Models of Assessment of the Credit Risk of Borrowers with a Time Parameter for the Systems of Application Credit Scoring
The article considers a concept of introduction of the time factor into the models of application credit scoring as a key characteristic of a default level. Using example of data of the consumption segment of the credit market of Ukraine, the article presents results of modelling the credit risk of potential borrowers (applicants), using approaches of Kaplan-Meier and Cox.
Volume (Year): (2013)
Issue (Month): 7 ()
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