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Full-Text Articles in Business Analytics
An Integrated Framework On Human-In-The-Loop Risk Analytics, Peng Liu
An Integrated Framework On Human-In-The-Loop Risk Analytics, Peng Liu
Research Collection Lee Kong Chian School Of Business
Risk analytics is an integral component in the overall assessment of the risk profile for potential and existing obligors. For example, credit worthiness is often assessed via the use of scorecards, which are regulatory credit risk models developed based on historical data and domain expertise in banks and financial institutions. A pure statistical model, however, often fails to entertain regulatory requirements on both predictiveness and interpretability at the same time. Instead, practical risk models are developed by incorporating expert opinions within the development process, such as forcing the direction of travel for certain financial factors. In this article, the author …
How Sector Volatility Spills Into Related Markets, Singapore Management University
How Sector Volatility Spills Into Related Markets, Singapore Management University
Perspectives@SMU
Research reveals the linkages that let a meltdown go global