Results 111 to 120 of about 744,755 (195)

8 Credit Scoring for Corporate Debt

open access: yes, 2008
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
core  

Bias in credit scoring

open access: yes
BIAS IN CREDIT SCORING Bias in credit scoring ...
Human, Soheil   +2 more
core  

Quantifying credit-scoring performance

open access: yes, 2003
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
core  

Bankruptcy exemptions, credit history, and the mortgage market. [PDF]

open access: yes
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
core  

Credit risk management in banks: Hard information, soft Information and manipulation [PDF]

open access: yes
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
core  

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