Διερεύνηση των σχέσεων μεταξύ των προσωπικών χαρακτηριστικών των δανειοληπτών και του κινδύνου μη ανταπόκρισης στις δανειακές υποχρεώσεις τους
Master Thesis
Date
2011-06-02View/
Subject
Πιστωτικός κίνδυνος ; Δάνεια ; Διαχείριση κινδύνου -- Στατιστικές μέθοδοι ; Καταναλωτική πίστη ; Ανάλυση παλινδρόμησης ; Διαχείριση κινδύνου -- Οικονομετρικά μοντέλαAbstract
The subject of this study is the investigation of relations between the personal characteristics of borrowers and the risk of not correspondence in their lending obligations, based on a portfolio of consuming loans of a Greek bank. A Logistic Regression model is developed for the estimation of credit risk and also to find which personal characteristics of borrowers and how are influenced the credit risk. The model exhibited a satisfactory predictive ability, classifying correctly up to 75% of the borrowers in the sample. Factors such as family status, occupation, number of years that the borrower works in his current job, nationality, if borrower is customer of the bank or not, if borrower is car owner or not, the number of installments of the loan and the loan’s approved amount were found that influenced the probability of not correspondence in lending obligation.
Language
GreekCollections
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 4.0 Διεθνές