Credit Scoring Models with Truncated Samples and Their Validation
Year of publication: |
2006-05
|
---|---|
Authors: | Balzarotti, Verónica ; Girault, Matías Gutiérrez ; Vallés, Verónica |
Institutions: | Banco Central de la República Argentina |
Subject: | Argentina | banks | credit scoring | credit risk | credit registers | truncated samples |
Extent: | application/pdf |
---|---|
Series: | BCRA Working Paper Series. - ISSN 1850-3977. |
Type of publication: | Book / Working Paper |
Notes: | Number 200604 30 pages |
Classification: | C35 - Discrete Regression and Qualitative Choice Models ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
-
Credit Scoring Models: Missing Information and the Use of Data from a Credit Register
Balzarotti, Verónica, (2009)
-
Credit Scoring Models: Lack of Information and the Use of Data from a Credit Risk Register
Balzarotti, Verónica, (2008)
-
Balzarotti, Verónica, (2008)
- More ...
-
Credit Scoring Models: Lack of Information and the Use of Data from a Credit Risk Register
Balzarotti, Verónica, (2008)
-
Real Interest Rate Risk in the Argentine Banking System. A Measuring Model
Balzarotti, Verónica, (2006)
-
Regulatory Solutions to Bank Loans Pro-Cyclicality. Is the Cure Worse than the Illness?
Balzarotti, Verónica, (2011)
- More ...