From credit scoring to regulatory scoring: comparing credit scoring models from a regulatory perspective

Conventional credit scoring models evaluated by predictive accuracy or profitability typically serve the financial institutions and can hardly reflect their contribution on financial stability. To remedy this, we develop a novel regulatory scoring framework to quantify and compare the corresponding...

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Auteurs principaux:	Yufei Xia, Zijun Liao, Jun Xu, Yinguo Li
Format:	Artigo
Langue:	Inglês
Publié:	Vilnius Gediminas Technical University 2022-12-01
Collection:	Technological and Economic Development of Economy
Sujets:	credit scoring RegTech regulatory scoring probability of default financial regulation gradient boosting decision tree
Accès en ligne:	https://journals.vilniustech.lt/index.php/TEDE/article/view/17045
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