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Listar por palabra clave "Logit Model"

Mostrando ítems 1-2 de 2

Credit Risk Analysis: Reflections on the Use of the Logit Model

Bartual Sanfeliu, Concepción; García García, Fernando; Giménez Molina, Vicente; Romero Civera, Agustin (Scienpress.com, 2012)

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 ...
Probability of deafault using the logit model: The impact of explanatory variable and data base selection

Bartual Sanfeliu, Concepción; García García, Fernando; Guijarro, Francisco; Romero Civera, Agustin (Mykolas Romeris University, 2012-10)

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 ...

Mostrando ítems 1-2 de 2