Evelyn Hayden

Raiffeisen Bank International

Risk Methods and Analytics

Am Stadtpark 9

Vienna, A-1030

Austria

SCHOLARLY PAPERS

6

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27

CROSSREF CITATIONS

24

Scholarly Papers (6)

1.

Are Credit Scoring Models Sensitive with Respect to Default Definitions? Evidence from the Austrian Market

Number of pages: 44 Posted: 25 Jun 2003
Evelyn Hayden
Raiffeisen Bank International
Downloads 1,235 (23,382)
Citation 15

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2.

Bank Failure Prediction: A Two-Step Survival Time Approach

Number of pages: 33 Posted: 24 May 2006
Michael Halling and Evelyn Hayden
University of Luxembourg and Raiffeisen Bank International
Downloads 859 (39,261)
Citation 13

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Default Prediction, Survival Time Analysis, Bank Regulation

Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios

Number of pages: 31 Posted: 25 Jul 2006
Raiffeisen Bank International, University of Applied Sciences Mainz and Deutsche Bundesbank
Downloads 427 (94,532)
Citation 13

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focus, diversification, monitoring, bank returns, bank risk

Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios

Bundesbank Series 2 Discussion Paper No. 2006,05
Number of pages: 40 Posted: 08 Jun 2016
Raiffeisen Bank International, University of Applied Sciences Mainz and Deutsche Bundesbank
Downloads 39 (583,660)
Citation 11

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focus, diversification, monitoring, bank returns, bank risk

4.

Measuring the Discriminative Power of Rating Systems

Bundesbank Series 2 Discussion Paper No. 2003,01
Number of pages: 32 Posted: 08 Jun 2016
Bernd Engelmann, Evelyn Hayden and Dirk Tasche
Deutsche Bundesbank, Raiffeisen Bank International and Deutsche Bundesbank
Downloads 187 (221,739)
Citation 11

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Validation, Rating Models, Credit Analysis

5.

Selection vs. Averaging of Logistic Credit Risk Models

Number of pages: 11 Posted: 12 Dec 2010 Last Revised: 14 Dec 2011
Evelyn Hayden, Alex Stomper and Arne Westerkamp
Raiffeisen Bank International, Humboldt University of Berlin - School of Business and Economics and Vienna University of Economics and Business - Department of Accounting and Finance
Downloads 143 (277,286)
Citation 1

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Credit Risk Models, Logistic Models, Stepwise Model Selection, Bayesian Model Averaging

6.

Selection Versus Averaging of Logistic Credit Risk Models

Journal of Risk, Vol. 16, No. 5, 2014
Number of pages: 14 Posted: 08 Jun 2016
Evelyn Hayden, Alex Stomper and Arne Westerkamp
Raiffeisen Bank International, Humboldt University of Berlin - School of Business and Economics and Vienna University of Economics and Business - Department of Accounting and Finance
Downloads 0 (889,999)
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Abstract:

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logistic credit risk models, Bayesian model averaging, credit risk