Article : texte imprimé

Effects of missing data in credit risk scoring : a comparative analysis of methods to achieve robustness in the absence of sufficient data

R. Florez-Lopez, Auteur |

Dans Journal of the operational research society (JORS) (Vol. 61 N° 3, Mars 2010)

The 2004 Basel II Accord has pointed out the benefits of credit risk management through internal models using internal data to estimate risk components: probability of default (PD), loss given default, exposure at default and maturity. Internal [...]

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