Credit Risk Assessment Using Statistical and Machine Learning: Basic Methodology and Risk Modeling Applications
An important ingredient to accomplish the goal of a more efficient use of resources through risk modeling is to find accurate predictors of individual risk in the credit portfolios of institutions. In this context the authors make a comparative analysis of different statistical…
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Credit Modeling › Institutional Credit Risk: “An important ingredient to accomplish the goal of a more efficient use of resources through risk modeling is to find accurate predictors of individual risk in the credit portfolios of institutions. In this context the authors make a comparative analysis of different statistical…”