A novel credit model risk measure : do more data lead to lower model risk?
Valter T. Yoshida, Rafael Schiozer, Alan de Genaro, Toni R. E. dos Santos
| Year of publication: |
2025
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|---|---|
| Authors: | Yoshida, Valter T. ; Schiozer, Rafael Felipe ; Genaro, Alan de ; Santos, Toni Ricardo Eugenio dos |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 100.2025, Art.-No. 101960, p. 1-15
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| Subject: | Big data | Credit risk | Credit scoring | Machine learning | Model risk | Model selection | Kreditrisiko | Kreditwürdigkeit | Credit rating | Künstliche Intelligenz | Artificial intelligence | Risikomanagement | Risk management | Theorie | Theory | Big Data | Risikomaß | Risk measure | Risikomodell | Risk model | Modellierung | Scientific modelling | Prognoseverfahren | Forecasting model | Bankrisiko | Bank risk | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2025.101960 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015405538