Issues in the Credit Risk Modeling of Retail Markets

By Linda Allen, Gayle DeLong, Anthony Saunders. 2004

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A neural network approach for credit risk evaluation (2008, background): “…has been rather crude, with most loans rated as Pass-performing and only a minority of loans differentiated according to the four non-performing classifications (listed in order of declining credit quality): other assets especially mentioned, substandard, doubtful, and loss (Allen et al., 2003).”
What do we know about entrepreneurial finance and its relationship with growth? (2015, background): “Developments in credit scoring have helped lower the fixed costs of lending and reduce reliance on collateral, improving SME access to finance (Allen et al., 2004; Van Gestel and Baesens, 2009).”