8 Credit Scoring for Corporate Debt
The term credit scoring refers to quantitative methods for evaluating the credit quality of companies. These methods are generally nonparametric, as opposed to the structured approaches of theoretical models such as Merton (1974) or Jarrow and Turnbull ...
Eric Falkenstein, Credit Risk
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SMART: Structured Missingness Analysis and Reconstruction Technique for credit scoring. [PDF]
Han S, Jung H, Yoo PD.
europepmc +1 more source
Correction: A novel framework for enhancing transparency in credit scoring: Leveraging Shapley values for interpretable credit scorecards. [PDF]
Hlongwane R, Ramaboa K, Mongwe W.
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Quantifying credit-scoring performance
Recently, the consumer credit industry has experienced a sizeable growth, where scoring techniques have grown to outperform the traditional, judgmental manner of assessing credit risk.
Van den Poel, Dirk, Verstraeten, Geert
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Beyond right or wrong: How partial credit scoring on multiple-choice questions improves student performance and assessment perceptions. [PDF]
Schneid SD, Armour C, Brandl K.
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Bankruptcy exemptions, credit history, and the mortgage market. [PDF]
We develop and test a model of mortgage underwriting, with particular reference to the role of credit bureau scores. In our model scores are used in a standardized fashion, which reflects the prevalence of automated underwriting in industry practice.
Souphala Chomsisengphet, Ronel Elul
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Example dependent cost sensitive learning based selective deep ensemble model for customer credit scoring. [PDF]
Xiao J +5 more
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Credit risk management in banks: Hard information, soft Information and manipulation [PDF]
The role of information’s processing in bank intermediation is a crucial input. The bank has access to different types of information in order to manage risk through capital allocation for Value at Risk coverage.
Godbillon-Camus, Brigitte +1 more
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Application of a grey wolf optimization-enhanced convolutional neural network and bidirectional gated recurrent unit model for credit scoring prediction. [PDF]
Fang Y.
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