Models of Assessment of the Credit Risk of Borrowers with a Time Parameter for the Systems of Application Credit Scoring

The article considers a concept of introduction of the time factor into the models of application credit scoring as a key characteristic of a default level. Using example of data of the consumption segment of the credit market of Ukraine, the article presents results of modelling the credit risk of potential borrowers (applicants), using approaches of Kaplan-Meier and Cox.

MoreLess

Year of publication:	2013
Authors:	Pisanets Konstantin K.
Published in:	Business Inform. - ISSN 2222-4459. - 2013, 7, p. 136-140
Subject:	credit risk \| scoring system \| risk management \| model \| analysis of survival

More details

Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010855603