Effects of missing data in credit risk scoring. A comparative analysis of methods to achieve robustness in the absence of sufficient data

Journal of the Operational Research Society

Volumn 61, Issue 3, 2010, Pages 486-501

  Florez Lopez, R ^a  

^a UNIVERSITY OF LEÓN   (Spain)

Author keywords

Banking; Credit risk; Forecasting; Management; Missing data; Scarce data

Indexed keywords

FORECASTING; MANAGEMENT; RISK MANAGEMENT; RISK PERCEPTION;

APPLICATION SPECIFIC; BANKING; CREDIT RISK MANAGEMENT; CREDIT RISKS; MISSING DATA; PROBABILITY OF DEFAULTS; SCARCE DATA; SUBSTITUTION TECHNIQUES;

RISK ASSESSMENT;

EID: 76849113732     PISSN: 01605682     EISSN: 14769360     Source Type: Journal    
DOI: 10.1057/jors.2009.66     Document Type: Conference Paper

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