Alcácer Ribelles, Eduardo(Universitat Politècnica de València, 2014-12-22)
[ES] El objetivo de este TFM es el análisis de la modelización de la situación de la
insolvencia empresarial a partir de la información económico-financiera
procedente de las cuentas anuales de la empresa, así como la ...
Zhuk, Igor(Universitat Politècnica de València, 2021-09-07)
[ES] Este trabajo se centra en la aplicación de técnicas de aprendizaje automático en el ámbito financiero. Particularmente, el objetivo del trabajo es la creación de un modelo de clasificación de riesgo crediticio. Para ...
[EN] We employ a sample of 10,136 Italian micro-, small-, and mid-sized enterprises (MSMEs) that borrow from 113 cooperative banks to examine whether market pricing of public firms adds additional information to accounting ...
The present economic and financial crisis has underlined the importance to financial
institutions and investors of having access to efficient methods of quantifying credit risk,
or the probability of default. The logit ...
García García, Fernando; Giménez Molina, Vicente; Guijarro Martínez, Francisco(Elsevier, 2013-10)
Credit risk management is a key issue for any company at anytime, but is especially important in the case of the banking industry. This fact is more than evident in times of financial crises, when financial institutions ...
García-España Simó, Pablo(Universitat Politècnica de València, 2023-09-07)
[ES] El presente trabajo tendrá como objeto el diseño e implementación de un modelo de cuantificación de riesgo de crédito de una entidad bancaria. Para ello se hará uso de una extensa base de datos de Kaggle y la herramienta ...
Monitoring the credit risk of firms in the social economy sector presents a considerable challenge, since it is difficult to calculate ratings with traditional methods such as logit or discriminant analysis, due to the ...
The Spanish economy is suffering a severe financial crisis which is affecting all Spanish
savings banks as well as some major banks. One of the triggers of the crisis is the high companies’ default
rate experienced in ...
[EN] Recent literature shows an increasing interest in considering alternative sources of information for predicting Small and Medium Enterprises default. The usage of accounting indicators does not allow to completely ...