What Best Predicts Corporate Bank Loan Defaults? An Analysis of Three Different Variable Domains
This paper aims to compare the accuracy of financial ratios, tax arrears and annual report submission delays for the prediction of bank loan defaults. To achieve this, 12 variables from these three domains are used, while the study applies a longitudinal whole-population dataset from an Estonian com...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-01-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/9/2/29 |