A Credit Scoring Decision Support System (CROSBI ID 573928)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Dukić, Darko ; Dukić, Gordana ; Kvesić, Ljiljanka
engleski
A Credit Scoring Decision Support System
Credit scoring models have become a standard tool for banks in assessing the credit worthiness of loan applicants. The aim of a credit scoring model is to establish the probability for a client with certain characteristics to default on a loan, i.e. to run into problems when repaying debt obligations. The paper presents a credit scoring decision support system based on a logistic regression model. Its specific feature is that it defines the financial indicators of the analyzed loan applicant as random variables whose values are simulated. The proposed decision support system envisages a larger number of simulations. The obtained results are used to determine the confidence interval for the mean probability of default, which is actually the basis for loan applicant assessment.
decision support system ; credit scoring ; logistic regression ; simulation ; probability of default
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Podaci o prilogu
391-396.
2011.
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objavljeno
Podaci o matičnoj publikaciji
Proceedings of the International Conference on Information Technology Interfaces, ITI
Luzar-Stiffler, Vesna ; Jarec, Iva ; Bekić, Zoran
Zagreb: Sveučilišni računski centar Sveučilišta u Zagrebu (Srce)
1330-1012
Podaci o skupu
International Conference "Information Technology Interfaces"
predavanje
27.06.2011-30.06.2011
Dubrovnik, Hrvatska; Cavtat, Hrvatska