Explainable models of credit losses
Year of publication: |
2022
|
---|---|
Authors: | Bastos, João A. ; Matos, Sara M. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 301.2022, 1 (16.8.), p. 386-394
|
Subject: | Explainable machine learning | Forecasting | Loss given default | Recovery rates | Risk management | Kreditrisiko | Credit risk | Risikomanagement | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Basler Akkord | Basel Accord | Insolvenz | Insolvency |
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