We develop a structural model of credit risk in a network economy, where any firm can lend to any other firm, so that each firm is subject to counterparty risk either from dire...
In this study, a multistage neural network ensemble learning model is proposed to evaluate credit risk at the measurement level. The proposed model consists of six stages. In the ...
Credit analysts generally assess the risk of credit applications based on their previous experience. They frequently employ quantitative methods to this end. Among the methods used...
By providing credit risk information, credit rating systems benefit most participants in financial markets, including issuers, investors, market regulators and intermediaries. In ...
Credit card transactions are a popular and diffused means of payment over the network. Unfortunately, current technology does not allow us to technically solve disputes that may ...