Credit-Scoring Methods (in English)

Martin Vojtek () and Evžen Koèenda ()
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Evžen Koèenda: CERGE-EI, Prague
Authors registered in the RePEc Author Service: Evžen Kočenda

Czech Journal of Economics and Finance (Finance a uver), 2006, vol. 56, issue 3-4, 152-167

Abstract: The paper reviews the best-developed and most frequently applied methods of credit scoring employed by commercial banks when evaluating loan applications. The authors concentrate on retail loans – applied research in this segment is limited, though there has been a sharp increase in the volume of loans to retail clients in recent years. Logit analysis is identified as the most frequent credit-scoring method used by banks. However, other nonparametric methods are widespread in terms of pattern recognition. The methods reviewed have potential for application in post-transition countries.

Keywords: banking sector; credit scoring; discrimination analysis; pattern recognition; retail loans (search for similar items in EconPapers)
JEL-codes: B41 C14 D81 G21 P43 (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:fau:fauart:v:56:y:2006:i:3-4:p:152-167

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