Questions tagged [credit-scoring]

Statistical models to predict credit risk of individuals or companies

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Credit scoring: combining application and behavior scoring

The aim in credit scoring is to distinguish good clients from bad clients. This is done at the stage of the application (application scoring - AS) based on demographic and similar data. AS is used to ...
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Bayesian logit model in Psychometric or Behavioural Testing for Credit Scoring in Developing Countries

A lot of parameters in one title, I know. So there's credit scoring but not using credit history. Then there's using a Bayesian logit model. Then there's doing so in a developing country such as Haiti ...
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Choosing observations/sample selection in behaviour credit scoring models

In retail banking the credit risk of a creditor after the credit had been granted is often modeled using behavioral credit scoring. In this setting the customer already has an account (or a few) and ...
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Where to find historical sovereign credit ratings

For my master thesis i am looking for a historical time series of sovereign credit ratings for all countries from Moodys, Fitch or S&P. I have access to Eikon reuters but i cannot seem to find a ...