SMART: Structured Missingness Analysis and Reconstruction Technique for credit scoring

SMART: Structured Missingness Analysis and Reconstruction Technique for credit scoring

Abstract The Basel Accord emphasizes the necessity of employing internal data models to manage key credit risk components, including Probability of Default (PD), Loss Given Default (LGD), and Exposure At Default (EAD). Among these, internal datasets are critical for estimating PD, a fundamental meas...

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Bibliographic Details
Main Authors: Seongil Han, Haemin Jung, Paul D. Yoo
Format: Article
Language:English
Published: Nature Portfolio 2025-04-01
Series:Scientific Reports
Subjects:
Generative adversarial imputation networks
Randomized singular value decomposition
Imputation
Missing values
Credit scoring
Online Access:https://doi.org/10.1038/s41598-025-99997-4
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https://doi.org/10.1038/s41598-025-99997-4

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