نتایج جستجو برای: credit scoring
تعداد نتایج: 68663 فیلتر نتایج به سال:
The Internal Ratings Based (IRB) approach suggested in the New Basel Accord regulations (BIS 2005) uses a capital allocation formula derived from a Merton style structural model of the credit risk of portfolios of corporate loans. Yet this formula is being applied in the case of consumer loans as well as corporate loans. This has highlighted that although there are a number of well established ...
In credit markets, screening algorithms discriminate between good-type and bad-type borrowers. This is their raison d’etre. However, by doing so, they also often individuals sharing a protected attribute (e.g. gender, age, race) the rest of population. this paper, we show how to test (1) whether there exists statistical significant difference in terms rejection rates or interest rates, called l...
Quantitative methods to assess the creditworthiness of the loan applicants are vital for the profitability and the transparency of the lending business. With the total loan volumes typical for traditional financial institutions, even the slightest improvement in credit scoring models can translate into substantial additional profit. Yet for the regulatory reasons and due to the potential model ...
Hundreds of millions people in low-income economies do not have a credit or bank account because they insufficient history for score to be ascribed them. In this paper we evaluate the predictive accuracy models using alternative data, that may used instead history, predict risk new account. Without type data is typically available demographic data. We show model contains email usage and psychom...
Credit scoring methods are widely used for evaluating loan applications in financial and banking institutions. Credit score identifies if applicant customers belong to good risk applicant group or a bad risk applicant group. These decisions are based on the demographic data of the customers, overall business by the customer with bank, and loan payment history of the loan applicants. The advanta...
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