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Start Over Descriptor "Modelos IRB" Topic redes neuronales
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1. Understanding the performance of machine learning models to predict credit default: a novel approach for supervisory evaluation

Author

Alonso, Andrés and Carbó Martinez, José Manuel

Subjects
Probability of default, Sistemas bancarios y actividad crediticia, Modelos IRB, Probabilidad de impago, Machine learning, IRB system, Riesgo de crédito, Predicción, Redes neuronales, Prediction, Aprendizaje automático, Credit risk, Inteligencia artificial
Abstract

Summary of Banco de España Working Paper no. 2105

Published
2021

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