Impact of mortgage soft information in loan pricing on default prediction using machine learning
Thi Mai Luong, Harald Scheule, Nitya Wanzare
| Year of publication: |
2023
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|---|---|
| Authors: | Luong, Thi Mai ; Scheule, Harald ; Wanzare, Nitya |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 23.2023, 1, p. 158-186
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| Subject: | credit risk | default | hard information | lending | mortgage | prediction | pricing | soft information | yield spreads | Kreditrisiko | Credit risk | Hypothek | Mortgage | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Kreditgeschäft | Bank lending | Zins | Interest rate | Informationswert | Information value |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12392 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014251350