Application of a grey wolf optimization-enhanced convolutional neural network and bidirectional gated recurrent unit model for credit scoring prediction. [PDF]
PLoS OneFang Y.
europepmc +1 more source
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
core
Exploring the Governance–Disclosure Nexus: Board Structures and ESG Disclosures in South Africa
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how governance structures such as board composition and board functions influence environmental, social and governance (ESG) reporting among listed South African firms. This study examines 90 public listed companies on the Johannesburg Stock Exchange between 2012 and 2022.
Henriette Elsabe Scholtz +1 more
wiley +1 more source
Example dependent cost sensitive learning based selective deep ensemble model for customer credit scoring. [PDF]
Sci RepXiao J +5 more
europepmc +1 more source
Credit risk management in banks: Hard information, soft Information and manipulation
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
Funding Costs and Liquidity Creation: Does ESG Play Any Role?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how banks' funding costs affect liquidity creation and whether environmental, social, and governance (ESG) performance shapes this relationship. Using panel data for 136 U.S. commercial banks from 2005 to 2022, we show that higher funding costs are associated with lower liquidity creation, indicating that more expensive ...
Sattam Bin Kowibeen +2 more
wiley +1 more source
JointLIME: An interpretation method for machine learning survival models with endogenous time-varying covariates in credit scoring. [PDF]
Risk AnalChen Y, Calabrese R, Martin-Barragan B.
europepmc +1 more source
Takeover Vulnerability and the Discipline of ESG Overinvestment
Business Strategy and the Environment, EarlyView.ABSTRACT While takeovers serve a disciplinary role by replacing inefficient managers, the threat of takeovers may compel firms to divert attention from Environmental, Social and Governance (ESG) efforts as a strategic response to external pressure, especially when such firms are already overinvesting in ESG.
Abongeh Tunyi +2 more
wiley +1 more source
Enhancing credit scoring accuracy with a comprehensive evaluation of alternative data. [PDF]
PLoS OneHlongwane R, Ramaboa KKKM, Mongwe W.
europepmc +1 more source
Large unbalanced credit scoring using Lasso-logistic regression ensemble. [PDF]
PLoS One, 2015 Wang H, Xu Q, Zhou L.
europepmc +1 more source