Browsing Arbeidsnotater / Working Papers by Author "Hjelseth, Ida Nervik"
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A bankruptcy probability model for assessing credit risk on corporate loans with automated variable selection
Hjelseth, Ida Nervik; Raknerud, Arvid; Vatne, Bjørn H. (Working paper;7/2022, Working paper, 2022)We propose an econometric model for predicting the share of bank debt held by bankrupt firms by combining a novel set of firm-level financial variables and macroeconomic indicators. Our firm-level data include payment ...