Integrating Seasonal Oscillations into Basel II Behavioural Scoring Models
The article introduces a new methodology of temporal influence measurement (seasonal oscillations, temporal patterns) for behavioural scoring development purposes. The paper shows how significant temporal variables can be recognised and then integrated into the behavioural scoring models in order to...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Institute of Public Finance
2007-09-01
|
| Series: | Financial Theory and Practice |
| Subjects: | |
| Online Access: | http://www.ijf.hr/eng/FTP/2007/3/klepac.pdf |