Developing Credit Risk Assessment Methods to Make loss Provisions for Potential loans
نویسندگان
چکیده
منابع مشابه
Credit Risk Modeling for Online Consumer Loans
Institutional investors and investment managers seek to better characterize the credit risk of online consumer loans. This article describes how to prepare the data and build a credit risk model that can be used for a number of applications including generating alpha, issuing protection and securitizing loans into bonds with the desired risk/reward profile. A simple example is used to provide i...
متن کاملPredicting the Credit Risk of Loans Using Data Mining Tools
One of the most common causes or credit phenomenon that is taken into account for credit risk is the customer’s noncompliance with the commitments. Thus, by predicting the behavior of loan applicants, the growth rate of debts can be decreased. Hence, this study is conducted on corporate applicants for loans in one of the public banks in Iran. In this paper, the main elements comprising the cus...
متن کاملModelling credit risk of portfolio of consumer loans
One of the issues that the Basel Accord highlighted was that though techniques for estimating the probability of default and hence the credit risk of loans to individual consumers are well established, there were no models for the credit risk of portfolios of such loans. Motivated by the reduced form models for credit risk in corporate lending, we will seek to exploit the obvious parallels betw...
متن کاملModelling Credit Risk in portfolios of consumer loans: Transition Matrix Model for Consumer Credit Ratings
The corporate credit risk literature has many studies modelling the change in the credit risk of corporate bonds over time. There is far less analysis of the credit risk for portfolios of consumer loans. However behavioural scores, which are commonly calculated on a monthly basis by most consumer lenders are the analogues of ratings in corporate credit risk. Motivated by studies in corporate cr...
متن کاملCredit scoring system for small business loans
A requirement of a credit scoring decision support system for small business loans is that the embedded scoring model can be easily altered in accord with the change of business environment. To satisfy such a requirement, this study proposes an N-tier architecture integrated with the idea of Model-View-Controller. With this design, the system engineers can avoid frequently investing considerabl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Finance: Theory and Practice
سال: 2020
ISSN: 2587-7089,2587-5671
DOI: 10.26794/2587-5671-2020-24-6-82-91