Introducing time-changing economics into credit scoring
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References listed on IDEAS
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Cited by:
- Yanhao Wei & Pinar Yildirim & Christophe Van den Bulte & Chrysanthos Dellarocas, 2016. "Credit Scoring with Social Network Data," Marketing Science, INFORMS, vol. 35(2), pages 234-258, March.
- Tomáš Vaněk & David Hampel, 2017. "The Probability of Default Under IFRS 9: Multi-period Estimation and Macroeconomic Forecast," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(2), pages 759-776.
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More about this item
Keywords
risk assessment; credit scoring; temporal degradation; score adjustment; time-changing economics;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2013-12-06 (Forecasting)
- NEP-RMG-2013-12-06 (Risk Management)
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