Zeynab Hajimohammadi

[ 1 ] - Investigating the missing data effect on credit scoring rule based models: The case of an Iranian bank

Credit risk management is a process in which banks estimate probability of default (PD) for each loan applicant. Data sets of previous loan applicants are built by gathering their data, and these internal data sets are usually completed using external credit bureau’s data and finally used for estimating PD in banks. There is also a continuous interest for bank to use rule based classifiers to b...