Based on the empirical data of Chinese A-share listed companies from 2008 to 2018, this paper analyzes the impact of green credit policy on debt...
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Does green credit policy promote corporate green innovation? Evidence from China
Green innovation is an important strategy for companies to achieve sustainable development goals. In addition to hel** companies create a green...
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Addressing Credit Fraud Threat: Detected Through Supervised Machine Learning Model
In the modern digital age, the rising risk of credit fraud has posed a great challenge to financial institutions and credit card users. This paper...
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Account-level analytic hierarchical mixing modeling for credit risk of Chinese Government financing vehicle portfolios
Traditional credit risk measurement models, requiring fair amounts of default debts, have trouble in measuring the true default probability of...
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The impact of working capital management on credit rating
This study investigates the possible nonlinear relationship between working capital and credit rating. Furthermore, it examines the relationship...
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Credit
An essential use of modern credit is the advance through an owner of money capital (or in the case of the banks, the non-owners of money capital) to...
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Default or profit scoring credit systems? Evidence from European and US peer-to-peer lending markets
For the emerging peer-to-peer (P2P) lending markets to survive, they need to employ credit-risk management practices such that an investor base is...
