Understanding and predicting bank rating transitions using optimal survival analysis models

Understanding and predicting bank rating transitions using optimal survival analysis models

10.1016/j.econlet.2013.02.033

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Bibliographic Details
Main Authors: Louis, P., Van Laere, E., Baesens, B.
Other Authors: RISK MANAGEMENT INSTITUTE
Format: Article
Published: 2016
Subjects:
Prediction accuracy
Rating transitions
Rating-specific and macro-economic covariates
Survival analysis
Online Access:http://scholarbank.nus.edu.sg/handle/10635/128734
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Institution: National University of Singapore
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Summary:10.1016/j.econlet.2013.02.033

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