Econometric modeling risk of consumer loans

The paper regards problems of risk estimation in consumer lending and credit scoring. Econometric bivariate probit models estimated on GGS data are used to evaluate risk of having bank debt on condition that household have bank loan. The results allow profiling safe and unsafe borrowers. Keywords: credit risk; credit scoring; bivariate probit model.

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Year of publication:	2013
Authors:	Nivorozhkina, Ludmila ; Ovcharova, Lilia ; Sinyavskaya, Tatiana
Published in:	Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 30.2013, 2, p. 65-76
Publisher:	Publishing House "SINERGIA PRESS"
Subject:	credit risk \| credit scoring \| bivariate probit model

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Extent:	application/pdf
Type of publication:	Article
Classification:	C01 - Econometrics ; D14 - Personal Finance
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010841030