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Pregled bibliografske jedinice broj: 417608

Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models

Klepac, Goran
Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models // Credit Scoring - Concepts, Perspectives and Models / Ravi Kumar, Jain B (ur.).
Hyderabad: The Icfai University Press, 2008. str. 80-100

CROSBI ID: 417608 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models

Autori
Klepac, Goran

Vrsta, podvrsta i kategorija rada
Poglavlja u knjigama, znanstveni

Knjiga
Credit Scoring - Concepts, Perspectives and Models

Urednik/ci
Ravi Kumar, Jain B

Izdavač
The Icfai University Press

Grad
Hyderabad

Godina
2008

Raspon stranica
80-100

ISBN
978-81-314-1577-1

Ključne riječi
Credit scoring, REF II, time series analyze, data mining, temporal influence, seasonal oscillation, Basel II

Sažetak
Behavioural scoring models are integral parts of the Basel II standard on Internal Ratings- Based Approaches (IRB). The IRB approach much more precisely reflects individual risk bank profile. A solution of the problem of how to analyze and integrate macroeconomic and microeconomic factors represented in time series into behavioural scorecard models are shown by using the REF II model.

Izvorni jezik
Engleski

Znanstvena područja
Informacijske i komunikacijske znanosti



POVEZANOST RADA

Projekti:
016-0161199-0864 - Adaptibilnost visokotehnoloških organizacija (Kliček, Božidar, MZOS ) ( CroRIS)

Ustanove:
Fakultet organizacije i informatike, Varaždin

Profili:

Avatar Url Goran Klepac (autor)

Citiraj ovu publikaciju:

Klepac, Goran
Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models // Credit Scoring - Concepts, Perspectives and Models / Ravi Kumar, Jain B (ur.).
Hyderabad: The Icfai University Press, 2008. str. 80-100
Klepac, G. (2008) Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models. U: Ravi Kumar, J. (ur.) Credit Scoring - Concepts, Perspectives and Models. Hyderabad, The Icfai University Press, str. 80-100.
@inbook{inbook, author = {Klepac, Goran}, editor = {Ravi Kumar, J.}, year = {2008}, pages = {80-100}, keywords = {Credit scoring, REF II, time series analyze, data mining, temporal influence, seasonal oscillation, Basel II}, isbn = {978-81-314-1577-1}, title = {Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models}, keyword = {Credit scoring, REF II, time series analyze, data mining, temporal influence, seasonal oscillation, Basel II}, publisher = {The Icfai University Press}, publisherplace = {Hyderabad} }
@inbook{inbook, author = {Klepac, Goran}, editor = {Ravi Kumar, J.}, year = {2008}, pages = {80-100}, keywords = {Credit scoring, REF II, time series analyze, data mining, temporal influence, seasonal oscillation, Basel II}, isbn = {978-81-314-1577-1}, title = {Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models}, keyword = {Credit scoring, REF II, time series analyze, data mining, temporal influence, seasonal oscillation, Basel II}, publisher = {The Icfai University Press}, publisherplace = {Hyderabad} }

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