Credit Risk Analysis Using a Reliability-Based Neural Network Ensemble Model

  title={Credit Risk Analysis Using a Reliability-Based Neural Network Ensemble Model},
  author={Kin Keung Lai and Lean Yu and Shouyang Wang and Ligang Zhou},
Credit risk analysis is an important topic in the financial risk management. Due to recent financial crises and regulatory concern of Basel II, credit risk analysis has been the major focus of financial and banking industry. An accurate estimation of credit risk could be transformed into a more efficient use of economic capital. In this study, we try to use a triple-phase neural network ensemble technique to design a credit risk evaluation system to discriminate good creditors from bad ones. In… CONTINUE READING
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