Henry Stott breaks down Ledn’s 0.43% default probability and 10% expected loss severity, far below the industry norm.
This business problem is a supervised learning example for a credit card company. The objective is to predict the probability of default (whether the customer will pay the credit card bill or not) ...
Analysis of Treasury yield movements, peak forward rates, default risk, and yield simulations provide insights into future ...
The level of negative home equity that triggers default depends on the extent to which households are borrowing constrained. High loan-to-value ratios at mortgage origination increase the probability ...
We estimate the causal effect of sovereign default on the equity returns of Argentine firms. We identify this effect by exploiting changes in the probability of Argentine sovereign default induced by ...
This script uses dynamic programming to optimize bucket boundaries for FICO scores and maximize the log-likelihood of default predictions. Displays optimal bucket boundaries and average probability of ...
Ratings has confirmed the B1 corporate family rating (CFR) for Warrior Met Coal (NYSE:HCC), Inc., also known as Warrior. The ...
ISLAMABAD, Nov 25 (APP): Federal Minister for Finance and Revenue, Senator Mohammad Ishaq Dar said here Friday that Bloomberg has pitched Pakistan’s one year probability of default at a low of 10 ...
Oil and gas equipment and services companies and publishers topped the list of the most vulnerable US industries, measured by median probability of default score. Homebuilding companies recorded ...