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Chance Discovery in Credit Risk Management - Estimation of Chain Reaction Bankruptcy Structure by Chance Discovery Method

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Chance Discoveries in Real World Decision Making

Part of the book series: Studies in Computational Intelligence ((SCI,volume 30))

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References

  1. Saunders, A., Credit Risk Measurement (Japanese Version), Kinyu Zaisei Jijo Press, 2001.

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  2. FISC, “Working Report on Risk Management Model”,1999.

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  3. Nakabayashi, A. and Sasaki, M., “Models for credit risk measurement and its application to Japanese bank”, FRI Review, Vol.2 No.2,1998.

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  4. Torii, H., “Portfolio based credit risk management models - its effectiveness and limit”, Weekly Kinyu Zaisei Jijo Magazine, June,1998.

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  5. Ohsawa, Y., “Discovering risky subduction zones of earthquake”, Information Technology for Chance Discovery, pp314-325, Tokyo-Denki University Press,2005.

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  6. Ohsawa, Y., “Visualizing relations between chances and surrounding events”, Information Technology for Chance Discovery, pp121-153, Tokyo-Denki University Press,2005.

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© 2006 Springer-Verlag Berlin Heidelberg

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Goda, S. (2006). Chance Discovery in Credit Risk Management - Estimation of Chain Reaction Bankruptcy Structure by Chance Discovery Method. In: Ohsawa, Y., Tsumoto, S. (eds) Chance Discoveries in Real World Decision Making. Studies in Computational Intelligence, vol 30. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-34353-0_20

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  • DOI: https://doi.org/10.1007/978-3-540-34353-0_20

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-34352-3

  • Online ISBN: 978-3-540-34353-0

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