Related papers: Combining Intra-Risk and Contagion Risk for Enterp…
Small and Medium-sized Enterprises (SMEs) are known to play a vital role in economic growth, employment, and innovation. However, they tend to face significant challenges in accessing credit due to limited financial histories, collateral…
This paper takes the graph neural network as the technical framework, integrates the intrinsic connections between enterprise financial indicators, and proposes a model for enterprise credit risk assessment. The main research work includes:…
Small and Medium-sized Enterprises (SMEs) are vital to the modern economy, yet their credit risk analysis often struggles with scarce data, especially for online lenders lacking direct credit records. This paper introduces a Graph Neural…
The marketing departments of financial institutions strive to craft products and services that cater to the diverse needs of businesses of all sizes. However, it is evident upon analysis that larger corporations often receive a more…
We introduce a binary regression accounting-based model for bankruptcy prediction of small and medium enterprises (SMEs). The main advantage of the model lies in its predictive performance in identifying defaulted SMEs. Another advantage,…
Company financial risks pose a significant threat to personal wealth and national economic stability, stimulating increasing attention towards the development of efficient andtimely methods for monitoring them. Current approaches tend to…
As impressively shown by the financial crisis in 2007/08, contagion effects in financial networks harbor a great threat for the stability of the entire system. Without sufficient capital requirements for banks and other financial…
Corporate insolvency can have a devastating effect on the economy. With an increasing number of companies making expansion overseas to capitalize on foreign resources, a multinational corporate bankruptcy can disrupt the world's financial…
Supply chain disruptions constitute an often underestimated risk for financial stability. As in financial networks, systemic risks in production networks arises when the local failure of one firm impacts the production of others and might…
Interbank contagion can theoretically exacerbate losses in a financial system and lead to additional cascade defaults during downturn. In this paper we produce default analysis using both regression and neural network models to verify…
Nowadays small and medium-sized enterprises have become an essential part of the national economy. With the increasing number of such enterprises, how to evaluate their credit risk becomes a hot issue. Unlike big enterprises with massive…
Efficient prediction of default risk for bond-issuing enterprises is pivotal for maintaining stability and fostering growth in the bond market. Conventional methods usually rely solely on an enterprise's internal data for risk assessment.…
Small and Medium Enterprises (SMEs) constitute 99.9% of U.S. businesses and generate 44% of economic activity, yet systematically identifying high-potential SMEs remains an open challenge. We introduce SME-HGT, a Heterogeneous Graph…
Groups of enterprises can serve as guarantees for one another and form complex networks when obtaining loans from commercial banks. During economic slowdowns, corporate default may spread like a virus and lead to large-scale defaults or…
This paper presents a novel approach to credit risk prediction by employing Graph Convolutional Neural Networks (GCNNs) to assess the creditworthiness of borrowers. Leveraging the power of big data and artificial intelligence, the proposed…
We introduce a probabilistic framework that represents stylized banking networks with the aim of predicting the size of contagion events. Most previous work on random financial networks assumes independent connections between banks, whereas…
Propagation of balance-sheet or cash-flow insolvency across financial institutions may be modeled as a cascade process on a network representing their mutual exposures. We derive rigorous asymptotic results for the magnitude of contagion in…
Credit risk assessment of a company is commonly conducted by utilizing financial ratios that are derived from its financial statements. However, this approach may not fully encompass other significant aspects of a company. We propose the…
In the current context of accelerated globalization and digitalization, the complexity and uncertainty of financial markets are increasing, and the identification and prevention of economic risks have become a key link in maintaining the…
Bankruptcy is a legal procedure that claims a person or organization as a debtor. It is essential to ascertain the risk of bankruptcy at initial stages to prevent financial losses. In this perspective, different soft computing techniques…