An Alternate Internal Credit Rating System for Construction and Timber Industries Using Artificial Neural Network

Autor: Bui Do Thanh Phuong, Pham Quoc Hai, Truong Thuy Lan Ngoc
Rok vydání: 2017
Předmět:
Zdroj: Econometrics for Financial Applications ISBN: 9783319731490
DOI: 10.1007/978-3-319-73150-6_59
Popis: Internal credit scoring and rating play an essential role for bank in credit risk management and in pricing loans as well as assigning appropriate lending policy for each class of customers; and also for determining the level of regulatory capital reserve. This implies the importance of deeply understanding about the internal rating models and the respective approaches in execution for bank risk managers.
Databáze: OpenAIRE