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Pregled bibliografske jedinice broj: 586781

Risk Management and Business Credit Scoring


Kvesić, Ljiljanka; Dukić, Gordana
Risk Management and Business Credit Scoring // Proceedings of the ITI 2012 / Luzar-Stiffler, Vesna ; Jarec, Iva ; Bekic, Zoran (ur.).
Zagreb: SRCE University Computing Centre, University of Zagreb, 2012. str. 47-51 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


Naslov
Risk Management and Business Credit Scoring

Autori
Kvesić, Ljiljanka ; Dukić, Gordana

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the ITI 2012 / Luzar-Stiffler, Vesna ; Jarec, Iva ; Bekic, Zoran - Zagreb : SRCE University Computing Centre, University of Zagreb, 2012, 47-51

Skup
34th International Conference “Information Technology Interfaces”

Mjesto i datum
Cavtat/Dubrovnik, 25-28.06.2012

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Risk management ; business credit scoring ; model ; decision trees ; inferential statistics

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija



POVEZANOST RADA


Ustanove
Filozofski fakultet, Osijek

Autor s matičnim brojem:
Gordana Dukić, (260082)

Časopis indeksira:


  • Web of Science Core Collection (WoSCC)
    • Conference Proceedings Citation Index - Science (CPCI-S)
  • Scopus