Estimating the Impact of Physical Risks on Firm Defaults: A Supply-Chain Perspective
This study employs an agent-based #model to explore how #climate shocks spread within #supplychains, linking #climateimpacts to firms'...
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Rechercher
2 août 2023
FinPT: Financial Risk Prediction with Profile Tuning on Pretrained Foundation Models
#financialrisk #prediction is vital but hindered by outdated algorithms and the absence of comprehensive benchmarks. Addressing this,...
25 avr. 2023
Particle MCMC in forecasting frailty correlated default models with expert opinion
This paper focuses on predicting #corporate #default #risk using frailty correlated default #models with subjective judgments. The study...
16 mars 2023
An axiomatic approach to default risk and model uncertainty in rating systems
"We discuss different properties and representations of default #riskmeasures via monetary risk measures, families of related #tailrisk...
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