Default predictors in retail credit scoring: evidence from Czech banking data

0359827 - NHU-C 2012 US eng V - Výzkumná zpráva
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.
Grant CEP: GA ČR GA402/09/1595
Výzkumný záměr: CEZ:MSM0021620846
Klíčová slova: credit scoring * discrimination analysis * banking sector
Kód oboru RIV: AH - Ekonomie
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.
Trvalý link: http://hdl.handle.net/11104/0197534