Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach
Fuente:
arXiv
Saved in:
| Main Authors: | Saxena, Aditya, Dungore, Dr Parizad |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
by: Cheng, Yu, et al.
Published: (2024)
by: Cheng, Yu, et al.
Published: (2024)
SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
by: Lin, Luyun, et al.
Published: (2025)
by: Lin, Luyun, et al.
Published: (2025)
Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management
by: Bi, Shuochen, et al.
Published: (2024)
by: Bi, Shuochen, et al.
Published: (2024)
On-Chain Credit Risk Score in Decentralized Finance
by: Ghosh, Rik, et al.
Published: (2024)
by: Ghosh, Rik, et al.
Published: (2024)
A Counterfactual Diagnostic Framework for Explaining KS Deterioration in Credit Risk Model Validation
by: Wang, Yiqing
Published: (2026)
by: Wang, Yiqing
Published: (2026)
Spurious Default Probability Projections in Credit Risk Stress Testing Models
by: Engelmann, Bernd
Published: (2024)
by: Engelmann, Bernd
Published: (2024)
Machine and Deep Learning for Credit Scoring: A compliant approach
by: Rida, Abdollah
Published: (2024)
by: Rida, Abdollah
Published: (2024)
An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models
by: Bettels, Sören, et al.
Published: (2024)
by: Bettels, Sören, et al.
Published: (2024)
Assessing Stablecoin Credit Risks
by: Boneh, Yuval, et al.
Published: (2024)
by: Boneh, Yuval, et al.
Published: (2024)
Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
by: Sun, Wenying, et al.
Published: (2024)
by: Sun, Wenying, et al.
Published: (2024)
Implied Probabilities and Volatility in Credit Risk: A Merton-Based Approach with Binomial Trees
by: Gnawali, Jagdish, et al.
Published: (2025)
by: Gnawali, Jagdish, et al.
Published: (2025)
FSL-BDP: Federated Survival Learning with Bayesian Differential Privacy for Credit Risk Modeling
by: Amed, Sultan, et al.
Published: (2026)
by: Amed, Sultan, et al.
Published: (2026)
A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
by: Kündig, Pascal, et al.
Published: (2024)
by: Kündig, Pascal, et al.
Published: (2024)
An Integrated Model for Financial Risk Assessment of Grid-ignited Wildfires
by: Nematshahi, Saeed, et al.
Published: (2025)
by: Nematshahi, Saeed, et al.
Published: (2025)
A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
by: Gabric, Lydia J., et al.
Published: (2025)
by: Gabric, Lydia J., et al.
Published: (2025)
Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
by: Barik, Deb Narayan, et al.
Published: (2025)
by: Barik, Deb Narayan, et al.
Published: (2025)
Interpretable LLMs for Credit Risk: A Systematic Review and Taxonomy
by: Golec, Muhammed, et al.
Published: (2025)
by: Golec, Muhammed, et al.
Published: (2025)
Informative Risk Measures in the Banking Industry: A Proposal based on the Magnitude-Propensity Approach
by: Bonollo, Michele, et al.
Published: (2025)
by: Bonollo, Michele, et al.
Published: (2025)
Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance
by: Zhang, Qingkai, et al.
Published: (2025)
by: Zhang, Qingkai, et al.
Published: (2025)
Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
by: Liu, Bingyao, et al.
Published: (2024)
by: Liu, Bingyao, et al.
Published: (2024)
Could Large Language Models work as Post-hoc Explainability Tools in Credit Risk Models?
by: Geng, Wenxi, et al.
Published: (2026)
by: Geng, Wenxi, et al.
Published: (2026)
Multimodal Insights into Credit Risk Modelling: Integrating Climate and Text Data for Default Prediction
by: Wu, Zongxiao, et al.
Published: (2026)
by: Wu, Zongxiao, et al.
Published: (2026)
Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach
by: Lacava, Demetrio
Published: (2026)
by: Lacava, Demetrio
Published: (2026)
Dynamic Risk Assessment of Wildland-Urban Interface Fires
by: Hu, Yusheng, et al.
Published: (2025)
by: Hu, Yusheng, et al.
Published: (2025)
The Fairness of Credit Scoring Models
by: Hurlin, Christophe, et al.
Published: (2022)
by: Hurlin, Christophe, et al.
Published: (2022)
Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio
by: Wu, Ying, et al.
Published: (2024)
by: Wu, Ying, et al.
Published: (2024)
Modelling Prepayment and Default under Changing Credit Market Conditions for a Net Present Value Analysis
by: Lorenzo, Quirini, et al.
Published: (2025)
by: Lorenzo, Quirini, et al.
Published: (2025)
Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
by: Ke, Zong, et al.
Published: (2024)
by: Ke, Zong, et al.
Published: (2024)
Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets
by: Bhandari, Avishek
Published: (2025)
by: Bhandari, Avishek
Published: (2025)
A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
by: Di Nosse, Daniele Maria, et al.
Published: (2024)
by: Di Nosse, Daniele Maria, et al.
Published: (2024)
Optimal Systemic Risk Bailout: A PGO Approach Based on Neural Network
by: Xiao, Shuhua, et al.
Published: (2022)
by: Xiao, Shuhua, et al.
Published: (2022)
Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)
Enhancing ML Models Interpretability for Credit Scoring
by: Schwartz, Sagi, et al.
Published: (2025)
by: Schwartz, Sagi, et al.
Published: (2025)
Risk and Regulatory Compliance in Banking: A Comprehensive Guide
by: Doshi, Kinil
Published: (2023)
by: Doshi, Kinil
Published: (2023)
KACDP: A Highly Interpretable Credit Default Prediction Model
by: Liu, Kun, et al.
Published: (2024)
by: Liu, Kun, et al.
Published: (2024)
A State-Dependent Dual Risk Model
by: Zhu, Lingjiong
Published: (2015)
by: Zhu, Lingjiong
Published: (2015)
Through-the-Cycle PD Estimation Under Incomplete Data -- A Single Risk Factor Approach
by: Dömötör, Barbara, et al.
Published: (2025)
by: Dömötör, Barbara, et al.
Published: (2025)
A Risk Mitigation Model of Monetary Ecosystem with Stablecoins
by: Wen, Hongzhe, et al.
Published: (2025)
by: Wen, Hongzhe, et al.
Published: (2025)
Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach
by: Tan, Xue Wen, et al.
Published: (2025)
by: Tan, Xue Wen, et al.
Published: (2025)
The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
by: Assa, Hirbod
Published: (2026)
by: Assa, Hirbod
Published: (2026)
Similar Items
-
Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
by: Cheng, Yu, et al.
Published: (2024) -
SHAP Stability in Credit Risk Management: A Case Study in Credit Card Default Model
by: Lin, Luyun, et al.
Published: (2025) -
Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management
by: Bi, Shuochen, et al.
Published: (2024) -
On-Chain Credit Risk Score in Decentralized Finance
by: Ghosh, Rik, et al.
Published: (2024) -
A Counterfactual Diagnostic Framework for Explaining KS Deterioration in Credit Risk Model Validation
by: Wang, Yiqing
Published: (2026)