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Martin et al., 2022 - Google Patents

Optimal Credit Scorecard Model Selection Using Costs Arising from Both False Positives and False Negatives

Martin et al., 2022

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Document ID
18008115620262869749
Author
Martin J
Akhavan-Abdollahian M
Taheri S
Akman D
Publication year
Publication venue
Available at SSRN 4149521

External Links

Snippet

A credit default is a negative event for individual borrowers, and lenders and at scale, can impact the broader economy. To protect against losses, lenders seek to maintain robust lending practices through optimising credit risk assessment. The credit risk modelling …
Continue reading at papers.ssrn.com (PDF) (other versions)

Classifications

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