From credit scoring to regulatory scoring: comparing credit scoring models from a regulatory perspective
Conventional credit scoring models evaluated by predictive accuracy or profitability typically serve the financial institutions and can hardly reflect their contribution on financial stability. To remedy this, we develop a novel regulatory scoring framework to quantify and compare the corresponding...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2022-12-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | https://journals.vilniustech.lt/index.php/TEDE/article/view/17045 |