Using The Artificial Neural Network (ANN) to Assess Bank Credit Risk: A Case Study of Indonesia
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References listed on IDEAS
- Linda Allen & Anthony Saunders, 2003. "A survey of cyclical effects in credit risk measurement model," BIS Working Papers 126, Bank for International Settlements.
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Keywordsdefault risk; artificial neural network; Bayesian regularization; transition matrix.;
- E25 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Aggregate Factor Income Distribution
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- E27 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Forecasting and Simulation: Models and Applications
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-09-29 (All new papers)
- NEP-CMP-2008-09-29 (Computational Economics)
- NEP-FMK-2008-09-29 (Financial Markets)
- NEP-MAC-2008-09-29 (Macroeconomics)
- NEP-RMG-2008-09-29 (Risk Management)
- NEP-SEA-2008-09-29 (South East Asia)
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