Climate- and climate-structural-adjusted credit risk and bankruptcy prediction models across firm size categories in developing countries: evidence from firm-level balance sheets

Zenodo (CERN European Organization for Nuclear Research) 2026 Book Open access

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Authors: Matthew Ndubuisi Uba
DOI: 10.5281/zenodo.18441798
Cited by: 0

Abstract

This python code is used to empirically evaluating climate-structural-adjusted credit risk and developed context specific bankruptcy prediction models across firm-size categories in developing countries, using firm-level balance-sheet data from the World Bank Enterprise Survey (WBES).

Fields of Study & Subjects

Financial Distress and Bankruptcy Prediction Credit Risk and Financial Regulations Sustainable Finance and Green Bonds

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
31 January 2026
Language
EN
Document type
Book