Not if but when will borrowers default

J Banasik, J N Crook and L C Thomas ()
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J Banasik: University of Edinburgh
J N Crook: University of Edinburgh
L C Thomas: University of Edinburgh

Journal of the Operational Research Society, 1999, vol. 50, issue 12, 1185-1190

Abstract: Abstract Credit scoring systems are based on Operational Research and statistical models which seek to identify who of previous borrowers did or did not default on loans. This study looks at the question when will borrowers default not if they will default. It suggests that some of the reliability modelling approaches may be useful in this context and may help identify who will default as well as when they may default.

Keywords: credit scoring; proportional hazards models; accelerated life models; competing risks (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (57)

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DOI: 10.1057/palgrave.jors.2600851

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