Machine Learning in credit risk : Evaluation of supervised machine learning models predicting credit risk in the financial sector
When banks lend money to another party they face a risk that the borrower will not fulfill its obligation towards the bank. This risk is called credit risk and it’s the largest risk banks faces. According to the Basel accord banks need to have a certain amount of capital requirements to protect them...
Main Authors: | , |
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Format: | Others |
Language: | English |
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Umeå universitet, Institutionen för matematik och matematisk statistik
2019
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Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-164101 |