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Record W2080140238 · doi:10.3138/infor.50.3.127

Evaluating Loan Performance for Bank Offices: A Multicriteria Decision-Making Approach

2012· article· en· W2080140238 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueINFOR Information Systems and Operational Research · 2012
Typearticle
Languageen
FieldDecision Sciences
TopicEfficiency Analysis Using DEA
Canadian institutionsnot available
FundersMinisterio de Ciencia e Innovación
KeywordsLoanBusinessComputer scienceActuarial scienceFinance

Abstract

fetched live from OpenAlex

This paper aims at evaluating loan performance of bank offices. For this purpose, a multicriteria decision support model given uncertainty is developed, in which the criteria to evaluate loan performance are the different discount rates which can be potentially used to compute the net present value (NPV) of each loan outflow and repayment inflow. This proposal is motivated by the fact that the true discount rate (opportunity cost of capital) is uncertain. The bank offices are classified in non-dominated and dominated by other bank offices in terms of loan performance from the multiple NPV criteria. As a further result, a complete ranking of the bank offices from their performance indexes is obtained. This ranking relies on a principle of moderate pessimism to solve uncertainty tables. Although the proposed method is applicable to various types of loans, the special class of personal loans is emphasised in the paper. As an actual case, a set of bank offices are evaluated from their loans and repayments during the period 2001–2010. Numerical data are tabulated together with the computing process and the results.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.035
metaresearch head score (Gemma)0.015
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Science and technology studies, Scholarly communication
Consensus categoriesMetaresearch
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.660
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0350.015
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.000
Scholarly communication0.0030.007
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.305
GPT teacher head0.516
Teacher spread0.211 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it