Wyniki wyszukiwania dla: export credits

• Relative product diversification in the course of economic development: import-export analysis.

  Publikacja

  • A. Parteka
  • M. Tamberi

  - Dipartimento di Scienze Economiche Aziendali e Statistiche - Rok 2012

  This paper contributes to trade diversification literature by comparing changes in relative (i.e. assessed in comparison with world patterns) heterogeneity of import and export structures in the process of economic development. In particular, by focusing on the diversification of imports, we add a missing piece to already analysed export trends. We use highly disaggregated trade statistics (4963 product lines) for 163 countries...

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• Product diversification, relative specialisation and economic development: Import–export analysis

  Publikacja

  • A. Parteka
  • M. Tamberi

  - JOURNAL OF MACROECONOMICS - Rok 2013

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• Product diversification, relative specialisation and economic development: import-export analysis.

  Publikacja

  • A. Parteka
  • M. Tamberi

  - JOURNAL OF MACROECONOMICS - Rok 2013

  This paper contributes to trade diversification literature by comparing changes in relative (i.e. assessed in comparison with world patterns) heterogeneity of import and export structures in the process of economic development. In particular, by focusing on the diversification of imports, we add a missing piece to already analysed export trends. We use highly disaggregated trade statistics (4963 product lines) for 163 countries...

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• Quantifying wage effects of offshoring: import- versus export-based measures of production fragmentation

  Publikacja

  • J. Wolszczak-Derlacz
  • A. Parteka

  - Economics and Business Review - Rok 2016

  In this paper we examine the implications of international fragmentation of production on wages in the light of recent methodological developments in offshoring measurement. In particular, we compare the results stemming from two ways of quantifying offshoring – the traditional one based on import statistics and the one obtained from the decomposition of gross exports and input-output information. In the empirical part of our study,...

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• Economics of credit scoring management

  Publikacja

  • B. Kochański

  - Rok 2019

  Credit scoring models constitute an inevitable element of modern risk and profitability management in retail financial lending institutions. Quality,or separation power of a credit scoring model is usually assessed with the Gini coefficient. Generally, the higher Gini coefficient the better, as in this way a bank can increase number of good customers and/or reject more bad applicants. In...

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• Credit default swaps and banks

  Publikacja

  • M. Mushafiq

  - Rok 2023

  This chapter aims to explore the evolving role of credit default swaps (CDS) in managing and transferring default risk from the perspective of banks from a holistic perspective. This chapter examines credit default swaps (CDSs) as derivative financial instruments that transfer credit risk on debt securities. While CDSs offer benefits such as risk management and risk trading, they also introduce potential systemic risks, as evidenced...

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• Moneta e Credito

  Czasopisma

  ISSN: 0026-9611 , eISSN: 2037-3651

• How to model ROC curves - a credit scoring perspective

  Publikacja

  • B. Kochański

  - Rok 2018

  ROC curves, which derive from signal detection theory, are widely used to assess binary classifiers in various domains. The AUROC (area under the ROC curve) ratio or its transformations (the Gini coefficient) belong to the most widely used synthetic measures of the separation power of classification models, such as medical diagnostic tests or credit scoring. Frequently a need arises to model an ROC curve. In the biostatistical...

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• The shape of an ROC curve in the evaluation of credit scoring models

  Publikacja

  • B. Kochański

  - STATISTICS IN TRANSITION - Rok 2024

  The AUC, i.e. the area under the receiver operating characteristic (ROC) curve, or its scaled version, the Gini coefficient, are the standard measures of the discriminatory power of credit scoring. Using binormal ROC curve models, we show how the shape of the curves affects the economic benefits of using scoring models with the same AUC. Based on the results, we propose that the shape parameter of the fitted ROC curve is reported...

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• Journal of Credit Risk

  Czasopisma

  ISSN: 1744-6619 , eISSN: 1755-9723