Go to content
UR Home

Machine Learning in Credit Risk Management - Advanced Default Risk and Credit Ratings Modeling

URN to cite this document:
urn:nbn:de:bvb:355-epub-526890
DOI to cite this document:
10.5283/epub.52689
Raab, Johannes
Date of publication of this fulltext: 31 Aug 2022 08:47


Abstract (English)

This cumulative dissertation aims to address key challenges in the area of credit risk management that arise from the desire or need to apply machine learning (ML) and / or incorporate public information in modeling default probabilities and credit ratings. Overall, these challenges can be encountered in particular by the skills and tools of credit risk managers, so this thesis aims to provide ...

plus

Translation of the abstract (German)

Diese kumulative Dissertation behandelt zentrale Herausforderungen im Bereich des Kreditrisikomanagements, die sich aus dem Wunsch oder der Notwendigkeit ergeben, maschinelles Lernen (ML) anzuwenden und/oder öffentliche Informationen in die Modellierung von Ausfallwahrscheinlichkeiten und Kreditratings einzubeziehen. Insgesamt können diese Herausforderungen insbesondere durch die Fähigkeiten und ...

plus


Owner only: item control page
  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de
0941 943 -4239 or -69394

Dissertations: dissertationen@ur.de
0941 943 -3904

Research data: datahub@ur.de
0941 943 -5707

Contact persons