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  • Search: subject:"IRB system"
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Year of publication
Subject
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Credit risk 3 IRB system 3 Aprendizaje automático 2 Inteligencia artificial 2 Machine learning 2 Modelos IRB 2 Predicción 2 Prediction 2 Probabilidad de impago 2 Probability of default 2 Redes neuronales 2 Riesgo de crédito 2 Sistemas bancarios y actividad crediticia 2 Artificial intelligence 1 Credit rating 1 Forecasting model 1 Insolvency 1 Insolvenz 1 Kreditrisiko 1 Kreditwürdigkeit 1 Künstliche Intelligenz 1 Prognoseverfahren 1 credit risk 1 machine learning 1 prediction 1 probability of default 1
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Online availability
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Free 3
Type of publication
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Other 2 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 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 3 Carbó Martinez, José Manuel 2 Carbó, José Manuel 1
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Documentos de trabajo / Banco de España 1
Source
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BASE 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Alonso, Andrés; Carbó Martinez, José Manuel - 2021
En este artículo estudiamos el rendimiento de diferentes modelos de aprendizaje automático —machine learning (ML)— en la predicción de incumplimiento crediticio. Para ello hemos utilizado una base de datos única y anónima de uno de los bancos españoles más importantes. Hemos comparado...
Persistent link: https://www.econbiz.de/10012525481
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Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation
Alonso, Andrés; Carbó Martinez, José Manuel - 2021
Summary of Banco de España Working Paper no. 2105
Persistent link: https://www.econbiz.de/10012526625
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Cover Image
Understanding the performance of machine learning models to predict credit default : a novel approach for supervisory evaluation
Alonso, Andrés; Carbó, José Manuel - 2021
Persistent link: https://www.econbiz.de/10012489537
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