Credit scoring and loan default
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- Geetesh Bhardwaj & Rajdeep Sengupta, 2015. "Credit scoring and loan default," Research Working Paper RWP 15-2, Federal Reserve Bank of Kansas City.
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Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Why more bad mortgages? Too much reliance on credit scores
by Economic Logician in Economic Logic on 2011-12-01 21:29:00
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- David Byrne & Robert Kelly & Conor O'Toole, 2022.
"How Does Monetary Policy Pass‐Through Affect Mortgage Default? Evidence from the Irish Mortgage Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2081-2101, October.
- Byrne, David & Kelly, Robert & O'Toole, Conor, 2017. "How does monetary policy pass-through affect mortgage default? Evidence from the Irish mortgage market," Research Technical Papers 04/RT/17, Central Bank of Ireland.
- Joanna Stavins, 2020.
"Credit Card Debt and Consumer Payment Choice: What Can We Learn from Credit Bureau Data?,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 58(1), pages 59-90, August.
- Joanna Stavins, 2018. "Credit card debt and consumer payment choice: what can we learn from credit bureau data?," Working Papers 18-7, Federal Reserve Bank of Boston.
- Brad S. Trinkle & Amelia A. Baldwin, 2016. "Research Opportunities for Neural Networks: The Case for Credit," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(3), pages 240-254, July.
- Chandrasekhar Valluri & Sudhakar Raju & Vivek H. Patil, 2022. "Customer determinants of used auto loan churn: comparing predictive performance using machine learning techniques," Journal of Marketing Analytics, Palgrave Macmillan, vol. 10(3), pages 279-296, September.
- Yushu Zhu, 2017. "Call it good, bad or no news? The valuation effect of debt issues," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(4), pages 1203-1229, December.
- David Pla-Santamaria & Mila Bravo & Javier Reig-Mullor & Francisco Salas-Molina, 2021. "A multicriteria approach to manage credit risk under strict uncertainty," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 494-523, July.
- Bhardwaj, Geetesh & Sengupta, Rajdeep, 2014. "Subprime cohorts and loan performance," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 236-252.
- Lkhagvadorj Munkhdalai & Tsendsuren Munkhdalai & Oyun-Erdene Namsrai & Jong Yun Lee & Keun Ho Ryu, 2019. "An Empirical Comparison of Machine-Learning Methods on Bank Client Credit Assessments," Sustainability, MDPI, vol. 11(3), pages 1-23, January.
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More about this item
Keywords
Credit scoring systems; Mortgage loans;JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2011-11-14 (Banking)
- NEP-RMG-2011-11-14 (Risk Management)
- NEP-URE-2011-11-14 (Urban and Real Estate Economics)
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