Abstract
Rating models for retail portfolios deserve a more detailed examination because they differ from other bank portfolios. The differences can mainly be attributed to the specific data structure encountered when analyzing retail exposures. One implication is that different statistical tools have to be used when creating the model. Most of these statistical tools do not belong to the banker’s standard toolbox. At the same time – and strictly speaking for the same reason – the banks’ risk management standards for retail exposures are not comparable to those of other portfolios.
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© 2011 Springer-Verlag Berlin Heidelberg
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Porath, D. (2011). Scoring Models for Retail Exposures. In: Engelmann, B., Rauhmeier, R. (eds) The Basel II Risk Parameters. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-16114-8_3
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DOI: https://doi.org/10.1007/978-3-642-16114-8_3
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