Explainable Credit Risk Scoring in P2P Lending – Ing. Rishee Yadav
Ing. Rishee Yadav
Master's thesis
Explainable Credit Risk Scoring in P2P Lending
Explainable Credit Risk Scoring in P2P Lending
Abstract:
Credit risk arises when a lender or client in a debt agreement fails to make the required instalment. Major advancements in credit risk intelligence have been made in the last decade to mitigate these risks. Despite that, there are biases toward these models for not being transparent enough. This thesis focuses on the proposed interpretation of models to explain them in-depth and to assess the models …moreAbstract:
Credit risk arises when a lender or client in a debt agreement fails to make the required instalment. Major advancements in credit risk intelligence have been made in the last decade to mitigate these risks. Despite that, there are biases toward these models for not being transparent enough. This thesis focuses on the proposed interpretation of models to explain them in-depth and to assess the models …more
Language used: English
Date on which the thesis was submitted / produced: 13. 5. 2022
Identifier:
https://is.muni.cz/th/y56xs/
Thesis defence
- Date of defence: 22. 6. 2022
- Supervisor: Ph.D. Oleg Deev
- Reader: Ing. Tomáš Plíhal, Ph.D.
Citation record
Full text of thesis
Contents of on-line thesis archive
Published in Theses:- světu
Other ways of accessing the text
Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakultaMasaryk University
Faculty of Economics and AdministrationMaster programme / field:
Finance / Finance
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