Zpět na vyhledávání

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 …more
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 …more
 

Keywords

Credit risk modelling credit scoring black-box machine learning peer to peer lending.
 
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

Cite this text

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 fakulta
Složka Reference to the local database directory of the institution