Bank lending policy, credit scoring and value-at-risk

By T. Jacobson, Kasper Roszbach. 2003

166 citations recorded by the source corpus.

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A Two-step Method to Construct Credit Scoring Models with Data Mining Techniques (2006, background): “With this, credit scoring can also improve the allocation of resources toward the “first best equilibrium” [Jacobson and Roszback, 2003].”
Corporate Credit Risk Modelling and the Macroeconomy (2004, unknown): “Roszbach [ 23 ]. Their underlying model was a bivariate probit that employed only individual specific data.”
‘Lending by numbers’: credit scoring and the constitution of risk within American consumer credit (2007, background): “…prioritization given to the identification and minimization of default risk by credit-scoring experts has been distracted by a range of problematizations in the complex contemporary credit market (see Rosenberg and Gleit 1994: 592 3; Hand and Henley 1997: 525; Jacobson and Roszbach 2003: 626 7).”