Credit scoring with macroeconomic variables using survival analysis

Keyphrases

• Macroeconomic Variables 100%
• Credit Scoring 100%
• Survival Analysis 100%
• Probability of Default 50%
• Credit Card 25%
• Interest Rates 25%
• Logistic Regression Model 25%
• Unemployment Rate 25%
• Model Fitting 25%
• Time-dependent Covariates 25%
• Time to Default 25%

Economics, Econometrics and Finance

• Macroeconomic Variable 100%
• Duration Analysis 100%
• Credit Rating 100%
• Credit Card 25%
• Logit Model 25%