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Credit risk management : basic concepts ; financial risk components, rating analysis, models, economic and regulatory capital

Van Gestel, Tony; Baesens, Bart - 2009

Persistent link: https://www.econbiz.de/10003688827

A multidimensional analysis of data quality for credit risk management : new insights and challenges

Moges, Helen-Tadesse; Dejaeger, Karel; Lemahieu, Wilfried; … - In: Information & management : the internat. journal of … 50 (2013) 1, pp. 43-58

Persistent link: https://www.econbiz.de/10009720848

Forecasting Loss Given Default models : impact of account characteristics and macroeconomic state

Tobback, Ellen; Martens, David; Van Gestel, Tony; … - In: Journal of the Operational Research Society : OR 65 (2014) 3, pp. 376-392

Persistent link: https://www.econbiz.de/10010251701

Credit risk analytics : measurement techniques, applications, and examples in SAS

Baesens, Bart; Rösch, Daniel; Scheule, Harald - 2016

Persistent link: https://www.econbiz.de/10011533876

Development and application of consumer credit scoring models using profit-based classification measures

Verbraken, Thomas; Bravo, Cristián; Weber, Richard; … - In: European journal of operational research : EJOR 238 (2014) 2, pp. 505-513

Persistent link: https://www.econbiz.de/10010400198

Credit scoring for microfinance : is it worth it?

Van Gool, Joris; Verbeke, Wouter; Sercu, Piet; Baesens, Bart - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 103-123

Persistent link: https://www.econbiz.de/10009615703

Benchmarking regression algorithms for loss given default modeling

Loterman, Gert; Brown, Iain; Martens, David; Mues, … - In: International journal of forecasting 28 (2012) 1, pp. 161-170

Persistent link: https://www.econbiz.de/10009581995

Bayesian kernel-based classification for financial distress detection

Van Gestel, Tony; Baesens, Bart; Suykens, Johan A. K.; … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002107769

Decision diagrams in machine learning : an empirical study on real-life credit-risk data

Mues, Christophe; Baesens, Bart; Files, Craig M.; … - 2004

Persistent link: https://www.econbiz.de/10002035104

Time to Default in Credit Scoring Using Survival Analysis : A Benchmark Study

Dirick, Lore - 2015

We investigate the performance of various survival analysis techniques applied to ten actual credit data sets from Belgian and UK financial institutions. In the comparison we consider classical survival analysis techniques, namely the accelerated failure time models and Cox proportional hazards...

Persistent link: https://www.econbiz.de/10013015088