Artificial intelligence and credit risk : the use of alternative data and methods in internal credit rating /: the use of alternative data and methods in internal credit rating. (2022)

• Record Type: Book
• Other Titles: Artificial Intelligence e credit risk
• Further Information: Note: Rossella Locatelli, Giovanni Pepe, Fabio Salis.
• Authors: Locatelli, Rossella; Pepe, Giovanni; Salis, Fabio
• Contents: Executive Summary 1. Introduction 2. How to build AI models 2.1 Treatment of unstructured data in AI models 2.2 AI models 'on a solo basis' 3. AI tools in credit risk management 3.1 Use of alternative techniques and alternative data in probability of default models 3.2 How to improve traditional models with AI techniques 3.3 An application in Asset Management 3.4 Use of Artificial Intelligence (AI) models for validation/benchmarking of traditional models 4. The validation of AI techniques 4.1 Possible criteria for comparing traditional models and AI models 4.2 Interpretability and stability of AI model outcomes 5. Possible evolutionary aspects of AI models 5.1 The role of AI models in tomorrow's credit risk 5.2 Ethics and transparency of results 6. References.
• Publisher Details: Basingstoke : Palgrave Macmillan
• Publication Date: 2022
• Extent: 1 online resource, illustrations (black and white)
• Subjects: 332.7; Credit -- Management; Risk management; Artificial intelligence
• Languages: English
• ISBNs: 9783031102363
• Related ISBNs: 9783031102356
• Notes: Note: Description based on CIP data; resource not viewed.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.