Checking account activity and credit default risk of enterprises: An application of statistical learning methods
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References listed on IDEAS
- Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
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- Strobl, Carolin & Boulesteix, Anne-Laure & Augustin, Thomas, 2007. "Unbiased split selection for classification trees based on the Gini Index," Computational Statistics & Data Analysis, Elsevier, vol. 52(1), pages 483-501, September.
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- Lars Norden & Martin Weber, 2010. "Credit Line Usage, Checking Account Activity, and Default Risk of Bank Borrowers," Review of Financial Studies, Society for Financial Studies, vol. 23(10), pages 3665-3699, October.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2017-07-09 (Banking)
- NEP-BIG-2017-07-09 (Big Data)
- NEP-PAY-2017-07-09 (Payment Systems & Financial Technology)
- NEP-RMG-2017-07-09 (Risk Management)
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