SMART: Structured Missingness Analysis and Reconstruction Technique for credit scoring
Abstract The Basel Accord emphasizes the necessity of employing internal data models to manage key credit risk components, including Probability of Default (PD), Loss Given Default (LGD), and Exposure At Default (EAD). Among these, internal datasets are critical for estimating PD, a fundamental meas...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2025-04-01
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| Series: | Scientific Reports |
| Subjects: | |
| Online Access: | https://doi.org/10.1038/s41598-025-99997-4 |
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