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  • Search: subject:"IRB Models"
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Year of publication
Subject
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Credit risk 5 IRB models 4 Kreditrisiko 4 Artificial intelligence 2 Credit rating 2 Forecasting model 2 Kreditwürdigkeit 2 Prognoseverfahren 2 machine learning 2 "Basel IV" 1 Aprendizaje automático 1 Bank 1 Bank lending 1 Bank ratings 1 Bank risk 1 Bankenaufsicht 1 Banking supervision 1 Bankrisiko 1 Basel Accord 1 Basler Akkord 1 Bewertung 1 Bias 1 Business cycle 1 Coronavirus 1 Effects of Lockdowns 1 Evaluation 1 Hypothek 1 IRB Models 1 Immobilienmarkt 1 Immobilienpreis 1 Impact assessment 1 Inteligencia artificial 1 Interpretabilidad 1 Interpretability 1 Konjunktur 1 Kreditgeschäft 1 Künstliche Intelligenz 1 Lock-down 1 Lockdown 1 Machine learning 1
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Online availability
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Free 3
Type of publication
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Article 3 Book / Working Paper 1 Other 1
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 5
Author
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Alonso, Andrés 2 Carbó, José Manuel 2 Calcagnini, Giorgio 1 Favaretto, Federico 1 Giombini, Germana 1 Phua, Frankie 1 Sarraf, Hanna 1
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Published in...
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Journal of risk management in financial institutions 2 Documentos de trabajo / Banco de España 1 Journal of industrial and business economics 1
Source
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ECONIS (ZBW) 4 BASE 1
Showing 1 - 5 of 5
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The effect of 2020 lockdown on bank internal ratings
Calcagnini, Giorgio; Favaretto, Federico; Giombini, Germana - In: Journal of industrial and business economics 51 (2024) 2, pp. 355-396
Persistent link: https://www.econbiz.de/10015135870
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Machine learning in credit risk: measuring the dilemma between prediction and supervisory cost
Alonso, Andrés; Carbó, José Manuel - 2020
Informes recientes muestran la creciente adopción en el sector financiero de técnicas de aprendizaje automático o machine learning (ML) en la gestión del riesgo de crédito. En este entorno, los supervisores se encuentran ante el reto de permitir que se maximicen las oportunidades derivadas...
Persistent link: https://www.econbiz.de/10012525231
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Machine learning in credit risk : measuring the dilemma between prediction and supervisory cost
Alonso, Andrés; Carbó, José Manuel - 2020
Persistent link: https://www.econbiz.de/10012491781
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Sustainable profitability in volatile cyclical markets
Sarraf, Hanna - In: Journal of risk management in financial institutions 13 (2019/2020) 2, pp. 182-189
Persistent link: https://www.econbiz.de/10012250026
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The evolution of the Basel framework : are we back to where we started?
Phua, Frankie - In: Journal of risk management in financial institutions 12 (2019) 2, pp. 115-124
Persistent link: https://www.econbiz.de/10012065276
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