The relationship between default prediction and lending profits : integrating ROC analysis and loan pricing
Year of publication: |
2005
|
---|---|
Authors: | Stein, Roger M. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 5, p. 1213-1236
|
Subject: | Kreditgeschäft | Bank lending | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Gewinn | Profit |
-
The profitability of online loans : a competing risks analysis on default and prepayment
Li, Zhiyong, (2023)
-
Cornée, Simon, (2015)
-
Orlando, Guiseppe, (2020)
- More ...
-
Towards a framework for a new research ecosystem
Savona, Roberto, (2024)
-
Active credit portfolio management in practice
Bohn, Jeffrey R., (2009)
-
Inferring the default rate in a population by comparing two incomplete default databases
Dwyer, Douglas W., (2006)
- More ...