Clustering of Borrowers at the Level of Defaults: Rating Approach (Regions of the Siberian Federal District)
This article suggested method of probability estimation of defaults in the retail. This method is based on the clustering of borrowers depending on the level of credit risk and satisfying international standards of credit risk. Performed testing methodology on the example of some regions of the Siberian Federal District, identified the essential features of the behavior of borrowers in the regions. Calculated the ratings of the regions in terms of probability of defaults on consumer loans (retail).
Year of publication: |
2012
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Authors: | Petukhova, M. |
Published in: |
Journal of the New Economic Association. - New Economic Association - NEA. - Vol. 16.2012, 4, p. 71-102
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Publisher: |
New Economic Association - NEA |
Subject: | assessing the creditworthiness of borrowers | consumer credit (retail) | probability of default | regions of Siberian Federal District | rating models | clustering | decision tree | regional features of borrowers' behavior |
Saved in:
freely available
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure ; O18 - Regional, Urban, and Rural Analyses ; P4 - Other Economic Systems |
Source: |
Persistent link: https://www.econbiz.de/10010631678
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