Browsing International Finance by Author "Güntay, Levent"
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An explainable credit scoring framework: A use case of addressing challenges in applied machine learning
Güntay, Levent; Bozan, E.; Tigrak, U.; Durdu, T.; Ozkahya, G. E. (IEEE, 2022)While Machine Learning (ML) classification algorithms can accurately classify a borrower's credit risk, the determinants of the credit score cannot be interpreted clearly by customers, decision makers and auditors. The ... -
A prudential paradox: The signal in (not) restricting bank dividends
Güntay, Levent; Jacewitz, S.; Pogach, J. (Wiley, 2022)By restricting dividends in the weakest banks, prudential regulators counterintuitively induce more capital payouts in marginal banks. The potential for bank runs exacerbates the incentive to signal strength through dividend ...
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