Impact of soft information in loan pricing on default prediction using machine learning
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 |
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