Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models.
Lyn C. ThomasPublished in: Math. Comput. Simul. (2009)
Keyphrases
- credit risk
- credit scoring
- risk analysis
- commercial banks
- evaluation method
- logistic regression
- decision trees
- credit risk evaluation
- statistical models
- electronic commerce
- support vector machine svm
- probabilistic model
- decision making
- fraud detection
- exchange rate
- financial data
- pattern recognition
- listed companies