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Classification of Customer’s Credit Risk Using Ensemble learning (Case study: Sepah Bank)

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  • Nazaraghaei, Mehdi
  • Ghiasi, Hosein
  • Asgharkhah Chafi, Mohammad

Abstract

Banks activities are associated with different kinds of risk such as cresit risk. Considering the limited financial resources of banks to provide facilities, assessment of the ability of repayment of bank customers before granting facilities is one of the most important challenges facing the banking system of the country. Accordingly,

Suggested Citation

  • Nazaraghaei, Mehdi & Ghiasi, Hosein & Asgharkhah Chafi, Mohammad, 2019. "Classification of Customer’s Credit Risk Using Ensemble learning (Case study: Sepah Bank)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(39), pages 166-129, May.
    • Handle: RePEc:mbr:jmbres:v:12:y:2019:i:39:p:166-129
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