Concepedia

Default Probability Forecasting

Default Probability Forecasting is a financial forecasting method that quantifies the likelihood of a borrower failing to meet debt obligations within a specified time horizon, distinguished from other credit risk models by its focus on predictive accuracy and temporal dynamics of default events.

104

Publications

6.7K

Citations

247

Authors

150

Institutions

Publications per year

2017–2026

37

Parents

Publications

104

Forecasting Default with the Merton Distance to Default Model

Sreedhar T. Bharath, Tyler Shumway · Review of Financial Studies · 2008 · 2.2K citations · Full text

, , +17

Forecasting Default with the KMV-Merton Model

Sreedhar T. Bharath, Tyler Shumway · SSRN Electronic Journal · 2004 · 231 citations · Full text

, , +17

Predicting and Deterring Default with Social Media Information in Peer-to-Peer Lending

Ruyi Ge, Juan Feng, Bin Gu et al. · Journal of Management Information Systems · 2017 · 231 citations

, , +17

An anatomy of rating through the cycle

Günter Löffler · Journal of Banking & Finance · 2003 · 227 citations

, , +17

Support vector machines for default prediction of SMEs based on technology credit

Hong‐Sik Kim, So Young Sohn · European Journal of Operational Research · 2009 · 221 citations

, , +16

1–5 of 104

Authors

247

  1. TS
    Tyler Shumway

    University of Michigan, United States

    3 publications · 2.7K citations

    3

    h-index

  2. ST
    Sreedhar T. Bharath

    Arizona State University, United States

    3 publications · 2.7K citations

    3

    h-index

  3. HK
    Hyeongjun Kim

    Sungkyunkwan University, South Korea

    2 publications · 22 citations

    2

    h-index

  4. HP
    H. Ping Tserng

    National Taiwan University, Taiwan

    2 publications · 63 citations

    2

    h-index

  5. LR
    Lisa R. Goldberg

    University of California, Berkeley, United States

    2 publications · 122 citations

    2

    h-index

1–5 of 247

Institutions

150

  1. University of Vaasa

    Vaasa, Finland

    4 h-index

    6 publications

    345 citations

  2. University of Michigan

    Ann Arbor, United States

    3 h-index

    4 publications

    4.9K citations

  3. Ross School

    East Hampton, United States

    3 h-index

    4 publications

    4.9K citations

  4. Arizona State University

    Tempe, United States

    2 h-index

    2 publications

    433 citations

  5. London School of Economics and Political Science

    London, United Kingdom

    2 h-index

    2 publications

    65 citations

  6. Nature Inspires Creativity Engineers Lab

    Nice, France

    2 h-index

    2 publications

    105 citations

  7. Iscte – Instituto Universitário de Lisboa

    Lisbon, Portugal

    2 h-index

    3 publications

    72 citations

  8. Sungkyunkwan University

    Seoul, South Korea

    2 h-index

    2 publications

    22 citations

1–8 of 150

Venues

  1. SSRN Electronic Journal

    Repository · 16 publications · 788 citations

    15

    h-index

  2. The Journal of Fixed Income

    4 publications · 84 citations

    4

    h-index

  3. The Journal of Credit Risk

    3 publications · 52 citations

    3

    h-index

  4. Expert Systems with Applications

    3 publications · 192 citations

    3

    h-index

  5. Review of Accounting Studies

    2 publications · 208 citations

    2

    h-index

1–5