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Muhamad Jumaa, Mohammed Saqib, Arif Attar
Pág. 85 - 92
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Mohammad Sharik Essa and Evangelos Giouvris
The study investigates the impact of financial distress (credit spread) and liquidity crises (TED spread) on size, value, profitability, investment and momentum premiums within the US Real Estate Investment Trust market. Using daily data from 2001 to 202...
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David Maloney, Sung-Chul Hong and Barin Nag
Economic disruptions can alter the likelihood of defaults on peer-to-peer loans, causing those impacted to adjust. The option to declare economic hardship and temporarily reduce the payment burden can provide some relief. When this occurs, the borrower?s...
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Dean Fantazzini
In this paper, we analyzed a dataset of over 2000 crypto-assets to assess their credit risk by computing their probability of death using the daily range. Unlike conventional low-frequency volatility models that only utilize close-to-close prices, the da...
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Shanuka Senarath, Pelma Rajapakse, Jan Job de Vries Robbé, Naveen Wickremeratne and Maduka Subasinghage
A credit default swap (CDS) is a derivative financial instrument that provides insurance against credit risk. CDSs on subprime Asset Backed Securities (ABSs) paved the way for securitizers to hedge the credit risk of the underlying subprime loans during ...
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Kai Zhuang, Sen Wu and Shuaiqi Liu
Recommending loan products to applicants would benefit many financial businesses and individuals. Nevertheless, many loan products suffer from the cold start problem; i.e., there are no available historical data for training the recommendation model. Con...
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Shari De Baets, Dilek Önkal and Wasim Ahmed
Many people do not possess the necessary savings to deal with unexpected financial events. People?s biases play a significant role in their ability to forecast future financial shocks: they are typically overoptimistic, present-oriented, and generally un...
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Gianfranco Lombardo, Mattia Pellegrino, George Adosoglou, Stefano Cagnoni, Panos M. Pardalos and Agostino Poggi
Predicting corporate bankruptcy is one of the fundamental tasks in credit risk assessment. In particular, since the 2007/2008 financial crisis, it has become a priority for most financial institutions, practitioners, and academics. The recent advancement...
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Myung Jin Hyun, Jongseok Won, Dong Han Choi, Howon Lee, Yeonjung Lee, Charity Mijin Lee, Chan Hong Park and Jae Hoon Noh
The CHEMTAX program has been widely used to estimate community composition based on major pigment concentrations in seawater. However, because CHEMTAX is an underdetermined optimization algorithm, underdetermined bias has remained an unsolved problem sin...
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Budiandru Budiandru
Pág. in press
The problem of default by debtors becomes a primary concern for Islamic banking recently. This study analyzes the effect of economic pressure on the risk of default on Islamic banks, both in the short and long term, the risk response of default, and also...
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