Estimating Short-term Default Probabilities Conditional to Economic Conditions: Applications of Regularisation Approach and Economic Adjustment Coefficients

Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Faculty of Technology Management and Business, University Tun Hussein Onn

Nor, Safwan Mohd

Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Victoria Institute of Strategic Economic Studies, Victoria University

Halim, Zairihan Abdul

Faculty of Business, Economics and Social Development, University of Malaysia TerengganuMalaysia

Zawawi, Nur Haiza Muhammad

Faculty of Business, Economics and Social Development, University of Malaysia TerengganuMalaysia

Język:: Angielski

Częstotliwość wydawania:: 2 razy w roku
Dziedziny czasopisma:: Biznes i ekonomia, Zarządzanie biznesem, Zarządzanie, organizacja, ład korporacyjny, Zarządzanie przedsiębiorstwem, inne, Matematyka i statystyka dla ekonomistów, Matematyka

Kanał RSS czasopisma

Estimating Short-term Default Probabilities Conditional to Economic Conditions: Applications of Regularisation Approach and Economic Adjustment Coefficients

Siti Aisyah Mustafa

Safwan Mohd Nor

Zairihan Abdul Halim

Nur Haiza Muhammad Zawawi

Data publikacji: 20 cze 2025

Zakres stron: 178 - 197

Otrzymano: 14 gru 2024

Przyjęty: 31 sie 2024

DOI: https://doi.org/10.2478/bsrj-2025-0009

Słowa kluczowecredit ratings, default probability, Markov framework, regularisation approach, economic adjustment coefficients

© 2025 Siti Aisyah Mustafa et al., published by Sciendo

This work is licensed under the Creative Commons Attribution 4.0 International License.

Słowa kluczowe
credit ratings, default probability, Markov framework, regularisation approach, economic adjustment coefficients