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Optimization of the Credit Portfolio and Methodology for Evaluating a Public Support Policy: The Case of the Support Fund for Large Ivorian Enterprises (FSGE)

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  • DAYORO, DONATIEN

Abstract

The article employs a logistic regression model to predict defaults and optimize credit portfolios for enterprises receiving support, showcasing a rigorous methodological approach. It relies on empirical data to ensure the relevance of its findings and utilizes the Evidence-Based Policy Making (EBPM) method, incorporating propensity score matching techniques to correct for selection biases, thereby ensuring accurate evaluations. Additionally, the work adheres to international standards set by the INTOSAI Guide 9020, enhancing its academic credibility. Ultimately, the proposed solutions contribute to both financial theory and public management practices, illustrating the author's ability to harmonize theoretical frameworks with practical applications.

Suggested Citation

  • Dayoro, Donatien, 2024. "Optimization of the Credit Portfolio and Methodology for Evaluating a Public Support Policy: The Case of the Support Fund for Large Ivorian Enterprises (FSGE)," MPRA Paper 122408, University Library of Munich, Germany, revised 2024.
    • Handle: RePEc:pra:mprapa:122408
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    References listed on IDEAS

    as
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    5. Beaver, Wh, 1966. "Financial Ratios As Predictors Of Failure," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 71-111.
    6. Haughwout, Andrew & Peach, Richard & Tracy, Joseph, 2008. "Juvenile delinquent mortgages: Bad credit or bad economy?," Journal of Urban Economics, Elsevier, vol. 64(2), pages 246-257, September.
    7. Hussein A. Abdou, 2009. "An evaluation of alternative scoring models in private banking," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 10(1), pages 38-53, January.
    8. Loretta J. Mester, 1997. "What's the point of credit scoring?," Business Review, Federal Reserve Bank of Philadelphia, issue Sep, pages 3-16.
    9. 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.
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    More about this item

    Keywords

    Evaluation of public policy INTOSAI standards Management of Covid-19 funds Credit risk Credit rating Logit econometric model;

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
    • G2 - Financial Economics - - Financial Institutions and Services
    • G3 - Financial Economics - - Corporate Finance and Governance
    • G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
    • H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
    • P50 - Political Economy and Comparative Economic Systems - - Comparative Economic Systems - - - General

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