Statistical risk assessment in bank lending to citizens

Irena Stefanova

Economic Thought journal, 2016, issue 1, 35-58

Abstract: In this article, construction of a logistic regression scoring model is presented as a statistical tool to determine the likelihood a borrower to fall into a state of failure. The study is done with Bulgarian real data. The main stages of modeling regression equation are described: sampling data modeling;statistical analysis of the data in terms of quality and completeness; selection of an appropriate logistic regression equation; analysis and evaluation of the performance of the selected regression model. The used data include information about citizens who are borrowers in the banking sector in Bulgaria. The data were processed by means of the statistical software IBM SPSS Statistics v19.

JEL-codes: C25 C52 G21 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://etj.iki.bas.bg/storage/app/uploads/public/ ... 0526da4662539998.pdf
Fee access (Bulgarian)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bas:econth:y:2016:i:1:p:35-58

Access Statistics for this article

More articles in Economic Thought journal from Bulgarian Academy of Sciences - Economic Research Institute Contact information at EDIRC.
Bibliographic data for series maintained by Diana Dimitrova ().