From: To supervise or to self-supervise: a machine learning based comparison on credit supervision
Parameters | Description |
---|---|
Banks | 12 previous on-site credit supervision performed by CBB |
Extraction dates | From 2015 to 2018 |
Good borrowers | Considered as AA, A or B by CBB’s on-site credit supervision |
Bad borrowers | Considered as F, G or H (LLP equal or higher than 50%) by CBB’s on-site credit supervision |
Materiality | Loans in excess of R$ 200,000a |