MODELING CREDIT RISK THROUGH CREDIT SCORING

Adrian Cantemir Calin and Oana Popovici

Internal Auditing and Risk Management, 2014, vol. 34, issue 1, 105-116

Keywords: Credit risk governs all financial transactions and it is defined as the risk of suffering a loss due to certain shifts in the credit quality of a counterpart. Credit risk literature gravitates around two main modeling approaches: the structural approach and thereduced form approach. In addition to these perspectives; credit risk assessment has been conducted through a series of techniques such as credit scoring models; which form the traditional approach. This paper examines the evolution of these initiatives. (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:ath:journl:v:34:y:2014:i:1:p:105-116

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