14 papers in the archive are tagged probability of default, each distilled into a research flowchart and scored on two axes — mathematical complexity and empirical rigor (how scoring works). They are ranked below so the most evidence-backed work appears first.
- Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction Holy Grail Rigor 7.5 Math 6.5
- Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis Holy Grail Rigor 8 Math 5.5
- Implementation of an Asymmetric Adjusted Activation Function for Class Imbalance Credit Scoring Street Traders Rigor 7.5 Math 4.5
- Defining and comparing SICR-events for classifying impaired loans under IFRS 9 Street Traders Rigor 7.5 Math 3.5
- Stabilising Lifetime PD Models under Forecast Uncertainty Holy Grail Rigor 5 Math 7
- Probability of Default modelling with Lévy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9 Lab Rats Rigor 4 Math 8.5
- Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach Holy Grail Rigor 5.5 Math 6
- Propagation of a carbon price in a credit portfolio through macroeconomic factors Lab Rats Rigor 4.5 Math 7
- What's the Price of Monotonicity? A Multi-Dataset Benchmark of Monotone-Constrained Gradient Boosting for Credit PD Street Traders Rigor 7 Math 3
- SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model Street Traders Rigor 6.5 Math 2.5
- A Methodology to Measure Impacts of Scenarios Through Expected Credit Losses Lab Rats Rigor 4 Math 5.5
- The financial health of a company and the risk of its default: Back to the future Lab Rats Rigor 3 Math 6.5
- A comparative analysis of machine learning algorithms for predicting probabilities of default Street Traders Rigor 5.5 Math 2.5
- Probabilistic Overview of Probabilities of Default for Low Default Portfolios by K. Pluto and D. Tasche Lab Rats Rigor 2.5 Math 6.5
Broader area: Risk Management · All topics: research topics → · Full archive: every paper →