Impact of soft information in loan pricing on default prediction using machine learning
Thi Mai Luong, Harald Scheule and Nitya Wanzare
| Year of publication: |
[2023]
|
|---|---|
| Authors: | Luong, Thi Mai ; Scheule, Harald ; Wanzare, Nitya |
| Publisher: |
[Hong Kong] : Hong Kong Institute for Monetary and Financial Research |
| Subject: | Credit risk | Default | Hard information | Lending | Mortgage | Pricing | Prediction | Soft information | Yield spreads | Kreditrisiko | Kreditwürdigkeit | Credit rating | Hypothek | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Insolvenz | Insolvency | Kreditgeschäft | Bank lending |
| Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
|---|---|
| Series: | HKIMR working paper. - Hong Kong, ZDB-ID 2457293-7. - Vol. 2023, no. 12 (August 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014470089