What is at stake in the construction and use of credit scores?
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DOI: 10.1007/s10614-006-9083-x
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Cited by:
- António R. Antunes & Ricardo Martinho, 2012. "A Scoring Model For Portuguese Non-Financial Enterprises," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
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Keywords
Discriminant analysis; Credit risk forecasting; Accuracy of probability of failure; Stability of risk classes; Transition matrices; Credit risk models;All these keywords.
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