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Scarce Data based Credit Risk Assessment: Evaluating Missing Data Methods in PD-estimation by Logistic Regression (Wissenschaftliche Beiträge aus dem Tectum-Verlag Book 74)

Bernd Galler




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 | #3337935 in eBooks |  2015-01-28 |  2015-01-28 | File type: PDF

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By employing statistical methods in credit risk assessment, banks seek to maximize the degree of insight data hold about the nature and quantity of risk inherent in potential and actual credit transactions. Non-available records, i.e., missing data, erode the extent of databases and thus the precision and reliability of statistical models banks use in order to draw conclusions in regard to their credit risk. Statistics holds a wide spectrum of techniques, so called missi...

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