To supervise or to self-supervise: a machine learning based comparison on credit supervision
Abstract This study investigates the need for credit supervision as conducted by on-site banking supervisors. It builds on a real bank on-site credit examination to compare the performance of a hypothetical self-supervision approach, in which banks themselves assess their loan portfolios without ext...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2021-04-01
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| Series: | Financial Innovation |
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| Online Access: | https://doi.org/10.1186/s40854-021-00242-4 |