Credit risk prediction is to forecast whether the borrower can fulfill the financial commitment
in advance by taking the relevant information of the customer as the judgment basis. Banks …

Nowadays, the banks are facing increasing business pressure in loan allocations, because
more and more enterprises are applying for it and financial risk is becoming vaguer. To this …

A theoretical method is empirically illustrated in finding the best time to forsake a loan such
that the overall credit loss is minimised. This is predicated by forecasting the future cash …

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 …

Modelling the outcome after loan default is receiving increasing attention, and survival
analysis is particularly suitable for this purpose due to the likely presence of censoring in the …

A novel procedure is presented for finding the true but latent endpoints within the repayment
histories of individual loans. The monthly observations beyond these true endpoints are …

This paper tests how important the time value of money (TVM) principle is in decision
making in real-life conditions, when different selection criteria can be considered. A three …

The IFRS 9 accounting standard requires the prediction of credit deterioration in financial
instruments, ie, significant increases in credit risk (SICR). However, the definition of such a …

The point at which a loan is in default is posited to be a portfolio-specific, probabilistic, and
risk-based" point of no return" beyond which loan collection becomes sub-optimal if pursued …

With the constant development of economy, how to reasonably allocate limited loans to
enterprises has been an interesting issue. As a result, adaptive decision for optimal loan …