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Volumn 30, Issue 3, 2006, Pages 851-873

Economic benefit of powerful credit scoring

Author keywords

Bank loan pricing; Credit scoring; Discriminatory power; Receiver operating characteristic (ROC)

Indexed keywords


EID: 33644806010     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2005.07.014     Document Type: Article
Times cited : (93)

References (15)
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    • (2003)
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    • The meaning and use of the area under a receiver operating characteristic (ROC) curve
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  • 9
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    • Portfolio Management of Credit Risk
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    • (2001)
    • Kealhofer, S.1    Bohn, J.2
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    • March
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  • 11
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    • Benchmarking Default Prediction Models: Pitfalls
    • Working Paper, Moody's KMV
    • Stein, R.M., 2002. Benchmarking Default Prediction Models: Pitfalls. Working Paper, Moody's KMV.
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    • The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing
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  • 13
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.