2011 · 10 citations · 2 references
BusinessFinanceFinancial ManagementFinancial EconomicsFinancial ModelingFinancial Statement AnalysisCredit AnalysisCredit RiskCredit Risk AssessmentCredit ScoringFinancial RiskCredit Risk ScoringCredit Score ModelingCredit Scorecard ModelingCustomer Credit ScoringLinear Discriminant AnalysisPredictive Scoring ModelsStatistical Discriminant Analysis
The purpose of this paper is to define a specific credit score model, based on discriminant analysis in order to complete financial diagnoses on particular predefined classes. The model is built based on a set of observations for which the classes are known. The classes in this paper are made of companies with certain characteristics which reflect the creditworthiness of that entity.
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