Purpose–The main purpose of this study is to investigate the remodeling of risk
management, risk-averse mechanism and the importance of Basel-III framework to cope with …

Mortgage lending strengthens countries' economies, contributing to their development and
economic growth. For this to occur, a financial commitment is required between credit …

In consumer lending the traditional approach is to develop a credit scorecard which ranks
borrowers according to their risk of defaulting. Bads have a high risk of default and Goods …

The main interest of this work is to analyze the application of multi-state Markov models to
evaluate credit card risk by investigating the characteristics of different state transitions in …

One embodiment of a system for automatically generating code for attributes includes a
credit bureau data that store stores credit bureau convention information and an attribute …

Modeling credit rating migrations conditional on macroeconomic conditions allows financial
institutions to assess, analyze, and manage the risk related to a credit portfolio. Existing …

In this study we evaluate the distortion of the ratio of non-performing loans (NPL) caused by
rapid credit growth to show that the bias in this ratio (caused by the prolonged credit boom) …

Las roll rates y las net flow rates pueden verse como la evolución de las ageing of accounts
receivable y las cadenas de Markov. Son metodologías aceptadas para modelizar el …

A credit card as a banking product has a dual nature both as a convenient loan and a
payment tool. Credit card profitability prediction is a complex problem because of the variety …

Введение. После кризисов кредиторы осознали важность оценки риска дефолта по
портфелям займов в различных экономических условиях. Моделирование оценки …