{"id":"https://openalex.org/W2154896068","doi":"https://doi.org/10.2139/ssrn.722941","title":"Corporate Credit Risk Modeling: Quantitative Rating System and Probability of Default Estimation","display_name":"Corporate Credit Risk Modeling: Quantitative Rating System and Probability of Default Estimation","publication_year":2005,"publication_date":"2005-01-01","ids":{"openalex":"https://openalex.org/W2154896068","doi":"https://doi.org/10.2139/ssrn.722941","mag":"2154896068"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.722941","doi":"https://doi.org/10.2139/ssrn.722941","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.722941","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.722941","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5027553892","display_name":"Jo\u00e3o Fernandes","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Jo\u00e3o Fernandes","raw_affiliation_strings":["Banco BPI"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Banco BPI","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5027553892"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":16,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.8432999849319458,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.8432999849319458,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11653","display_name":"Financial Distress and Bankruptcy Prediction","score":0.15360000729560852,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/corporate-credit-risk","display_name":"corporate credit risk","score":0.9710000157356262},{"id":"https://openalex.org/keywords/credit-scoring","display_name":"credit scoring","score":0.7760000228881836},{"id":"https://openalex.org/keywords/credit-rating-systems","display_name":"credit rating systems","score":0.7409999966621399},{"id":"https://openalex.org/keywords/probability-of-default","display_name":"probability of default","score":0.9879999756813049},{"id":"https://openalex.org/keywords/private-enterprises","display_name":"private enterprises","score":0.8379999995231628},{"id":"https://openalex.org/keywords/unlisted-firms","display_name":"unlisted firms","score":0.6700000166893005},{"id":"https://openalex.org/keywords/bank-credit-portfolio","display_name":"bank credit portfolio","score":0.5559999942779541},{"id":"https://openalex.org/keywords/basel-accords","display_name":"Basel Accord","score":0.6830000281333923},{"id":"https://openalex.org/keywords/regulatory-capital-requirements","display_name":"regulatory capital requirements","score":0.9049999713897705},{"id":"https://openalex.org/keywords/portuguese-banks","display_name":"Portuguese banks","score":0.593999981880188}],"concepts":[{"id":"https://openalex.org/C2779806880","wikidata":"https://www.wikidata.org/wiki/Q778470","display_name":"Probability of default","level":3,"score":0.7238731384277344},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.6476005911827087},{"id":"https://openalex.org/C205208723","wikidata":"https://www.wikidata.org/wiki/Q372765","display_name":"Credit rating","level":2,"score":0.6138061881065369},{"id":"https://openalex.org/C133930124","wikidata":"https://www.wikidata.org/wiki/Q1460730","display_name":"Loss given default","level":4,"score":0.5184575915336609},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.5104624032974243},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5104281306266785},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.493976891040802},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.49303099513053894},{"id":"https://openalex.org/C2984055962","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Default risk","level":3,"score":0.43809133768081665},{"id":"https://openalex.org/C2780759654","wikidata":"https://www.wikidata.org/wiki/Q809934","display_name":"Basel II","level":4,"score":0.43465909361839294},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.3250715732574463},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3137359023094177},{"id":"https://openalex.org/C2864544","wikidata":"https://www.wikidata.org/wiki/Q2914988","display_name":"Capital requirement","level":3,"score":0.10585695505142212},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C29122968","wikidata":"https://www.wikidata.org/wiki/Q1414816","display_name":"Incentive","level":2,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.2139/ssrn.722941","doi":"https://doi.org/10.2139/ssrn.722941","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.722941","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:wpa:wuwpfi:0505013","doi":null,"is_oa":false,"landing_page_url":"https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0505/0505013.pdf","pdf_url":"https://econwpa.ub.uni-muenchen.de/econ-wp/fin/papers/0505/0505013.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"mag:3121594849","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/wpa/wuwpfi/0505013.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306494834","display_name":"\u30d5\u30a1\u30a4\u30ca\u30f3\u30b9","issn_l":"0448-6072","issn":["0448-6072"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Fainansu","raw_type":null},{"id":"mag:3123855528","doi":null,"is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:wpa:wuwpfi:0505013","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null}],"best_oa_location":{"id":"doi:10.2139/ssrn.722941","doi":"https://doi.org/10.2139/ssrn.722941","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.722941","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W96408206","https://openalex.org/W350025413","https://openalex.org/W1497131193","https://openalex.org/W1968114652","https://openalex.org/W1972978214","https://openalex.org/W1973948212","https://openalex.org/W1975152892","https://openalex.org/W1983172875","https://openalex.org/W1989243818","https://openalex.org/W1990534247","https://openalex.org/W2001412000","https://openalex.org/W2006804758","https://openalex.org/W2020848494","https://openalex.org/W2026301198","https://openalex.org/W2048801439","https://openalex.org/W2064031858","https://openalex.org/W2082317778","https://openalex.org/W2105973145","https://openalex.org/W2124532504","https://openalex.org/W2132072990","https://openalex.org/W2143409587","https://openalex.org/W2152683712","https://openalex.org/W2168090856","https://openalex.org/W2328176404","https://openalex.org/W2787666643","https://openalex.org/W3122911893","https://openalex.org/W3149599830","https://openalex.org/W4255469293","https://openalex.org/W4299689471","https://openalex.org/W4301003819","https://openalex.org/W7052021089"],"related_works":["https://openalex.org/W69720862","https://openalex.org/W2935755757","https://openalex.org/W4293567030","https://openalex.org/W2528875769","https://openalex.org/W118608213","https://openalex.org/W1992762845","https://openalex.org/W7111206133","https://openalex.org/W7098732854","https://openalex.org/W2169947773","https://openalex.org/W7120580189"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}