Počet záznamů: 1
Default predictors in retail credit scoring: evidence from Czech banking data
- 1.
SYSNO ASEP 0369544 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název Default predictors in retail credit scoring: evidence from Czech banking data Tvůrce(i) Kočenda, Evžen (NHU-C) RID
Vojtek, M. (SK)Zdroj.dok. Emerging Markets Finance and Trade - ISSN 1540-496X
Roč. 47, č. 6 (2011), s. 80-98Poč.str. 19 s. Jazyk dok. eng - angličtina Země vyd. US - Spojené státy americké Klíč. slova banking sector ; credit scoring ; discrimination analysis Vědní obor RIV AH - Ekonomie CEP GA402/09/1595 GA ČR - Grantová agentura ČR LC542 GA MŠMT - Ministerstvo školství, mládeže a tělovýchovy CEZ MSM0021620846 - NHU-C UT WOS 000299858100006 DOI 10.2753/REE1540-496X470605 Anotace Credit to the private sector has risen rapidly in European emerging markets, but its risk evaluation has been largely neglected. Using retail-loan banking data from the Czech Republic, we construct two credit risk models based on logistic regression and classification and regression trees. Both methods are comparably efficient and detect similar financial and socioeconomic variables as the key determinants of default behavior. We also construct a model without the most important financial variable (amount of resources), which performs very well. This way, we confirm significance of sociodemographic variables and link our results with specific issues characteristic to new EU members. Pracoviště Národohospodářský ústav - CERGE Kontakt Tomáš Pavela, pavela@cerge-ei.cz, Tel.: 224 005 122 Rok sběru 2012
Počet záznamů: 1