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Default predictors in retail credit scoring: evidence from Czech banking data
- 1.0359827 - NHU-C 2012 US eng V - Research Report
Kočenda, Evžen - Vojtek, M.
Default predictors in retail credit scoring: evidence from Czech banking data.
Ann Arbor: The William Davidson Institute at the University of Michigan Business School, 2011. 24 s. William Davidson Institute Working Paper Series, 1015.
R&D Projects: GA ČR GA402/09/1595
Institutional research plan: CEZ:MSM0021620846
Keywords : credit scoring * discrimination analysis * banking sector
Subject RIV: AH - Economics
http://wdi.umich.edu/files/publications/workingpapers/wp1015.pdf
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.
Permanent Link: http://hdl.handle.net/11104/0197534
Number of the records: 1