Research ArticleOpen accessIn the keywordsA Discrete-Time Hazard Model for Loans: Some Evidence from Italian Banking SystemGiambona FrancescaProblem statement: The probability of default, PD, is a crucial problem for banks. In the last years international accords (Basel, Basel 2 and Basel 3) have incentived banks to adopt objectives systems to evaluating and monitoring risk of default in order to predict PD for new loans based on borrower’s characteristics. The aim of this study is to introduce a … …American Journal of Applied Sciences, Vol. 9, Issue 9 · 14 Jul 2012 · 7,394 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Analysis of Credit Scoring for Agricultural Loans in ThailandVisit Limsombunchai, Christopher Gan, Minsoo LeeLoan contract performance determines the profitability and stability of the financial institutions and screening the loan applications is a key process in minimizing credit risk. Before making any credit decisions, credit analysis (the assessment of the financial history and financial backgrounds of the borrowers) should be completed as part of the screening process. A good credit risk assessment assists financial … …American Journal of Applied Sciences, Vol. 2, Issue 8 · 31 Aug 2005 · 7,620 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordUsing Neutral Network in Predicting Corporate FailureHuong G. NguyenThis study investigates the predictive power of three neutral network models: Multi-layer neural network, probabilistic neural network, and logistic regression model in predicting corporate failure. Basing on the database provided by The Corporate Scorecard Group (CSG), we combine financial ratios which deem to be significant predictors of corporate bankruptcy in many previous empirical studies to build our predictive models and … …Journal of Social Sciences, Vol. 1, Issue 4 · 31 Dec 2005 · 7,324 accessesView PDFCite