Customer revolving credit – how the economic conditions make a difference (CROSBI ID 512229)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Šarlija, Nataša ; Benšić, Mirta ; Bohaček, Zoran
engleski
Customer revolving credit – how the economic conditions make a difference
The aim of this paper is to discuss credit scoring modeling of a customer revolving credit depending on customer application data and transaction behavior data influenced by specific economic conditions that exist in Croatia. Since Croatia is a country in transition with war consequences, changes in political, institutional and social systems and, above all, with specific economic conditions characterized by slow economy, a high unemployment rate and a relatively low personal income, it is assumed that this influences credit behavior of customers and, as a consequence, a composition of credit scoring models. For instance, it has been shown that a small business credit scoring model developed in Croatia is influenced by economic conditions. The data set for our research consisted of 50, 000 customer accounts (application data and transaction data) in Croatia over the period of 12 months. We have developed a logistic credit scoring model and a survival-based credit scoring model in order to assess the relative importance of different variables in predicting default as well as profitability of a customer. The paper analyzes influences of economic conditions on credit scoring modeling.
credit scoring modeling; logistic regression; survival analysis; revolving credit
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Podaci o prilogu
2005.
objavljeno
Podaci o matičnoj publikaciji
Credit Scoring & Credit Control IX : conference proceedings
Edinburgh: Credit Research Centre, University of Edinburgh, School of Management
Podaci o skupu
Credit Scoring & Credit Control (9 ; 2005)
predavanje
07.09.2005-09.09.2005
Edinburgh, Ujedinjeno Kraljevstvo