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Dokumenttyp:
Masterarbeit 
Autor(en):
Zheng, Lecong 
Titel:
Integrated scorecard rating model with macroeconomic forecast 
Abstract:
In terms of credit scoring, an important issue is the quality of a rating model, namely the discriminatory power. In this thesis, we aim to improve the discriminatory power of rating models by using a forecast of the factors. Therefore, three types of rating models are analyzed: a standard scorecard rating model based on logistic regression, a rating model with macroeconomic forecast where the forecast of macroeconomic factors is based on a vector autoregressive model, and a rating model with fi...    »
 
Betreuer:
Dr. Gabriel Kuhn 
Gutachter:
Prof. Dr. Matthias Scherer 
Jahr:
2012 
Quartal:
4. Quartal 
Jahr / Monat:
2012-12 
Monat:
Dec 
Sprache:
en 
Hochschule / Universität:
Technische Universität München 
Fakultät:
Fakultät für Mathematik 
Format:
Text 
Annahmedatum:
14.12.2012