A Systematic Review of Machine Learning and Explainable Artificial Intelligence (XAI) in Credit Risk Modelling

Author:

Heng Yi Sheng,Subramanian Preethi

Publisher

Springer International Publishing

Reference53 articles.

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2. Bank Negara Malaysia, Monthly Highlights and Statistics in July 2021 (2021). https://www.bnm.gov.my/-/monthly-highlights-and-statistics-in-july-2021

3. Brock, Credit Risk (2021). https://www.investopedia.com/terms/c/creditrisk.asp

4. Goyal, K.A., Agrawal, S.: Risk management in Indian banks: some emerging issues. Int. J. Econ. Res. 1(1), 102–109 (2010)

5. Chenghua, S., Kui, Z.: Study on commercial bank credit risk based on information asymmetry. In: 2009 International Conference on Business Intelligence and Financial Engineering, BIFE 2009, pp. 758–761 (2009). https://doi.org/10.1109/BIFE.2009.175

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1. Explainable Machine Learning Models for Credit Risk Analysis: A Survey;Data Analytics for Management, Banking and Finance;2023

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