摘要翻译:
本文给出了基于迁移矩阵和评分规则的随机银行数据生成器的两种情况。银行数据生成器是研究各种信用评分技术比较的证明方法的新希望。分析了单周期宏观经济变量对定期账户稳定性和客户特性的影响。数据对于各种分析非常有用,可以更好地理解银行流程的复杂性,对于学生和他们的研究也非常有用。对危机行为的研究有许多有趣的结论,即如果危机受到多种因素的影响,顾客的特征:应用和行为;这些因素在典型的评分分析中很难反映出来,危机无处不在,在各种风险报告中都存在。
---
英文标题:
《Banking retail consumer finance data generator - credit scoring data
repository》
---
作者:
Karol Przanowski
---
最新提交年份:
2011
---
分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Risk Management 风险管理
分类描述:Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
--
---
英文摘要:
This paper presents two cases of random banking data generators based on migration matrices and scoring rules. The banking data generator is a new hope in researches of finding the proving method of comparisons of various credit scoring techniques. There is analyzed the influence of one cyclic macro--economic variable on stability in the time account and client characteristics. Data are very useful for various analyses to understand in the better way the complexity of the banking processes and also for students and their researches. There are presented very interesting conclusions for crisis behavior, namely that if a crisis is impacted by many factors, both customer characteristics: application and behavioral; then there is very difficult to indicate these factors in the typical scoring analysis and the crisis is everywhere, in every kind of risk reports.
---
PDF链接:
https://arxiv.org/pdf/1105.2968