The predictive, behavioural and economic forecasting performance of alternative credit risk and bankruptcy models: a global study

另类信用风险和破产模型的预测、行为和经济预测绩效：一项全球研究

• 批准号: DP120103704
• 负责人: Prof Stewart Jones
• 金额: $ 12.84万
• 依托单位: The University of Sydney
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2012
• 资助国家: 澳大利亚
• 起止时间: 2012-04-13 至 2015-07-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP120103704
• 关键词: predictive; behavioural; economic; forecasting; performance

This study empirically evaluates a range of "new age" credit risk models using a large global sample of failed firms and bond ratings data. The study will provide a substantive body of empirical evidence to assist regulators, creditors, investors and other users assess the merits, strengths and limitations of alternative risk modelling approaches.

本研究实证评估了一系列的“新时代”的信用风险模型，使用了大量的全球样本失败的公司和债券评级数据。这项研究将提供大量经验证据，协助监管机构、债权人、投资者和其他用户评估替代风险建模方法的优点、优势和局限性。