The relationship between default prediction and lending profits: Integrating ROC analysis and loan pricing
- 1 May 2005
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 29 (5) , 1213-1236
- https://doi.org/10.1016/j.jbankfin.2004.04.008
Abstract
No abstract availableThis publication has 3 references indexed in Scilit:
- Credit risk modeling strategies: the road to serfdom?Intelligent Systems in Accounting, Finance and Management, 1999
- Measuring the Accuracy of Diagnostic SystemsScience, 1988
- ZETATM analysis A new model to identify bankruptcy risk of corporationsJournal of Banking & Finance, 1977