Gupita Nurmalita Sari

Building Early-Warning Models for Multiclass Credit Risk Staging: A Comparative Study of Random Forest and XGBoost with SMOTENC and Borderline-SMOTE

This paper develops and evaluates an early-warning credit risk classifier using a three-class formulation that distinguishes performing loans (L), delinquent accounts (DP), and non-performing loans (NPL). Early-warning modeling is challenging because deterioration events are relatively infrequent, yielding class imbala...