Data-driven decision-making in credit risk management: The information value of analyst reports

Author:

Roeder Jan,Palmer Matthias,Muntermann Jan

Publisher

Elsevier BV

Subject

Information Systems and Management,Arts and Humanities (miscellaneous),Developmental and Educational Psychology,Information Systems,Management Information Systems

Reference66 articles.

1. Credit Risk Management: Basic Concepts: Financial Risk Components, Rating Analysis, Models, Economic and Regulatory Capital;Van Gestel,2008

2. The relationship between credit default swap spreads, bond yields, and credit rating announcements;Hull;J. Bank. Financ.,2004

3. Corporate yield spreads: default risk or liquidity? New evidence from the credit default swap market;Longstaff;J. Financ.,2005

4. Quantitative vs. qualitative criteria for credit risk assessment;Soares;Front. Finance Econ.,2011

5. Big data, data science, and analytics: the opportunity and challenge for IS research;Agarwal;Inf. Syst. Res.,2014

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