Advancing financial resilience: A systematic review of default prediction models and future directions in credit risk management
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 …
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
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 …
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
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 …
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
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 …
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 …
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 …
use parameterised account level models with credit application characteristics, behavioural …
An Adaptive Neural Network Approach To Predict The Capital Adequacy Ratio
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 …
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 …
between two or more indexes by neural network for recommend Market Makers to increase …