Search
Search Results
-
A blockchain-based framework for Academic Bank of Credit with transparent credit mobility
Blockchain technology offers features of immutability, decentralization, transparency, and fault tolerance which hold great potential for...
-
Prediction of bank credit worthiness through credit risk analysis: an explainable machine learning study
The control of credit risk is an important topic in the development of supply chain finance. Financial service providers should distinguish between...
-
Toward interpretable credit scoring: integrating explainable artificial intelligence with deep learning for credit card default prediction
In recent years, the increasing prevalence of credit card usage has raised concerns about accurately predicting and managing credit card defaults....
-
A Deep Learning Approach to Credit Scoring Using Credit History Data
AbstractThe paper discusses an approach to credit scoring of retail customers in the banking industry. The approach is based on the development of...
-
Credit diversification and banking systemic risk
Banks generally enhance their competitiveness through credit diversification. However, credit diversification may trigger serious systemic risk...
-
Cheap fares for high-credit passengers: mitigating metro’s overcrowding via a credit-based coordinative pricing scheme
In metropolitans such as Bei**g and Shanghai, metro systems are constantly overloaded during rush hours. An effective solution to mitigate the...
-
Credit Derivatives
First introduced by JP Morgan in 1997, CDS (Credit Default Swap) remains the main instrument for credit exposure and hedging. Centralized clearing...
-
CEO Narcissism and Credit Ratings
Prior research has investigated how narcissistic executives affect firm policies and outcomes and how these executives influence colleagues and...
-
Regional favoritism in access to credit
We examine the effect of regional favoritism on the access of firms to credit. Using firm-level data on a large sample of 29,000 firms covering 47...
-
Short-term credit policies and operating performance
Using a sample of United Kingdom (UK) non-financial firms from 2009 to 2021, this paper examines the operating performance effect of aggressive and...
-
Consensus credit ratings: a view from banks
While the production of credit ratings has long been limited mainly to rating agencies (CRAs), recent years have seen the growing popularity of...
-
Credit Modelling*
In this chapter, we study the case of default in credit modelling. Structural models and intensity models are first covered. We then study the...
-
Accrual Quality, Cost of Debt, and Credit Spread and Loss
Our study presents a method to dissect bond excess returns into components influenced by credit spreads and credit losses. Analyzing data spanning...
-
-
Taming the “Capital Flows-Credit Nexus”: A Sectoral Approach
Capital inflows may lead to financial vulnerabilities by fuelling domestic credit booms, the so-called “capital flows-credit growth nexus”, which is...
-
Credit risk assessment using the factorization machine model with feature interactions
The accuracy of credit risk evaluation is crucial for the profitability of any financial institution. The factorization machine is a widely available...
-
Low-Carbon Investment and Credit Rationing
This paper develops a principal-agent model with adverse selection to analyse firms’ decisions between an existing carbon-intensive technology and a...
-
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...
-
Effectiveness of Macroprudential Policies on Credit Surge and Stop Episodes
When faced with capital flow and credit growth waves in recent years, policymakers have relied upon macroprudential regulation. This paper sheds...
-
Credit Scoring as a Carceral Practice: An Abolitionist Framework
The practice of credit scoring is ubiquitous in today’s economy. Three-digit credit scores or their underlying data are applied well beyond the...
