CART analysis of qualitative variables to improve credit rating processes
Year of publication: |
2006-07-04
|
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Authors: | Gabbi, Giampaolo ; Matthias, Massimo ; Lerma, Marco De |
Institutions: | Society for Computational Economics - SCE |
Subject: | credit risk | qualitative models | rating | regression tree |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Computing in Economics and Finance 2006 Number 179 |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; C25 - Discrete Regression and Qualitative Choice Models |
Source: |
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González, Mariano, (2004)
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EU banks rating assignments : is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria, (2010)
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Rating assignments : lessons from international banks
Caporale, Guglielmo Maria, (2009)
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Consolandi, Costanza, (2013)
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Financial systems in financial crisis — An analysis of banking systems in the EU
Detzer, Daniel, (2014)
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Vozzella, Pietro, (2014)
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