Advancing financial resilience: A systematic review of default prediction models and future directions in credit risk management

J Alvi, I Arif, K Nizam - Heliyon, 2024 - cell.com
This research presents a systematic review of a substantial body of high-quality research
articles on Default Prediction Models published from 2015 to 2024. It is a comprehensive …

Early warning early action for the banking solvency risk in the COVID-19 pandemic era: A case study of Indonesia

T Hidayat, D Masyita, SR Nidar, F Ahmad, MAN Syarif - Economies, 2021 - mdpi.com
The COVID-19 pandemic has affected people's lives and increased the banking solvency
risk. This research aimed to build an early warning and early action simulation model to …

Audience-Dependent explanations for AI-Based risk management tools: a survey

B Hadji Misheva, D Jaggi, JA Posth… - Frontiers in Artificial …, 2021 - frontiersin.org
Artificial Intelligence (AI) is one of the most sought-after innovations in the financial industry.
However, with its growing popularity, there also is the call for AI-based models to be …

[PDF][PDF] Early Warning Early Action for the Banking Solvency Risk in the COVID-19 Pandemic Era: A Case Study of Indonesia. Economies 10: 6

T Hidayat, D Masyita, SR Nidar, F Ahmad, MAN Syarif - 2022 - academia.edu
The COVID-19 pandemic has affected people's lives and increased the banking solvency
risk. This research aimed to build an early warning and early action simulation model to …

RCML: A Novel Algorithm for Regressing Price Movement during Commodity Futures Stress Testing Based on Machine Learning

C Liu, W Pan, H Zhou - Journal of Risk and Financial Management, 2023 - mdpi.com
Stress testing, an essential part of the risk management toolkit of financial institutions, refers
to the evaluation of a portfolio's potential risk under an extreme, but plausible, scenario. The …

Sensitivity of stress testing metrics to estimation risk, account behaviour and volatility for credit defaults

VB Djeundje, J Crook - Journal of the Operational Research …, 2022 - Taylor & Francis
One approach to stress testing the amount of capital required by a bank for credit risk is to
use parameterised account level models with credit application characteristics, behavioural …

An Adaptive Neural Network Approach To Predict The Capital Adequacy Ratio

G Di Tollo, G Fattoruso, B Toffano - Ratio Mathematica, 2022 - search.proquest.com
Financial institutions, policy makers and regulatory authorities need to implement stress
tests in order to test both resilience and the consequences of adverse shocks. The European …

Assets Supply demand Physical Equilibrium in Financial Market by Artificial Neural Network

K Ayati - Journal of Mathematics and Modeling in Finance, 2022 - jmmf.atu.ac.ir
‎ In this article supply demand based on prices volumes are extracted as measure of swaps
between two or more indexes by neural network for recommend Market Makers to increase …