Assessing and Optimizing Credit Risk Models: Machine Learning Approaches

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Keywords	Credit Risk, Machine Learning, IRB, interpretability, capital requirement, default prediction
Thesis Advisor	Bongaerts, Dion, Zehnder, Simon
Persistent URL	hdl.handle.net/2105/63682
Series	Business Analytics & Management
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Yuan, Siqi. (2022, July 19). Assessing and Optimizing Credit Risk Models: Machine Learning Approaches. Business Analytics & Management. Retrieved from http://hdl.handle.net/2105/63682

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