Credit-Scoring Methods (in English)
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References listed on IDEAS
- Eisenbeis, Robert A, 1977. "Pitfalls in the Application of Discriminant Analysis in Business, Finance, and Economics," Journal of Finance, American Finance Association, vol. 32(3), pages 875-900, June.
- Ceyla Pazarbasioglu & Miss Gudrun Johnsen & Mr. Paul Louis Ceriel Hilbers & Ms. Inci Ötker, 2005. "Assessing and Managing Rapid Credit Growth and the Role of Supervisory and Prudential Policies," IMF Working Papers 2005/151, International Monetary Fund.
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- Selcuk Bayraci, 2017. "Application of profit-based credit scoring models using R," Romanian Statistical Review, Romanian Statistical Review, vol. 65(4), pages 3-28, December.
- Fidrmuc, Jarko & Hainz, Christa, 2010.
"Default rates in the loan market for SMEs: Evidence from Slovakia,"
Economic Systems, Elsevier, vol. 34(2), pages 133-147, June.
- Jarko Fidrmuc & Christa Hainz & Anton Malesich, 2006. "Default Rates in the Loan Market for SMEs: Evidence from Slovakia," William Davidson Institute Working Papers Series wp854, William Davidson Institute at the University of Michigan.
- Jarko Fidrmuc & Christa Hainz, 2009. "Default Rates in the Loan Market for SMEs: Evidence from Slovakia," ifo Working Paper Series 72, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Brůha, Jan & Kočenda, Evžen, 2018.
"Financial stability in Europe: Banking and sovereign risk,"
Journal of Financial Stability, Elsevier, vol. 36(C), pages 305-321.
- Jan Bruha & Evžen Kocenda, 2017. "Financial Stability in Europe: Banking and Sovereign Risk," CESifo Working Paper Series 6453, CESifo.
- Martin Rezac & Frantisek Rezac, 2011. "How to Measure the Quality of Credit Scoring Models," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(5), pages 486-507, November.
- Carlos Giner-Baixauli & Juan Tinguaro Rodríguez & Alejandro Álvaro-Meca & Daniel Vélez, 2021. "Modelling Interaction Effects by Using Extended WOE Variables with Applications to Credit Scoring," Mathematics, MDPI, vol. 9(16), pages 1-26, August.
- Enrique Marshall, 2015. "Reflexiones sobre la Práctica del Ahorro en Chile," Economic Policy Papers Central Bank of Chile 54, Central Bank of Chile.
- Sanjay Kumar & Rafeeq Ahmed & Salil Bharany & Mohammed Shuaib & Tauseef Ahmad & Elsayed Tag Eldin & Ateeq Ur Rehman & Muhammad Shafiq, 2022. "Exploitation of Machine Learning Algorithms for Detecting Financial Crimes Based on Customers’ Behavior," Sustainability, MDPI, vol. 14(21), pages 1-24, October.
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More about this item
Keywords
banking sector; credit scoring; discrimination analysis; pattern recognition; retail loans;All these keywords.
JEL classification:
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- P43 - Political Economy and Comparative Economic Systems - - Other Economic Systems - - - Finance; Public Finance
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