Feature Selection to Optimize Credit Banking Risk Evaluation Decisions for the Example of Home Equity Loans
Measuring credit risk is essential for financial institutions because there is a high risk level associated with incorrect credit decisions. The Basel II agreement recommended the use of advanced credit scoring methods in order to improve the efficiency of capital allocation. The latest Basel agreem...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-11-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/11/1971 |