Models of Assessment of the Credit Risk of Borrowers with a Time Parameter for the Systems of Application Credit Scoring
Journal Title: Бізнес Інформ - Year 2013, Vol 7, Issue 0
Abstract
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.
Authors and Affiliations
Konstantin Pisanets
Keywords
Related Articles
- EP ID EP104506
- DOI -
- Views 75
- Downloads 0
World Experience of Introduction of Socio-Economic Responsibility of Entrepreneurship as a Long-Term Strategy of its Development
The main goal of the article is analysis of existing models of social responsibility of entrepreneurship (American, European, British and Asian) with consideration of regional specific features of its application. The ar...
The Improving of the Government Regulation of the Social Services Market Within the Strategic Course to Reach the European Life Standards in Ukraine
In the article the problems connected with forming the market of services have been analyzed within the strategic course to reach the European life standards in Ukraine. The priorities of social services market developme...
Accounting of Financial Results: Problems and Ways of Perfection
The topic of financial results of activity of a company is always topical and often discussed by scientists and experts in the field of economy and management of a company. The article provides analysis of various approa...
Diversification of Production as an Element of Infrastructure of a Coal-Mining Region
The article studies problems of increase of economic potential of enterprises in unstable territories of Donbass. It considers theoretical aspects and criteria of diversification of production with the use of outsourcing...
Methodical Approaches to Assessment of Life Quality of People: Foreign and Domestic Experience
The article generalises and analyses modern methodical approaches to assessment of life quality of people on the basis of the existing foreign and domestic experience. It shows that, despite the urgency and significance...