Increase of banks’ credit risks forecasting power by the usage of the set of alternative models
The paper is aimed at comparing the divergence of existing credit risk models and creating a synergic model with superior forecasting power based on a rating model and probability of default model of Russian banks. The paper demonstrates that rating models, if applied alone, tend t...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Voprosy Ekonomiki
2018-06-01
|
| Series: | Russian Journal of Economics |
| Online Access: | https://rujec.org/articles.php?id=27737 |