An Analytic Model for Credit Analysis
نویسندگان
چکیده
Credit decisions generally are based on judgments about the applicant derived from a report about a set of applicant attributes. Credit management does not directly observe applicant attributes. Instead the applicant provides a report of the relevant attribute set in the credit application. Unfortunately, those reports are not always perfectly reliable. In addition, attempts to clarify the reports are also not perfectly reliable. As a result, this chapter extends the credit model to include reliability. Reliability is introduced by distinguishing between the report and the actual attribute information. It is found that credit decisions can be quite sensitive to changes in reliability. Some important properties ofthe model, including mono tonicity are explored in some detail. In addition, the analytic model is compared to some heuristics. As a result of the critical point nature of the problem, it is found that the heuristics may provide misleading recommendations. ""
منابع مشابه
Investigating the Theory of Survival Analysis in Credit Risk Management of Facility Receivers: A Case Study on Tose'e Ta'avon Bank of Guilan Province
Nowadays, one of the most important topics in risk management of banks, financial, and credit institutions is credit risk management. In this research, the researchers used survival analytic methods for credit risk modeling in terms of the conditional distribution function of default time. As a practical task, the authors considered the reward credit portfolio of Tose'e Ta'avon Bank of Guilan P...
متن کاملA credit policy approach in a two-warehouse inventory model for deteriorating items with price- and stock-dependent demand under partial backlogging
Advertisement of the product is an important factor in inventory analysis. Also, price and stock have an important role to attract more customers in the competitive business situations. Trade credit policy is another important role in inventory analysis. We have combined these three factors together in a two-warehouse inventory model and represented it mathematically. In addition, we have added...
متن کاملAn EPQ Model with Increasing Demand and Demand Dependent Production Rate under Trade Credit Financing
This paper investigates an EPQ model with the increasing demand and demand dependent production rate involving the trade credit financing policy, which is seldom reported in the literatures. The model considers the manufacturer was offered by the supplier a delayed payment time. It is assumed that the demand is a linear increasing function of the time and the production rate is proportional to ...
متن کاملارزیابی ریسک اعتباری شرکتهای وام گیرنده از بانک با استفاده از تحلیل سلسله مراتبی فازی و شبکه عصبی ترکیبی درجه بالا
Banks as financial institutions must estimate the credit risk of their debtors. This is the basis of pricing a loan, determining appropriate interest rates and determining the mortgage required to each borrower. Since the continuity of bank activities largely depends on the amount of credit losses in a particular period, banks should consider the credit quality of their loan portfolio as a co...
متن کاملOptimal pricing and ordering policies for perishable products under advance-cash-credit payment scheme
Recently, market globalization and competition have forced companies to find alternative means to boost sales and revenue. The use of the cash flow is increasingly becoming a viable alternative for managers to improve their company’s profitability in a supply chain. In today’s business transactions, a supplier usually asks a manufacturer to pay via the advance-cash-credit (ACC) payment scheme i...
متن کاملDesigning an Expert System for Credit Rating of Real Customers of Banks Using Fuzzy Neural Networks
Currently, in Iran's banking system, non-repayment of facilities has become one of the biggest issues, and due to the lack of a proper system for proper allocation of facilities, they face a number of problems, including the problem of allocation of loans, the problem of failure to repay loans Of the central bank, or the amount of facilities increased from the amount of reimbursement. The solut...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009