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ARC Discovery Project

The predictive, behavioural and economic forecasting performance of alternative credit risk and bankruptcy models: a global study

Prof Stewart Jones; Prof David J Johnstone; Dr Maurice Peat

Project Summary

This study empirically evaluates a range of "new age" credit risk models using a large global sample of failed firms and bond ratings data. The study will provide a substantive body of empirical evidence to assist regulators, creditors, investors and other users assess the merits, strengths and limitations of alternative risk modelling approaches.

Funding
2012 :$70,000
2013 :$70,000
2014 :$40,000
Total :$180,000