Naslov
A Credit Scoring Decision Support System

Autori
Dukić, Darko ; Dukić, Gordana ; Kvesić, Ljiljanka

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

Izvornik
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), 2011, 391-396

Skup
International Conference "Information Technology Interfaces"

Mjesto i datum
Dubrovnik, Hrvatska; Cavtat, Hrvatska, 27.06.2011. - 30.06.2011

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
decision support system ; credit scoring ; logistic regression ; simulation ; probability of default

Sažetak
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.

Izvorni jezik
Engleski

Znanstvena područja
Ekonomija, Informacijske i komunikacijske znanosti

POVEZANOST RADA