Understanding and predicting bank rating transitions using optimal survival analysis models

• 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
• Institution: National University of Singapore

10.1016/j.econlet.2013.02.033