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Mathematical Modeling and Analysis of Credit Scoring Using the LIME Explainer: A Comprehensive Approach.
Publication Type: Academic Journal
Source(s): Mathematics (2227-7390). Oct2023, Vol. 11 Issue 19, p4055. 28p.
Abstract: Credit scoring models serve as pivotal instruments for lenders and financial institutions, facilitating the assessment of creditworthiness. Traditional models, while instrumental, grapple with challenges related to efficiency and subjectivity. The adve...
A Rank Estimator Approach to Modeling Default Frequencies.
Publication Type: Academic Journal
Source(s): Journal of Risk & Financial Management. Oct2023, Vol. 16 Issue 10, p444. 17p.
Abstract: This study introduces a non-parametric methodology for estimating expected frequencies of defaults and other credit events. The methodology allows for an independent estimation of a credit-quality variable, referred to as a default rank variable. In a ...
Designing Securities for Scrutiny.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Sep2023, Vol. 36 Issue 9, p3693-3737. 45p.
Abstract: We investigate the effect of scrutiny (e.g. credit ratings, analyst reports, or mandatory disclosures) on the security design problem of a privately informed issuer. We show that scrutiny has important implications for both the form of security designe...
Opening a New Era with Machine Learning in Financial Services? Forecasting Corporate Credit Ratings Based on Annual Financial Statements.
Publication Type: Academic Journal
Source(s): International Journal of Financial Studies. Sep2023, Vol. 11 Issue 3, p96. 20p.
Abstract: Corporate credit ratings provide multiple strategic, financial, and managerial benefits for decision-makers. Therefore, it is essential to have accurate and up-to-date ratings to continuously monitor companies' financial situations when making financia...
Credit Scoring for Peer-to-Peer Lending.
Publication Type: Academic Journal
Source(s): Risks. Jul2023, Vol. 11 Issue 7, p123. 8p.
Abstract: This paper shows how to improve the measurement of credit scoring by means of factor clustering. The improved measurement applies, in particular, to small and medium enterprises (SMEs) involved in P2P lending. The approach explores the concept of famil...
Research and Implementation of Credit Investigation Sharing Platform Based on Double Blockchain.
Publication Type: Academic Journal
Source(s): Computers, Materials & Continua. 2023, Vol. 75 Issue 3, p5193-5211. 19p.
Abstract: As the development of the modern economy is increasingly inseparable from credit support, the traditional credit investigation mode has yet to meet this demand. Because of the difficulties in conventional credit data sharing among credit investigation ...
Credit Rating Agencies in the Face of the War in Ukraine.
Publication Type: Academic Journal
Source(s): Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu. 2023, Vol. 67 Issue 2, p145-160. 16p.
Abstract: Celem artykułu było znalezienie odpowiedzi na pytanie, czy ratingi przed inwazją Rosji na Ukrainę w 2022 r. odzwierciedlały ryzyko geopolityczne oraz czy decyzje agencji ratingowych podjęte w następstwie wybuchu wojny trafnie informowały uczestników ry...
Reliability of E-Tests and the Phoenix Automated Method in Assessing Susceptibility to IV Fosfomycin—Comparative Studies Relative to the Reference Method.
Publication Type: Academic Journal
Source(s): Pathogens. May2023, Vol. 12 Issue 5, p700. 20p.
Abstract: The agar dilution method (ADM) recommended for IV fosfomycin (IV FOS) is complex and labor-intensive. Keeping in mind the reality of everyday laboratory work, we have evaluated the agreement of IV FOS susceptibility results obtained using the E-test an...
Explaining Deep Learning Models for Credit Scoring with SHAP: A Case Study Using Open Banking Data.
Publication Type: Academic Journal
Source(s): Journal of Risk & Financial Management. Apr2023, Vol. 16 Issue 4, p221. 19p.
Abstract: Predicting creditworthiness is an important task in the banking industry, as it allows banks to make informed lending decisions and manage risk. In this paper, we investigate the performance of two different deep learning credit scoring models develope...
Credit Ratings and Market Information.
Publication Type: Academic Journal
Source(s): Review of Financial Studies. Oct2022, Vol. 35 Issue 10, p4425-4473. 49p.
Abstract: Accurate credit ratings are important for both investors and regulators. We demonstrate that the market for credit risk provides an important source of discipline for credit rating agencies (CRAs). We examine a model in which a CRA's rating is followed...