What is at stake in the construction and use of credit scores?
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- Ricardo Martinho & António R. Antunes, 2012. "A Scoring Model For Portuguese Non-Financial Enterprises," Economic Bulletin and Financial Stability Report Articles, Banco de Portugal, Economics and Research Department.
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KeywordsDiscriminant analysis; Credit risk forecasting; Accuracy of probability of failure; Stability of risk classes; Transition matrices; Credit risk models;
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