A Review of Statistical Problems in the Measurement of Mortgage Market Discrimination and Credit Risk

作者: Anthony M. Yezer

DOI: 10.2139/SSRN.1684216

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摘要: This paper examines the fundamental assumptions within statistical analysis of discrimination and credit risk impact these flawed models had on mortgage market ranging from false findings to incorrectly detecting future rise default rates. Serving as a valuable resource identify flaws that continue be overlooked in today's analyses, promotes improvement measurement for more accurate assessment.

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