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Bank lending policy, credit scoring and value-at-risk
5 references·16 citing·54 second hop
Bank lending policy, credit scoring and value-at-risk (2003)Bank lending policy, credit scoring and v…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Chapter 16 Credit rationing (1990)Chapter 16 Credit rationingAn econometric analysis of the bank credit scoring problem (1989)An econometric analysis of th…Costly Monitoring, Loan Contracts, and Equilibrium Credit Rationing (1987)Costly Monitoring, Loan Contr…Credit Rationing in Markets with Imperfect Information (1981)Credit Rationing in Markets w…Feature Selection in a Credit Scoring Model (2021)Feature Selection in a Credit…Credit Risk and Limits Forecasting in E-Commerce Consumer Lending Service via Multi-view-aware Mixture-of-experts Nets (2021)Credit Risk and Limits Foreca…A conservative approach for online credit scoring (2021)A conservative approach for o…Credit rationing in P2P lending to SMEs: Do lender-borrower relationships matter? (2020)Credit rationing in P2P lendi…Disrupting Finance (2018)Disrupting FinanceA review of credit scoring research in the age of Big Data (2018)A review of credit scoring re…Looking behind mortgage delinquencies (2016)Looking behind mortgage delin…Genetic algorithms for credit scoring: Alternative fitness function performance comparison (2014)Genetic algorithms for credit…AN AHP-BASED APPROACH TO CREDIT RISK EVALUATION OF MORTGAGE LOANS (2014)AN AHP-BASED APPROACH TO CRED…Reject inference in consumer credit scoring with nonignorable missing data (2012)Reject inference in consumer …Default Predictors and Credit Scoring Models for Retail Banking (2009)Default Predictors and Credit…A COMPARISON OF DATA MINING TECHNIQUES FOR CREDIT SCORING IN BANKING: A MANAGERIAL PERSPECTIVE (2009)A COMPARISON OF DATA MINING T…Determinants of banks’ risk exposure to new account fraud – Evidence from Germany (2008)Determinants of banks’ risk e…Lending policies of informal, formal and semiformal lenders (2007)Lending policies of informal,…A Two-step Method to Construct Credit Scoring Models with Data Mining Techniques (2006)A Two-step Method to Construc…Bank Lending Policy, Credit Scoring, and the Survival of Loans (2004)Bank Lending Policy, Credit S…Optimal contracts and competitive markets with costly state verification (1979)Financial Intermediation and Delegated Monitoring (1984)Some Evidence on the Empirical Significance of Credit Rationing (1992)Capital Requirements, Monetary Policy, and Aggregate Bank Lending: Theory and Empirical Evidence (1996)Banks and innovation: Microeconometric evidence on Italian firms☆ (2008)Increases in risk and in risk aversion (1974)Risk Sharing and Incentives in the Principal and Agent Relationship (1979)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Financial Dependence and Growth (1996)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Limited-dependent and qualitative variables in econometrics (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)A Post Keynesian Theory of Credit Rationing (1996)Intergenerational Transfers, Borrowing Constraints, and Saving Behavior: Evidence from the Housing Market (1998)Approaches to the Economics of Discrimination (2025)The Estimation of Choice Probabilities from Choice Based Samples (1977)Predicting criminal recidivism using ‘split population’ survival time models (1989)Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources (1998)A stochastic frontier model with correction for sample selection (2009)A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers (2000)Neural network credit scoring models (2000)Recent developments in consumer credit risk assessment (2007)Multi-classification assessment of bank personal credit risk based on multi-source information fusion (2021)The Effect of Artificial Intelligence on Service Quality and Customer Satisfaction in Jordanian Banking Sector (2022)Who gets the money? 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this work references cited by second hop

References

  • 1981Credit Rationing in Markets with Imperfect Information12,762 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1987Costly Monitoring, Loan Contracts, and Equilibrium Credit Rationing571 cited
  • 1989An econometric analysis of the bank credit scoring problem284 cited
  • 1990Chapter 16 Credit rationing245 cited

Cited by

  • 2009A COMPARISON OF DATA MINING TECHNIQUES FOR CREDIT SCORING IN BANKING: A MANAGERIAL PERSPECTIVE107 cited
  • 2016Looking behind mortgage delinquencies97 cited
  • 2018A review of credit scoring research in the age of Big Data81 cited
  • 2007Lending policies of informal, formal and semiformal lenders79 cited
  • 2018Disrupting Finance78 cited
  • 2004Bank Lending Policy, Credit Scoring, and the Survival of Loans68 cited
  • 2014Genetic algorithms for credit scoring: Alternative fitness function performance comparison65 cited
  • 2006A Two-step Method to Construct Credit Scoring Models with Data Mining Techniques65 cited
  • 2021A conservative approach for online credit scoring58 cited
  • 2021Feature Selection in a Credit Scoring Model52 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2021Credit Risk and Limits Forecasting in E-Commerce Consumer Lending Service via Multi-view-aware Mixture-of-experts Nets48 cited
  • 2020Credit rationing in P2P lending to SMEs: Do lender-borrower relationships matter?47 cited
  • 2012Reject inference in consumer credit scoring with nonignorable missing data46 cited
  • 2009Default Predictors and Credit Scoring Models for Retail Banking44 cited
  • 2008Determinants of banks’ risk exposure to new account fraud – Evidence from Germany42 cited
  • 2014AN AHP-BASED APPROACH TO CREDIT RISK EVALUATION OF MORTGAGE LOANS42 cited