Using Prior Payment Behavior Variables for Small Enterprise Default Prediction Modelling
نویسندگان
چکیده
منابع مشابه
B Effect of Payment Reduction on Default
In this section we analyze the effect of payment reduction on borrower default. Using a regression discontinuity empirical strategy, we find that immediate payment reduction with no change in long-term obligations significantly reduces default. Our findings indicate that additional payment reduction is effective irrespective of a borrower’s payment-to-income ratio, which is contrary to the view...
متن کاملB Effect of Payment Reduction on Default
In this section we analyze the effect of payment reduction on borrower default. Using a regression discontinuity empirical strategy, we find that immediate payment reduction with no change in long-term obligations significantly reduces default. Our findings indicate that additional payment reduction is effective irrespective of a borrower’s payment-to-income ratio, which is contrary to the view...
متن کاملCredit Risk Modeling for Companies Default Prediction Using Neural Networks
The paper assesses the business default risk on a cross-national sample of 3000 companies applying for credit to an international bank operating in Romania. The structure of the sample replicates the structure of the general population of companies in Romania. Based on their past credit history, we have distributed the companies in seven classes plus the default, using and adapting the Standard...
متن کاملMathematical Modelling for EOQ Inventory System with Advance Payment and Fuzzy Parameters
This study considers an EOQ inventory model with advance payment policy in a fuzzy situation by employing two types of fuzzy numbers that are trapezoidal and triangular. Two fuzzy models are developed here. In the first model the cost parameters are fuzzified, but the demand rate is treated as crisp constant. In the second model, the demand rate is fuzzified but the cost parameters are treated ...
متن کاملUsing Small Area Estimation and Lidar-derived Variables for Multivariate Prediction of Forest Attributes
Small area estimation (SAE) techniques have been successfully applied in forest inventories to provide reliable estimates for domains where the sample size is small (i.e. small areas). Previous studies have explored the use of either Area Level or Unit Level Empirical Best Linear Unbiased Predictors (EBLUPs) in a univariate framework, modeling each variable of interest at a time, and not consid...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Business and Management
سال: 2018
ISSN: 1833-8119,1833-3850
DOI: 10.5539/ijbm.v13n4p57