Behavioral technology credit scoring model with time-dependent covariates for stress test
From MaRDI portal
Publication:2630239
Recommendations
- Time will tell: Behavioural scoring and the dynamics of consumer credit assessment
- A non-default rate regression model for credit scoring
- CreditRisk\(^+\) model with dependent risk factors
- Credit risk modeling using time-changed Brownian motion
- Credit scoring with macroeconomic variables using survival analysis
- Credit risk assessment with Bayesian model averaging
- scientific article; zbMATH DE number 5585959
Cites work
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- Credit scoring with macroeconomic variables using survival analysis
- Customer attrition analysis for financial services using proportional hazard models
- Integrated bank risk modeling: a bottom-up statistical framework
- The risk management for technology credit guarantee fund
- Updating a credit-scoring model based on new attributes without realization of actual data
Cited in
(6)- Time will tell: Behavioural scoring and the dynamics of consumer credit assessment
- Reducing estimation risk using a Bayesian posterior distribution approach: application to stress testing mortgage loan default
- Incorporating lifecycle and environment in loan-level forecasts and stress tests
- Technology scoring model for reflecting evaluator's perception within confidence limits
- Behaviour-based short-term invoice probability of default evaluation
- The risk management for technology credit guarantee fund
This page was built for publication: Behavioral technology credit scoring model with time-dependent covariates for stress test
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2630239)
