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A credit scoring model for Vietnam's retail banking market

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  • Dinh, Thi Huyen Thanh
  • Kleimeier, Stefanie

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  • Dinh, Thi Huyen Thanh & Kleimeier, Stefanie, 2007. "A credit scoring model for Vietnam's retail banking market," International Review of Financial Analysis, Elsevier, vol. 16(5), pages 471-495.
    • Handle: RePEc:eee:finana:v:16:y:2007:i:5:p:471-495
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    1. B Baesens & T Van Gestel & S Viaene & M Stepanova & J Suykens & J Vanthienen, 2003. "Benchmarking state-of-the-art classification algorithms for credit scoring," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(6), pages 627-635, June.
    2. Venkat Srinivasan & Yong H. Kim, 1987. "Note---The Bierman-Hausman Credit Granting Model: A Note," Management Science, INFORMS, vol. 33(10), pages 1361-1362, October.
    3. D. J. Hand & W. E. Henley, 1997. "Statistical Classification Methods in Consumer Credit Scoring: a Review," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 523-541, September.
    4. Thomas, Lyn C., 2000. "A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers," International Journal of Forecasting, Elsevier, vol. 16(2), pages 149-172.
    5. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    6. Bystrom, Hans & Worasinchai, Lugkana & Chongsithipol, Srisuda, 2005. "Default risk, systematic risk and Thai firms before, during and after the Asian crisis," Research in International Business and Finance, Elsevier, vol. 19(1), pages 95-110, March.
    7. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
    8. Allen, Linda & DeLong, Gayle & Saunders, Anthony, 2004. "Issues in the credit risk modeling of retail markets," Journal of Banking & Finance, Elsevier, vol. 28(4), pages 727-752, April.
    9. Philosophov, Leonid V. & Philosophov, Vladimir L., 2002. "Corporate bankruptcy prognosis: An attempt at a combined prediction of the bankruptcy event and time interval of its occurrence," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 375-406.
    10. Blochlinger, Andreas & Leippold, Markus, 2006. "Economic benefit of powerful credit scoring," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 851-873, March.
    11. Laitinen, Erkki K., 1999. "Predicting a corporate credit analyst's risk estimate by logistic and linear models," International Review of Financial Analysis, Elsevier, vol. 8(2), pages 97-121, June.
    12. Loretta J. Mester, 1997. "What's the point of credit scoring?," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-16.
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    Cited by:

