Does reject inference really improve the performance of application scoring models?

Article Abstract:

The extent to which reject inference techniques can remedy the influence of this exclusion, is examined. The extent to which the exclusion of rejected applicants undermines the predictive performance of a scorecard based only on accepted applicants, is discussed.

United States, Asset & Risk Management, Risk management

---

Crisis dynamics of implied default recovery ratios: evidence from Russia and Argentina

Article Abstract:

A model for the probability of financial default and eventual recovery of national public debts is constructed. The recent debt structures of Argentina and Russia is investigated to provide the evidence.

Public Finance Activities, Argentina, National Government Finance, Russia, Securities, National debt, Public debts, Default (Finance)

---

Immunization derived from polynomial duration vector in the Spanish bond market

Article Abstract:

The credit market in Spain is discussed in reference to the polynomial duration vector and immunization.

Spain, Statistical Data Included

Similar abstracts:

• Abstracts: Problems with service performance reporting: the case of public art galleries. The Impact of New Zealand's Public Sector Accounting Reforms on Performance Control in Museums
• Abstracts: Are we really exploiting IT? Powering up. A new age. Part 1
• Abstracts: Efficient investment and financial intermediation. Money and Credit in liquidity provision. Return predictability following large price changes and information releases
• Abstracts: Purchase, use, and sale of home all can result in tax benefits. An investigation into fraud prevention and detection of small businesses in the United States: responsibilities of auditors, managers, and business owners

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.