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Evaluation of the Efficiency of Different Methods in Designing Credit Scoring Models (in Persian)

Author

Listed:
  • Kiyani, Mohammad Fereydoun

    (Iran)

  • Mahfoozian, Mehri

    (Iran)

Abstract

Heretofore, a vast spectrum of pattern recognition methods has been considered by researchers to design credit scoring models. But what has not been considered enough in these studies is the lack of consideration of the needs of this subject which differentiate it from a simple classification. It is necessary to observe the costs of a wrong classification, because practically the cost of improper classification of bad clients is more than the cost of improper classification of good ones.Therefore, by applying various assessment methods in this study, it has been tried to examine the efficiency of various credit scoring methods and finally solving the prevailing problems by providing a proper assessment method.JEL Classification: E47, E51, G17

Suggested Citation

  • Kiyani, Mohammad Fereydoun & Mahfoozian, Mehri, 2012. "Evaluation of the Efficiency of Different Methods in Designing Credit Scoring Models (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 5(13), pages 95-120, December.
    • Handle: RePEc:mbr:jmbres:v:5:y:2012:i:13:p:95-120
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    More about this item

    Keywords

    Credit Scoring; Pattern Recognition; Model Validation; Classification Cost;
    All these keywords.

    JEL classification:

    • E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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