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  • Search: subject:"IRB models"
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Year of publication
Subject
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Credit risk 3 Artificial intelligence 2 Credit rating 2 IRB models 2 Kreditrisiko 2 Kreditwürdigkeit 2 Aprendizaje automático 1 Bank 1 Bank ratings 1 Bewertung 1 Bias 1 Coronavirus 1 Effects of Lockdowns 1 Evaluation 1 Forecasting model 1 IRB Models 1 Impact assessment 1 Inteligencia artificial 1 Interpretabilidad 1 Interpretability 1 Künstliche Intelligenz 1 Lock-down 1 Lockdown 1 Machine learning 1 Modelos IRB 1 Predicción 1 Prognoseverfahren 1 Riesgo de crédito 1 Riesgos y liquidez 1 Sesgos 1 Theorie 1 Theory 1 Wirkungsanalyse 1 artificial intelligence 1 bias 1 credit risk 1 interpretability 1 machine learning 1
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Online availability
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Free 3
Type of publication
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Article 1 Book / Working Paper 1 Other 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 3
Author
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Alonso, Andrés 2 Carbó, José Manuel 2 Calcagnini, Giorgio 1 Favaretto, Federico 1 Giombini, Germana 1
Published in...
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Documentos de trabajo / Banco de España 1 Journal of industrial and business economics 1
Source
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ECONIS (ZBW) 2 BASE 1
Showing 1 - 3 of 3
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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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Cover Image
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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