    1. Liqiong Lin & Weizhuo Wang & Christopher Gan & David A. Cohen & Quang T.T Nguyen, 2019. "Rural Credit Constraint and Informal Rural Credit Accessibility in China," Sustainability, MDPI, vol. 11(7), pages 1-20, April.
    2. Stewart, Chris & Matousek, Roman & Nguyen, Thao Ngoc, 2016. "Efficiency in the Vietnamese banking system: A DEA double bootstrap approach," Research in International Business and Finance, Elsevier, vol. 36(C), pages 96-111.
    3. Quan Chen & Sang-Bing Tsai & Yuming Zhai & Chien-Chi Chu & Jie Zhou & Guodong Li & Yuxiang Zheng & Jiangtao Wang & Li-Chung Chang & Chao-Feng Hsu, 2018. "An Empirical Research on Bank Client Credit Assessments," Sustainability, MDPI, vol. 10(5), pages 1-17, May.
    4. Ha-Thu Nguyen, 2015. "How is credit scoring used to predict default in China?," EconomiX Working Papers 2015-1, University of Paris Nanterre, EconomiX.
    5. Ulf Römer & Oliver Musshoff, 2017. "Can agricultural credit scoring for microfinance institutions be implemented and improved by weather data?," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 78(1), pages 83-97, December.
    6. Salihu, Armend & Shehu, Visar, 2020. "A Review of Algorithms for Credit Risk Analysis," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Virtual Conference, 10-12 September 2020, pages 134-146, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
    7. Bilau, José & St-Pierre, Josée, 2018. "Microcredit repayment in a European context: evidence from Portugal," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 85-96.
    8. Ha Thu Nguyen, 2015. "How is credit scoring used to predict default in China?," Working Papers hal-04133309, HAL.
    9. J. Lara‐Rubio & A. Blanco‐Oliver & R. Pino‐Mejías, 2017. "Promoting Entrepreneurship at the Base of the Social Pyramid via Pricing Systems: A case Study," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(1), pages 12-28, January.
    10. Carlos Serrano-Cinca & Begoña Gutiérrez-Nieto & Nydia M. Reyes, 2013. "A Social Approach to Microfinance Credit Scoring," Working Papers CEB 13-013, ULB -- Universite Libre de Bruxelles.
    11. Lobna Abid & Afif Masmoudi & Sonia Zouari-Ghorbel, 2018. "The Consumer Loan’s Payment Default Predictive Model: an Application of the Logistic Regression and the Discriminant Analysis in a Tunisian Commercial Bank," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 9(3), pages 948-962, September.
    12. Marshall, Andrew & Tang, Leilei & Milne, Alistair, 2010. "Variable reduction, sample selection bias and bank retail credit scoring," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 501-512, June.
    13. T. Nguyen D. & T. Do T. & B. Nguyen N. & Т. Нгуен Д. & Т. До Т. & Б. Нгуен Н., 2016. "Применение дискриминационной модели в управлении риском потребительских кредитов в коммерческом банке Вьетнама // Applying Discriminant Model to Manage Credit Risk for Consumer Loans in Vietnamese Com," Review of Business and Economics Studies // Review of Business and Economics Studies, Финансовый Университет // Financial University, vol. 4(4), pages 5-16.
    14. Jiali Jenna Tang & Shakil Quayes & George Joseph, 2020. "Microfinance institutions, financial intermediation and the role of deposits," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1635-1672, June.
    15. Beisland, Leif Atle & Mersland, Roy & Randøy, Trond, 2014. "The Association between microfinance rating scores and corporate governance: a global survey," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 268-280.
    16. Jorge Mota & António Carrizo Moreira & Cristóvão Brandão, 2018. "Determinants of microcredit repayment in Portugal: analysis of borrowers, loans and business projects," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(3), pages 141-171, November.
    17. Yaseen Ghulam & Sophie Hill, 2017. "Distinguishing between Good and Bad Subprime Auto Loans Borrowers: The Role of Demographic, Region and Loan Characteristics," Review of Economics & Finance, Better Advances Press, Canada, vol. 10, pages 49-62, November.
    18. Matousek, Roman & Nguyen, Thao Ngoc & Stewart, Chris, 2016. "Risk management of the Vietnamese banking system: A market research survey," Economics Discussion Papers 2016-10, School of Economics, Kingston University London.
    19. Hazar Altinbas & Goktug Cenk Akkaya, 2017. "Improving the performance of statistical learning methods with a combined meta-heuristic for consumer credit risk assessment," Risk Management, Palgrave Macmillan, vol. 19(4), pages 255-280, November.
    20. Dorfleitner, G. & Just-Marx, S. & Priberny, C., 2017. "What drives the repayment of agricultural micro loans? Evidence from Nicaragua," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 89-100.
    21. Ha Thu Nguyen, 2014. "Default Predictors in Credit Scoring - Evidence from France’s Retail Banking Institution," Working Papers hal-04141336, HAL.
    22. Hussein A. Abdou & John Pointon, 2011. "Credit Scoring, Statistical Techniques And Evaluation Criteria: A Review Of The Literature," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 18(2-3), pages 59-88, April.
    23. Maria Patricia Durango‐Gutiérrez & Juan Lara‐Rubio & Andrés Navarro‐Galera, 2023. "Analysis of default risk in microfinance institutions under the Basel III framework," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1261-1278, April.
    24. Lkhagvadorj Munkhdalai & Tsendsuren Munkhdalai & Oyun-Erdene Namsrai & Jong Yun Lee & Keun Ho Ryu, 2019. "An Empirical Comparison of Machine-Learning Methods on Bank Client Credit Assessments," Sustainability, MDPI, vol. 11(3), pages 1-23, January.
    25. Rayo Cantón, Salvador & Lara Rubio, Juan & Camino Blasco, David, 2010. "A Credit Scoring Model For Institutions Of Microfinance Under The Basel Ii Normative," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 15(28), pages 89-124.

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