Credit scoring methods aim to assess the default risk of a potential borrower. This involves typically the calculation … of a credit score and the estimation of the probability of default. One of the standard approaches is logistic … discriminant analysis, also referred to as logit model. This model maps explanatory variables for the default risk to a credit …

Predicting default probabilities is at the core of credit risk management and is becoming more and more important for …

default prediction provides a better insight into fundamentals of credit risk analysis. Default prediction and default …, and Thailand. The relevant default predictors over the countries reveal that credit risk analysis is sample specific. A …