Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat LCCN Permalink Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Comparison of neural net and statistical credit risk estimation methods
Available online: 18 January 2011 Subject Heading: CREDIT RISKI JEL Classification:
The research actuality is defined by the necessity of an effective credit risk control system creation, which is meeting the Basel II requirements. Comparative analysis of neural net and statistical methods as approaches to credit risk estimation is carried out in present article. The models using neural net and statistical modeling techniques are offered. Approbation of models on the actual information about borrowers is realized. Keywords: credit scoring, credit rating, solvency, probability of default, discriminant analysis, neural network |
ISSN 2311-8709 (Online)
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