2026-09-15T14:31:12Zhttps://gredos.usal.es/oai/requestoai:gredos.usal.es:10366/1102242025-06-05T12:40:28Zcom_10366_4756com_10366_4746com_10366_3823com_10366_4074com_10366_4055com_10366_3946col_10366_68518col_10366_4082
Gestión del Repositorio Documental de la Universidad de Salamanca
advisor
Galindo Villardón, Purificación
author
Mallo Fernández, Fernando
2011-11-24T13:39:44Z
2011-11-24T13:39:44Z
2011
http://hdl.handle.net/10366/110224
10.14201/gredos.110224
[ES] El objetivo principal de esta tesis consiste en la formulación de modelos de credit scoring, adecuados a los requerimientos de Basilea II, desde la óptica IRB, cuyas estructuras funcionales contemplen la posible no linealidad de las variables explicativas del riesgo de crédito en su relación con el cumplimiento de las obligaciones de pago de los acreditados.
[EN] The main objective of this thesis consists in developing credit scoring models, appropriate to the requirements of Basel II, from the standpoint IRB, whose functional structures considering the possible non-linearity of the explanatory variables of credit risk in relation to the fulfillment of payment obligations of the borrowers.
spa
Attribution-NonCommercial-NoDerivs 3.0 Unported
Tesis y disertaciones académicas
Universidad de Salamanca (España)
Tesis Doctoral
Academic dissertations
Estadística
Statistics
Calificaciones crediticias
Credit ratings
Modelos multivariantes internos de riesgo de crédito, acordes con Basilea, II
info:eu-repo/semantics/doctoralThesis
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DES_Mallo_Fernandez_F_ModelosMultivariantes.pdf.txt