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Estimating Short-term Default Probabilities Conditional to Economic Conditions: Applications of Regularisation Approach and Economic Adjustment Coefficients Cover

Estimating Short-term Default Probabilities Conditional to Economic Conditions: Applications of Regularisation Approach and Economic Adjustment Coefficients

Business Systems Research Journal
Volume 16 (2025): Issue 1 (June 2025)
By: Siti Aisyah Mustafa,  Safwan Mohd Nor,  Zairihan Abdul Halim and  Nur Haiza Muhammad Zawawi  
Open Access
|Jun 2025

Authors

Siti Aisyah Mustafa

aisyahm@uthm.edu.my

Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Faculty of Technology Management and Business, University Tun Hussein Onn

Safwan Mohd Nor

safwan@umt.edu.my

Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Victoria Institute of Strategic Economic Studies, Victoria University

Zairihan Abdul Halim

zairihan@umt.edu.my

Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Malaysia

Nur Haiza Muhammad Zawawi

nurhaiza@umt.edu.my

Faculty of Business, Economics and Social Development, University of Malaysia Terengganu, Malaysia
DOI: https://doi.org/10.2478/bsrj-2025-0009 | Journal eISSN: 1847-9375 | Journal ISSN: 1847-8344
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Language: English
Page range: 178 - 197
Submitted on: Dec 14, 2024
|
Accepted on: Aug 31, 2024
|
Published on: Jun 20, 2025
Published by: IRENET - Society for Advancing Innovation and Research in Economy
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year
Keywords:
credit ratings,
default probability,
Markov framework,
regularisation approach,
economic adjustment coefficients
Related subjects:
Business and economics,
Business management,
Management, organization, corporate governance,
Business management, other,
Mathematics and statistics for economists,
Mathematics

© 2025 Siti Aisyah Mustafa, Safwan Mohd Nor, Zairihan Abdul Halim, Nur Haiza Muhammad Zawawi, published by IRENET - Society for Advancing Innovation and Research in Economy
This work is licensed under the Creative Commons Attribution 4.0 License.

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