Although" black box" models such as Artificial Neural Networks, Support Vector Machines,
and Ensemble Approaches continue to show superior performance in many disciplines, their …

In the area of credit risk analytics, current Bankruptcy Prediction Models (BPMs) struggle
with (a) the availability of comprehensive and real-world data sets and (b) the presence of …

Evidence from the Freddie Mac's single loan-level dataset, first published in March 2013,
shows that existing scores are effective to order individuals by risk, but they are not prepared …

Credit risk transfer (CRT) securities were introduced by Fannie Mae and Freddie Mac in
2013. As of the end of 2017, in combination, the two government sponsored housing …

In this article, the German-speaking countries in Europe (DACH) are treated as a distinct
economic region. We analyze a proprietary sample of deal level data for 123 leveraged …

This paper presents renewed empirical credit risk measures using the Freddie Mac's single
family mortgage loan-level dataset, released in 2013. In the aftermath of the last global …

The lack of human-friendly explanations from Artificial Intelligence (AI)—based decisions is
a major concern for high stake applications. Towards mitigating the concern, Explainable AI …

This thesis addresses the problem of credit risk assessment under changing conditions in
financial environments. There are a number of serious challenges in this area that have not …

In 2013, the government-sponsored enterprises (GSEs) began issuing credit risk transfer
(CRT) transactions in order to transfer some of the credit risk on the mortgages they were …