Risk Management and Business Credit Scoring (CROSBI ID 588142)
Prilog sa skupa u zborniku | izvorni znanstveni rad | međunarodna recenzija
Podaci o odgovornosti
Kvesić, Ljiljanka ; Dukić, Gordana
engleski
Risk Management and Business Credit Scoring
Risk management is focused on preventing the losses and protecting the company's asset base. Banks are most exposed to credit risk, so their goal is to minimize the losses that occur as a result of default or insolvency. Business credit scoring models are designed to estimate the probability of corporate default. In this paper we presented the business credit scoring model based on a decision tree analysis. The emphasis in the research is on the selection of the variables that are relevant for the business credit scoring model applicable to the Croatian financial system. In order to reduce the number of variables included in the analysis, we suggest the use of the Information Value and inferential statistical methods.
risk management ; business credit scoring ; model ; decision trees ; inferential statistics
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Podaci o prilogu
47-51.
2012.
objavljeno
Podaci o matičnoj publikaciji
Proceedings of the ITI 2012
Luzar-Stiffler, Vesna ; Jarec, Iva ; Bekic, Zoran
Zagreb: Sveučilišni računski centar Sveučilišta u Zagrebu (Srce)
1330-1012
Podaci o skupu
34th International Conference “Information Technology Interfaces”
predavanje
25.06.2012-28.06.2012
Dubrovnik, Hrvatska; Cavtat, Hrvatska
Povezanost rada
Ekonomija