Lasso | CART | RF | XGBoost | MLP | |
---|---|---|---|---|---|
Statistics | 1 | 3 | 3 | 2 | 4 |
Capital: 7.9% | |||||
Credit: 6.41% | |||||
Provisions: 6.38% | |||||
Technology | 1 | 1 | 3 | 2 | 5 |
Capital: 2.5% | |||||
Credit: 3.09% | |||||
Provisions: 2.36% | |||||
Market conduct | 1 | 1 | 2 | 2 | 3 |
Capital: 3.75% | |||||
Credit: 5.13% | |||||
Provisions: 3.9% | |||||
Supervisory model risk capital | 14.15 | 29.95 | 38.7 | 28.3 | 55.35 |
Supervisory model risk credit | 14.63 | 27.45 | 38.76 | 29.26 | 56.48 |
Supervisory model risk provisions | 12.64 | 25.4 | 34.02 | 25.28 | 49,02 |