Relative uncertainty in term loan projection models: What lenders could tell risk managers

Journal of Experimental and Theoretical Artificial Intelligence

Volumn 24, Issue 4, 2012, Pages 501-511

  Warenski, Lisa ^a  

^a UNION COLLEGE   (United States)

Author keywords

banking industry; credit risk; epistemology; risk management; uncertainty

Indexed keywords

ASSESSMENT TOOL; BANKING INDUSTRY; CREDIT RISK MANAGEMENT; CREDIT RISKS; EPISTEMOLOGY; FINANCIAL ANALYSTS; FINANCIAL MODELS; FINANCIAL PERFORMANCE; PAPER AND PULP; PREDICTIVE ACCURACY; PROJECTION MODELS; RELATIVE DEGREES; RELATIVE UNCERTAINTY; RISK FACTORS; RISK MANAGER; UNCERTAINTY;

FINANCE; MANAGERS; PAPER AND PULP MILLS; RISK ASSESSMENT; RISK MANAGEMENT;

PAPER AND PULP INDUSTRY;

DECISION MAKING; FINANCE; PAPER INDUSTRY; PULP INDUSTRY; RISK ASSESSMENT;

EID: 84867075679     PISSN: 0952813X     EISSN: 13623079     Source Type: Journal    
DOI: 10.1080/0952813X.2012.693685     Document Type: Conference Paper

References (6)

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3. Kamakura Corporation (2008), 'Introduction to Kamakura Risk Manager Version 7.0', www.kamakuraco.com
4. Keynes, J.M. (1937), 'The General Theory of Employment', Quarterly Journal of Economics, 51, 209-223.
5. Knight, F.H. (1921), Risk, Uncertainty and Profit, Boston, MA: Houghton Mifflin.
6. Saunders, A., and Allen, L. (2010), Credit Risk Measurement In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms (3rd ed.), Hoboken, NJ: Wiley & Sons.