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...

ver descrição completa

Detalhes bibliográficos

Principais autores:	Yufei Xia, Zijun Liao, Jun Xu, Yinguo Li
Formato:	Artigo
Idioma:	Inglês
Publicado em:	Vilnius Gediminas Technical University 2022-12-01
coleção:	Technological and Economic Development of Economy
Assuntos:	credit scoring RegTech regulatory scoring probability of default financial regulation gradient boosting decision tree
Acesso em linha:	https://journals.vilniustech.lt/index.php/TEDE/article/view/17045
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!