Title of article
The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing
Author/Authors
Roger M. Stein، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
24
From page
1213
To page
1236
Keywords
Bank lending , Default prediction , ROC analysis , Model validation , Rating systems , Discrete choice models , Model power , simulation , Economic value ofinformation
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193730
Link To Document