credit-risk

Credit card fraud has become a significant threat to individuals, financial institutions, businesses, and governments, causing substantial annual economic losses through increasingly sophisticated fraudulent activities. This research aims to enhance credit card fraud detection by leveraging machine learning algorithms and ensemble learning techniques to improve detection accuracy and model robust…

Abstract The paper re-examines the principle of the bird-in-hand under the dynamic situation in the emerging spots market in Pakistan. Our sample consisted of 100 KSE—100 companies dating 2009–2024. The abnormal returns are separated out using an event study model and a rolling window version of the CAPM, and we have constructed a new Dividend Announcement Factor (DAF) to capture systematic varia…

This study examines and analyzes the effect of the capital adequacy ratio and loan-to-deposit ratio on return on assets in the context of green banking, specifically for banking companies listed on the Indonesia Stock Exchange (IDX) during the 2022-2024 period. This study aims to provide empirical evidence on how financial performance indicators, particularly the capital adequacy ratio and liquid…

SummaryThis technical note examines the predictive power of SIRRIPA (Stock Internal Rate of Return Including Price Appreciation) using 27 comparable Japanese technology and electronics stocks ranked as of December 23, 2025. Comparing initial SIRRIPA levels with subsequent stock performance over approximately 4.5 months, the analysis finds a positive and economically meaningful relationship. Cross…

This study examines whether seasonal mood fluctuations that are driven by reduced daylight exposure in fall and winter months affect how retail investors respond to market risk. The study uses daily stock-level data from the Nasdaq Retail Trading Activity Tracker (RTAT) from 2016–2026. The study tests whether the relationship between market volatility (VIX) and retail investor sentiment (RTAT) di…

A practical guide to categorization in credit scoring The post From Raw Data to Risk Classes appeared first on Towards Data Science .

This study compares the Single Index Model and the Black-Litterman model in forming an optimal stock portfolio on a fixed sample of recurrent IDX30 constituents in order to assess differences in portfolio composition, return, risk, and risk-adjusted performance in the Indonesian capital market. This study compares the Single Index Model and the Black-Litterman model in forming an optimal stock po…

This study aims to analyze the performance dynamics of commercial banks in Indonesia based on KBMI1, KBMI2, KBMI3, and KBMI4 groups using a dynamic panel Error Correction Model (ECM) approach. The data used consist of monthly panel data covering the period from June 2025 to January 2026. The ECM model is employed to examine both short-term and long-term relationships among variables affecting ban…

Global credit risk is rising across industries. Discover key divergences in financials, data centers, consumer sectors, and what to expect next. The post Fault Lines and Safe Havens: Where Global Credit Risk is Heading appeared first on Credit Benchmark .

Grid trading is nearly absent from the academic finance literature, dismissed as a simplistic retail strategy. This paper challenges that dismissal by establishing a formal structural isomorphism between grid trading and short put option writing: both belong to the short volatility strategy family, sharing identical risk structures and survival conditions. We prove three results. First, Payoff Is…