Threshold Accepting for Credit Risk Assessment and Validation
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- Marianna Lyra & Akwum Onwunta & Peter Winker, 2015. "Threshold accepting for credit risk assessment and validation," Journal of Banking Regulation, Palgrave Macmillan, vol. 16(2), pages 130-145, April.
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Keywordscredit risk assignment; Threshold Accepting; statistical validation;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-04 (All new papers)
- NEP-BAN-2010-06-04 (Banking)
- NEP-RMG-2010-06-04 (Risk Management)
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