English
Related papers

Related papers: Reconstruction Rating Model of Sovereign Debt by L…

200 papers

The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to…

General Finance · Quantitative Finance 2014-03-05 Andreas Joseph , Irena Vodenska , Eugene Stanley , Guanrong Chen

We show that pooling countries across a panel dimension to macroeconomic data can improve by a statistically significant margin the generalization ability of structural, reduced form, and machine learning (ML) methods to produce…

General Economics · Economics 2022-03-15 Cameron Fen , Samir Undavia

Machine learning algorithms are increasingly deployed in critical domains such as finance, healthcare, and criminal justice [1]. The increasing popularity of algorithmic decision-making has stimulated interest in algorithmic fairness within…

Machine Learning · Computer Science 2025-11-18 Animesh Joshi

We explicitly test if the reliability of credit ratings depends on the total number of admissible states. We analyse open access credit rating data and show that the effect of the number of states in the dynamical properties of ratings…

Risk Management · Quantitative Finance 2015-06-22 P. Lencastre , F. Raischel , P. G. Lind

We explore the interplay between sovereign debt default/renegotiation and environmental factors (e.g., pollution from land use, natural resource exploitation). Pollution contributes to the likelihood of natural disasters and influences…

General Economics · Economics 2025-01-22 Emilio Barucci , Daniele Marazzina , Aldo Nassigh

The paper shows how to determine the loss on an LGD borrower's loan after default, with or without preparation of a separate model. LGD after default is estimated taking into account the average repayment period of the defaulted loan,…

Risk Management · Quantitative Finance 2026-04-28 Pomazanov Mikhail

The Sustainable Development Goals (SDGs) were introduced by the United Nations in order to encourage policies and activities that help guarantee human prosperity and sustainability. SDG frameworks produced in the finance industry are…

Machine Learning · Computer Science 2023-08-08 Qingzhi Hu , Daniel Daza , Laurens Swinkels , Kristina Ūsaitė , Robbert-Jan 't Hoen , Paul Groth

Securities borrowing and lending are critical to proper functioning of securities markets. To alleviate securities owners' exposure to borrower default risk, overcollateralization and indemnification are provided by the borrower and the…

Mathematical Finance · Quantitative Finance 2021-11-29 Wujiang Lou

Debt recycling is an aggressive equity extraction strategy that potentially permits faster repayment of a mortgage. While equity progressively builds up as the mortgage is repaid monthly, mortgage holders may obtain another loan they could…

Risk Management · Quantitative Finance 2025-01-28 Sabrina Aufiero , Preben Forer , Pierpaolo Vivo , Fabio Caccioli , Silvia Bartolucci

Okun's law for the biggest developed countries is re-estimated using the most recent data on real GDP per capita and the rate of unemployment. Our results show that the change in unemployment rate can be predicted with a high accuracy. The…

General Finance · Quantitative Finance 2011-09-21 Ivan O. Kitov

There is increasing interest in using LLMs as decision-making "agents." Doing so includes many degrees of freedom: which model should be used; how should it be prompted; should it be asked to introspect, conduct chain-of-thought reasoning,…

Computation and Language · Computer Science 2024-05-29 Narun Raman , Taylor Lundy , Samuel Amouyal , Yoav Levine , Kevin Leyton-Brown , Moshe Tennenholtz

In credit markets, screening algorithms aim to discriminate between good-type and bad-type borrowers. However, when doing so, they can also discriminate between individuals sharing a protected attribute (e.g. gender, age, racial origin) and…

Machine Learning · Statistics 2024-02-09 Christophe Hurlin , Christophe Pérignon , Sébastien Saurin

The lifetime behaviour of loans is notoriously difficult to model, which can compromise a bank's financial reserves against future losses, if modelled poorly. Therefore, we present a data-driven comparative study amongst three techniques in…

Risk Management · Quantitative Finance 2026-04-22 Arno Botha , Tanja Verster , Roland Breedt

We use bank-level balance sheet data from 2005 to 2010 to study interactions within the banking system of five emerging countries: Argentina, Brazil, Mexico, South Africa, and Taiwan. For each country we construct a financial network based…

Statistical Finance · Quantitative Finance 2015-07-08 Diego Aparicio , Daniel Fraiman

We present a new approach to understanding credit relationships between commercial banks and quoted firms, and with this approach, examine the temporal change in the structure of the Japanese credit network from 1980 to 2005. At each year,…

General Finance · Quantitative Finance 2009-05-28 Yoshi Fujiwara , Hideaki Aoyama , Yuichi Ikeda , Hiroshi Iyetomi , Wataru Souma

We develop a model to predict consumer default based on deep learning. We show that the model consistently outperforms standard credit scoring models, even though it uses the same data. Our model is interpretable and is able to provide a…

General Economics · Economics 2019-10-07 Stefania Albanesi , Domonkos F. Vamossy

``Self-Organised Criticality'' (SOC) is the mechanism by which complex systems spontaneously settle close to a *critical point*, at the edge between stability and chaos, and characterized by fat-tailed fluctuations and long-memory…

General Finance · Quantitative Finance 2024-09-09 Jean-Philippe Bouchaud

Debt recycling is a leveraged equity management strategy in which homeowners use accumulated home equity to finance investments, applying the resulting returns to accelerate mortgage repayment. We propose a novel framework to model equity…

Risk Management · Quantitative Finance 2025-11-25 Carlo von der Osten , Sabrina Aufiero , Pierpaolo Vivo , Fabio Caccioli , Silvia Bartolucci

This paper presents a meta-learning framework for credit risk assessment of Italian Small and Medium Enterprises (SMEs) that explicitly addresses the temporal misalignment of credit scoring models. The approach aligns financial statement…

Risk Management · Quantitative Finance 2026-01-13 O. Didkovskyi , A. Vidali , N. Jean , G. Le Pera

In this paper incomplete-information models are developed for the pricing of securities in a stochastic interest rate setting. In particular we consider credit-risky assets that may include random recovery upon default. The market…

Pricing of Securities · Quantitative Finance 2010-06-04 Andrea Macrina , Priyanka A. Parbhoo
‹ Prev 1 4 5 6 7 8 10 Next ›