Bayesian Causal Inference for Credit Default Risk
Banks often assume that higher credit limits increase customer default risk because greater exposure appears to imply greater vulnerability. This reasoning, however, conflates correlation with causation. Whether increasing a customer’s credit limit truly raises the likelihood of default remains an o...
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| Главные авторы: | , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
MDPI AG
2026-02-01
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| Серии: | Risks |
| Предметы: | |
| Online-ссылка: | https://www.mdpi.com/2227-9091/14/2/38 |
| Метки: |
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