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
