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One-factor model for default rates by loan type [PDF]
Bankarstvo, 2021 This paper investigates the link between default rates by loan types and the systemic credit risk component. This link is described by a linear model that combines systemic and idiosyncratic contributions.
Božović Miloš
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ESTIMATING THE DETERMINANTS OF VEHICLE LOAN DEFAULT IN MALAYSIA: AN EXPLORATORY STUDY
International Journal of Management Studies, 2017 As revealed by Malaysia’s bankruptcy statistics, around a quarter of bankruptcy in Malaysia is due to default of vehicle loan. This has led to the tightening up of vehicle loan underwriting and increased vehicle loan rejection rates.
Hock-Eam Lim, Siew Goh Yeok
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Computers and Education: Artificial Intelligence, 2023 National student loans are crucial for ensuring that economically disadvantaged students are able to complete their education successfully, however, the high default rate and excessive demand associated with these loans pose significant risks to various ...
Yuan Wang +5 more
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PLoS ONE, 2021 Potential relationship among loan applicants can provide valuable information for evaluating default risk. However, most of the existing credit scoring models either ignore this relationship or consider a simple connection information.
Jong Wook Lee, So Young Sohn
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Copernican Journal of Finance & Accounting, 2015 This study aims at investigating and testing the mediated effect of risk-weighted assets on the effects of loan exposure valuation towards credit default at the local banks listed in Indonesian Stock Exchange from the period of 2008 to 2012.
Tigor Sitorus
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Economies, 2022 Using stepwise logistic regression models, the study aims to separately detect and explain the determinants of default probability for unaudited and audited small-to-medium enterprises (SMEs) under stressed conditions in Zimbabwe.
Frank Ranganai Matenda, Mabutho Sibanda
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Prediksi Kelalaian Pinjaman Bank Menggunakan Random Forest dan Adaptive Boosting
JuTISI (Jurnal Teknik Informatika dan Sistem Informasi), 2020 — A loan is one of the most important products on the bank, which used for main revenue. All bank tries to find the most effective business strategy to persuade a customer to use the loan, but loan default has a negative effect after the application is ...
Joseph Sanjaya +4 more
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PENGARUH EVALUASI KREDIT DAN PENGAWASAN KREDIT TERHADAP RISIKO KREDIT MACET
Journal of Management Small and Medium Enterprises (SME's), 2022 The research background is risk of the loan credit which is the one problem which inseperable from the operations system in credit service unions in district Oebobo of Kupang City.
Antonius Yohanes William Timuneno
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MCDM approach to evaluating bank loan default models
Technological and Economic Development of Economy, 2014 Banks and financial institutions rely on loan default prediction models in credit risk management. An important yet challenging task in developing and applying default classification models is model evaluation and selection.
Gang Kou, Yi Peng, Chen Lu
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Determinants of Borrowers’ Default in P2P Lending under Consideration of the Loan Risk Class
Games, 2018 We study the determinants of borrowers’ default in P2P lending with a new data set consisting of 70,673 loan observations from the Lending Club. Previous research identified a number of default determining variables but did not distinguish between ...
Michal Polena, Tobias Regner
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