Review of credit risk and credit scoring models based on computing paradigms in financial institutions

被引:2
作者
Sharma, Deepika [1 ]
Vashistha, Ashutosh [1 ]
Gupta, Manoj Kumar [2 ]
机构
[1] Shri Mata Vaishno Devi Univ, Sch Business, Katra 182320, Jammu & Kashmir, India
[2] Shri Mata Vaishno Devi Univ, Sch Comp Sci & Engn, Katra 182320, Jammu & Kashmir, India
来源
JOURNAL OF CREDIT RISK | 2021年 / 17卷 / 03期
关键词
credit risk; big data analytics; financial risk; credit default prediction; credit scoring; CRITERIA;
D O I
10.21314/JCR.2021.006
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
Modem financial credit-disbursing institutions are characterized by fairly complex processes that struggle to improve the accuracy and predictability of credit scoring models. A bewildering array of studies have proposed methodologies to adapt big data analytics to this problem. This paper offers a brief overview of major studies and compares techniques along the following five dimensions: expected response time, threshold of input data, accuracy of output, reliability and computational overhead.
引用
收藏
页码:63 / 77
页数:15
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