Essays about: "Private Default Prediction"

Found 1 essay containing the words Private Default Prediction.

  1. 1. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : John-Edward Olingsberg; Oscar Küntzel; [2019]
    Keywords : Private Default Prediction; Hazard Model; Basel III; Misclassification Costs; Parsimonious;

    Abstract : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. READ MORE