Concepedia

Default Indicators

Default Indicators is a formal construct in credit risk analysis that identifies and quantifies early signals of financial distress or potential failure to meet debt obligations, distinguishing it from broader risk assessment tools by focusing specifically on predictive markers preceding sovereign or corporate default.

90

Publications

4.5K

Citations

186

Authors

115

Institutions

Publications per year

2017–2026

17

Parents

Publications

90

Equity and Bond Market Signals as Leading Indicators of Bank Fragility

Reint Gropp, Jukka Vesala, Giuseppe Vulpes · Journal of money credit and banking · 2006 · 346 citations · Full text

, , +17

What “Triggers” Mortgage Default?

Ronel Elul, Nicholas S. Souleles, Souphala Chomsisengphet et al. · American Economic Review · 2010 · 324 citations

, , +15

Segregation and Crime: The Effect of Black Social Isolation on the Rates of Black Urban Violence

Edward S. Shihadeh, Nick Flynn · Social Forces · 1996 · 324 citations

, , +17

Equity and Bond Market Signals as Leading Indicators of Bank Fragility

Reint Gropp, Jukka Vesala, Giuseppe Vulpes · SSRN Electronic Journal · 2002 · 196 citations · Full text

, , +17

Do Market‐based Indicators Anticipate Rating Agencies? Evidence for International Banks

DI Cesare Antonio · Economic Notes · 2006 · 188 citations

, , +16

1–5 of 90

Authors

186

  1. JA
    Jorge A. Chan‐Lau

    International Monetary Fund, United States

    7 publications · 178 citations

    7

    h-index

  2. EI
    Edward I. Altman

    New York University, United States

    3 publications · 78 citations

    3

    h-index

  3. AJ
    Arnaud Jobert

    University of Cambridge, United Kingdom

    3 publications · 97 citations

    3

    h-index

  4. RG
    Reint Gropp

    Halle Institute for Economic Research, Germany

    3 publications · 565 citations

    3

    h-index

  5. JV
    Jukka Vesala

    Bank of Finland, Finland

    3 publications · 565 citations

    3

    h-index

1–5 of 186

Institutions

115

  1. International Monetary Fund

    Washington D.C., United States

    10 h-index

    15 publications

    362 citations

  2. Bank of Italy

    Rome, Italy

    5 h-index

    11 publications

    989 citations

  3. Federal Reserve Board of Governors

    Washington D.C., United States

    4 h-index

    8 publications

    425 citations

  4. National University of Singapore

    Singapore, Singapore

    4 h-index

    10 publications

    574 citations

  5. Federal Reserve

    Washington D.C., United States

    4 h-index

    7 publications

    368 citations

  6. New York University

    New York, United States

    3 h-index

    3 publications

    56 citations

  7. UniCredit (Italy)

    Milan, Italy

    3 h-index

    4 publications

    317 citations

  8. University of Cambridge

    Cambridge, United Kingdom

    3 h-index

    5 publications

    169 citations

1–8 of 115

Venues

  1. SSRN Electronic Journal

    Repository · 20 publications · 783 citations

    15

    h-index

  2. RePEc: Research Papers in Economics

    Repository · 6 publications · 149 citations

    6

    h-index

  3. IMF Working Paper

    3 publications · 79 citations

    3

    h-index

  4. International Journal of Finance & Economics

    IJFE · 2 publications · 62 citations

    2

    h-index

  5. Journal of Banking & Finance

    2 publications · 69 citations

    2

    h-index

1–5