Credit spreads, endogenous bankruptcy and liquidity risk.
Jianping FuXingchun WangYongjin WangPublished in: Comput. Manag. Sci. (2012)
Keyphrases
- credit risk
- risk analysis
- credit scoring
- evaluation method
- portfolio optimization
- risk management
- commercial banks
- financial data
- risk evaluation
- fraud detection
- chance discovery
- logistic regression
- exchange rate
- data sets
- credit card
- financial markets
- risk assessment
- information systems
- neural network
- portfolio selection
- short term
- case study
- financial institutions
- minimum risk
- financial information