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» Evaluation of credit risk based on firm performance
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EOR
2010
71views more  EOR 2010»
13 years 5 months ago
Evaluation of credit risk based on firm performance
Maria Psillaki, Ioannis E. Tsolas, Dimitris Margar...
ASC
2007
14 years 4 months ago
A BDI Agent System for Credit Risk Assessment based on Fuzzy Logic
Credit risk has always been an important issue for banks and other financial intermediaries. A reliable and consistent computing system is necessary to simplify the decision mak...
S. Bonura, V. Morreale, G. Cammarata, F. Cantore,...
SIAMFM
2011
75views more  SIAMFM 2011»
12 years 8 months ago
Dynamic Hedging of Portfolio Credit Derivatives
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
Rama Cont, Yu Hang Kan
FCCM
2008
IEEE
205views VLSI» more  FCCM 2008»
13 years 11 months ago
Credit Risk Modelling using Hardware Accelerated Monte-Carlo Simulation
The recent turmoil in global credit markets has demonstrated the need for advanced modelling of credit risk, which can take into account the effects of changing economic condition...
David B. Thomas, Wayne Luk
EOR
2007
108views more  EOR 2007»
13 years 5 months ago
Measuring retail company performance using credit scoring techniques
This paper proposes a theoretical framework for predicting financial distress based on Hunt’s (2000) Resource-Advantage Theory of Competition. The study focuses on the US retail...
Yu-Chiang Hu, Jake Ansell