Scoring Bank Loans that may go wrong: A Case Study

Jan Cramer

No 00-090/4, Tinbergen Institute Discussion Papers from Tinbergen Institute

Abstract: A bank employs logistic regression with state-dependent sample selection to identify loans thatmay go wrong. Inspection shows that the logit model is inappropriate. A bounded logit model witha ceiling of (far) less than 1 fits the data much better.

Date: 2000-11-10
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://papers.tinbergen.nl/00090.pdf (application/pdf)

Related works:
Journal Article: Scoring bank loans that may go wrong: a case study (2004)
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:tin:wpaper:20000090

Access Statistics for this paper

More papers in Tinbergen Institute Discussion Papers from Tinbergen Institute Contact information at EDIRC.
Bibliographic data for series maintained by Tinbergen Office +31 (0)10-4088900 ().