Improving credit scoring by differentiating default behaviour
We present a methodology for improving credit scoring models by distinguishing two forms of rational behaviour of loan defaulters. It is common knowledge among practitioners that there are two types of defaulters, those who do not pay because of cash flow problems ('Can't Pay'), and t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2015-05.
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| Subjects: | |
| Online Access: | Get fulltext |