Keyword: credit scoring

Found 54 papers in total
Credit card pricing and impact of adverse selection
Credit card pricing and impact of adverse selection
2014,
Variable pricing is one way of improving the profitability of credit cards when the...
Development and application of consumer credit scoring models using profit-based classification measures
Development and application of consumer credit scoring models using profit-based classification measures
2014,
This paper presents a new approach for consumer credit scoring, by tailoring a...
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
2014,
This paper develops a Bayesian method by jointly formulating a corporate bond (CB)...
Selection bias in credit scorecard evaluation
Selection bias in credit scorecard evaluation
2014,
Selection bias is a perennial problem when constructing and evaluating scorecards. It...
Monetary and relative scorecards to assess profits in consumer revolving credit
Monetary and relative scorecards to assess profits in consumer revolving credit
2014,
This paper presents for the first time a relative profit measure for scoring purposes...
A literature review on the application of evolutionary computing to credit scoring
A literature review on the application of evolutionary computing to credit scoring
2013,
The last years have seen the development of many credit scoring models for assessing...
Time varying or static cut‐offs for credit scorecards
Time varying or static cut‐offs for credit scorecards
2013,
This note points out that the ability of credit scorecards to separate Goods from Bads...
On the suitability of resampling techniques for the class imbalance problem in credit scoring
On the suitability of resampling techniques for the class imbalance problem in credit scoring
2013,
In real‐life credit scoring applications, the case in which the class of...
Tiebreaker: Certification and Multiple Credit Ratings
Tiebreaker: Certification and Multiple Credit Ratings
2012,
This paper explores the economic role credit rating agencies play in the corporate...
The Credit Ratings Game
The Credit Ratings Game
2012,
The collapse of AAA‐rated structured finance products in 2007 to 2008 has...
Using semi‐supervised classifiers for credit scoring
Using semi‐supervised classifiers for credit scoring
2013,
In credit scoring, low‐default portfolios (LDPs) are those for which very...
Granting and managing loans for micro‐entrepreneurs: New developments and practical experiences
Granting and managing loans for micro‐entrepreneurs: New developments and practical experiences
2013,
We present a methodology to grant and follow‐up credits for...
A profit‐based scoring system in consumer credit: making acquisition decisions for credit cards
A profit‐based scoring system in consumer credit: making acquisition decisions for credit cards
2011,
Consumer credit scoring is one of the most successful applications of quantitative...
Reject inference in survival analysis by augmentation
Reject inference in survival analysis by augmentation
2010,
The literature suggests that the commonly used augmentation method of reject inference...
A new index of creditworthiness for retail credit products
A new index of creditworthiness for retail credit products
2010,
This paper introduces a novel family of indexes to describe borrowers'...
An overview and framework for PD backtesting and benchmarking
An overview and framework for PD backtesting and benchmarking
2010,
In order to manage model risk, financial institutions need to set up validation...
Technology credit scoring model considering both SME characteristics and economic conditions: The Korean case
Technology credit scoring model considering both SME characteristics and economic conditions: The Korean case
2010,
In order to support small and medium enterprises (SME) with a high degree of growth...
An economic model for credit assessment problems using screening approaches
An economic model for credit assessment problems using screening approaches
2005,
How to combine varying credit information collected from various sources at difference...
The impact of a sample bias on comsumer credit scoring performance and profitability
The impact of a sample bias on comsumer credit scoring performance and profitability
2005,
This article seeks to gain insight into the influence of sample bias in a consumer...
A survey of the issues in consumer credit modelling research
A survey of the issues in consumer credit modelling research
2005,
Methods for assessing the credit risk when lending to consumers have been in operation...
Optimal scoring cutoff policies and efficient frontiers
Optimal scoring cutoff policies and efficient frontiers
2005,
Multiple business objectives are increasingly important in determining account...
Hurdle models of loan default
Hurdle models of loan default
2005,
Some models of loan default are binary, simply modelling the probability of default,...
Credit scoring, augmentation and lean models
Credit scoring, augmentation and lean models
2005,
If a credit scoring model is built using only applicants who have been previously...
Superscorecards
Superscorecards
2002,
Scorecards used in credit scoring are based on a simple linear model, in which each...
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