Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/86131 
Erscheinungsjahr: 
2008
Schriftenreihe/Nr.: 
Working Paper No. 2008/37
Verlag: 
Banco Central de la República Argentina (BCRA), Investigaciones Económicas (ie), Buenos Aires
Zusammenfassung (übersetzt): 
The main purpose of this paper is to study the problem created by the lack of information about the credit history of some debtors in the databases used to develop credit scoring models and the use of information about behavior compiled by a credit risk register as a potential solution to the problem. The paper analyzes two problems: (i) the need to provide a credit risk estimation of debtors whose behavior is unknown (because they are deleted from the databases without indication of the reason), and (ii) the assessment of the impact of ignoring these data when evaluating the credit risk of entities’ portfolios. The fundamental strategy will be to allow the use of debtors’ credit history in other entities, recorded in the credit risk register.
Schlagwörter: 
credit scoring
credit registers
credit risk
imputation
information sharing
missing data
JEL: 
C35
D81
G21
G28
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
524.03 kB





Publikationen in EconStor sind urheberrechtlich geschützt.