Derivatives and credit risk: credit risk modeling for catastrophic events.
Tarja JoroPaul NaPublished in: WSC (2002)
Keyphrases
- credit risk
- credit risk evaluation
- evaluation method
- risk analysis
- credit scoring
- commercial banks
- listed companies
- exchange rate
- fraud detection
- financial data
- evaluation model
- survival analysis
- information systems
- pattern recognition
- support vector machine svm
- intrusion detection
- decision support system
- briefly introduced