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Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Alonso, Andrés; Carbó, José Manuel
25-Jan-2021
Aprendizaje automático; Riesgo de crédito; Predicción; Probabilidad de impago; Modelos IRB; Machine learning; Credit risk; Prediction; Probability of default; IRB system; Redes neuronales; Predicción; Inteligencia artificial; Sistemas bancarios y actividad crediticia
cover
Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Alonso, Andrés; Carbó, José Manuel
24-May-2021
Aprendizaje automático; Riesgo de crédito; Predicción; Probabilidad de impago; Modelos IRB; Machine learning; Credit risk; Prediction; Probability of default; IRB system; Redes neuronales; Predicción; Inteligencia artificial; Sistemas bancarios y actividad crediticia