Artificial Intelligence and the Credit Market: Opportunities and Acceptability (notice n° 1575341)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01474cam a2200169 4500500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251214032450.0 |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | fre |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dc |
| 100 10 - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hurlin, Christophe |
| Relator term | author |
| 245 00 - TITLE STATEMENT | |
| Title | Artificial Intelligence and the Credit Market: Opportunities and Acceptability |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2025.<br/> |
| 500 ## - GENERAL NOTE | |
| General note | 91 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This article examines the role of artificial intelligence (AI) in credit markets. We focus on two types of models used to estimate the probability that borrowers will default : (1) origination models, applied when evaluating loan applications, and (2) internal models, developed in order to calculate banks’ regulatory capital requirements. These applications are critical: origination determines access to credit for households and SMEs, while internal models shape banks’ capitalization and, by extension, the stability of the financial system. While AI is now widely drawn on in origination, it remains as yet little used in regulatory models. The low level of adoption may be explained by the limited use of alternative data, modest economic incentives in terms of capital savings, and challenges related to model interpretability. JEL classification: C10, C38, C55, G21, G29. |
| 700 10 - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Pérignon, Christophe |
| Relator term | author |
| 786 0# - DATA SOURCE ENTRY | |
| Note | Revue d'économie financière | 159 | 3 | 2025-10-09 | p. 105-121 | 0987-3368 |
| 856 41 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://shs.cairn.info/journal-revue-deconomie-financiere-2025-3-page-105?lang=en&redirect-ssocas=7080">https://shs.cairn.info/journal-revue-deconomie-financiere-2025-3-page-105?lang=en&redirect-ssocas=7080</a> |
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