A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-09-11 (Banking)
- NEP-BIG-2023-09-11 (Big Data)
- NEP-CMP-2023-09-11 (Computational Economics)
- NEP-ECM-2023-09-11 (Econometrics)
- NEP-RMG-2023-09-11 (Risk Management)
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