Credit risk analysis and lending decisions: new Machine Learning techniques

Cristina Caprara and Daniele Vergari
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Cristina Caprara: Crif
Daniele Vergari: Crif

BANCARIA, 2020, vol. 1, 49-53

Abstract: Open banking and digital revolution: the credit chain is experiencing a profound change by the entry of new players and innovative methods of customers’ engagement. In this scenario, Machine Learning techniques offer a competitive advantage if applied to make more efficient the tools supporting credit governance. The latest techniques of local interpretable models (Lime), combined with the techniques for the results’ profiling, also allow to overcome the limits of interpretability and to encourage their application also in the regulatory area

JEL-codes: C55 G20 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:ban:bancar:v:1:y:2020:m:january:p:49-53

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