Ceris-Cnr, W.P. N° 10/2006 |
Models for Default
Risk Analysis: |
Greta Falavigna |
Abstract: In this work there is a survey on the methodologies used by the author for the analysis of default risk, taking into account several approaches suggested by the literature. The focus is to analyse the Artificial Neural Networks as a tool for the study of this problem and to verify the ability of classification of these models. Finally, an analysis of variables introduced in the Artificial Neural Network models and some considerations about these.
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Keywords: Artificial
Neural Networks, Hybrid neural network models Expert Systems,
Default, Bankruptcy, Rating Systems,
Credit scoring models |
JEL Codes: B41, C14, C45, C53, C63, G10, G30, G33 |
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