Credit scoring discriminates between 'good'and 'bad'credit risks to assist credit-grantors in
making lending decisions. Such discrimination may not be a good indicator of profit, while …

Markets would not exist without the exchange of information. Information exchange is the
initial and most basic phase of every economic transaction, without it, market participants …

Current works in textual analysis for the financial reports are trying to quantify textual data as
meaningful predictors for the future financial performance or stock returns. However, little …

The paper deals with the problem of predicting the time to default in credit behavioural
scoring. This area opens a possibility of including a dynamic component in behavioural …

Low-default portfolios (LDPs) can be defined as portfolios where the bank has no or a very
low level of defaults and is therefore unable to estimate and validate probability of default …

The political desire for further integration within the European Union will have an increasing
effect on the financial services industry, including banking and credit lending. Harmonisation …

It is generally easier to predict defaults accurately if a large data set (including defaults) is
available for estimating the prediction model. This puts not only small banks, which tend to …

The aim of this paper is to discuss credit scoring modeling of a customer revolving credit
depending on customer application data and transaction behavior data influenced by …

Abstract [eng] The goal of this dissertation is to develop the rating system of Lithuanian
companies based on the statistical scoring model and assess the possibilities of this …

Following the significant development of consumer credit market after the 1980's, the risk
management of consumer lending has become critical to protect the interests of both lenders …