Checking account activity and credit default risk of enterprises: An application of statistical learning methods

The existence of asymmetric information has always been a major concern for financial institutions. Financial intermediaries such as commercial banks need to study the quality of potential borrowers in order to make their decision on corporate loans. Classical methods model the default probability b...

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Veröffentlicht in:	arXiv.org 2017-07
Hauptverfasser:	Yao, Jinglun, Levy-Chapira, Maxime, Margaryan, Mamikon
Format:	Artikel
Sprache:	eng
Schlagworte:	Banks Commercial banks Default Inflow Loans Machine learning Predictions Probabilistic methods Regression analysis Statistical analysis Statistical methods
Online-Zugang:	Volltext
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