Financial fragility and credit risk: A simulation model.
Alessia CafferataSimone CasellinaSimone LandiniMariacristina UbertiPublished in: Commun. Nonlinear Sci. Numer. Simul. (2023)
Keyphrases
- credit risk
- simulation model
- risk analysis
- evaluation method
- credit risk evaluation
- simulation models
- listed companies
- financial data
- credit scoring
- agent based simulation
- commercial banks
- discrete event
- mathematical model
- fraud detection
- simulation environment
- simulation tool
- exchange rate
- financial statements
- evaluation model
- risk assessment
- logistic regression