A Markov Chain approach to determine the Optimal Performance Period and Bad Definition for Credit Scorecard

A Markov Chain approach to determine the Optimal Performance Period and Bad Definition for Credit Scorecard

Performance period determination and bad definition for credit scorecard has been a mix of fortune for the typical data modeler. The lack of literature on these matters led to aproliferation of approaches and techniques to solve the problems. However, the most commonly accepted approach involves sub...

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書目詳細資料
Main Authors:	CHOY, Murphy, MA, Nang Laik
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2011
主題:	Credit Risk Markov Chain Bad Definition Basel II Computer Sciences Finance and Financial Management Management Information Systems
在線閱讀:	https://ink.library.smu.edu.sg/sis_research/1449 http://arxiv.org/abs/1106.4513v2
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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