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Dissertations / Theses on the topic 'Credit scoring model'

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Published: 4 June 2021
Last updated: 25 July 2025

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1

Ayres, Gabriela, and Wei Wei. "Credit Scoring Model Applications: Testing Multinomial Targets." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-35665.

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2

Lima, Evanessa Maria Barbosa de Castro. "AnÃlise de determinantes da inadimplÃncia (pessoa fÃsica) tomadores de crÃdito: uma abordagem economÃtrica." Universidade Federal do CearÃ, 2004. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=1480.

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nÃo hÃ<br>Sendo a intermediaÃÃo financeira a principal atividade dos bancos, alocando recursos de clientes superavitÃrios a clientes deficitÃrios, Ã na incerteza quanto ao carÃter e a capacidade de pagamento dos clientes que se estabelece o risco e com ele a necessidade de se buscar novas alternativas para se proteger de perdas potenciais, que podem refletir em menores lucros para as instituiÃÃes. AlÃm da subjetividade dos analistas de crÃdito, o uso de modelos quantitativos, baseados em prÃticas estatÃsticas, economÃtricas e matemÃticas, vÃm cada vez mais se firmando nos mercados como ferrame
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3

Ala'raj, Maher A. "A credit scoring model based on classifiers consensus system approach." Thesis, Brunel University, 2016. http://bura.brunel.ac.uk/handle/2438/13669.

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Managing customer credit is an important issue for each commercial bank; therefore, banks take great care when dealing with customer loans to avoid any improper decisions that can lead to loss of opportunity or financial losses. The manual estimation of customer creditworthiness has become both time- and resource-consuming. Moreover, a manual approach is subjective (dependable on the bank employee who gives this estimation), which is why devising and implementing programming models that provide loan estimations is the only way of eradicating the ‘human factor’ in this problem. This model shoul
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4

Castro, Esther E. "An Applied Credit Scoring Model and Christian Mutual Funds Performance." ScholarWorks@UNO, 2015. http://scholarworks.uno.edu/td/2061.

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This dissertation comprises two different financial essays. Essay 1, “An Applied Credit Score Model,” uses data from local credit union to predict the probability of default. Due to recent financial crisis regulation has been enacted that makes it essential to develop a probability of default model that will mitigate charge-off losses. Using discriminant analysis and logistic regression this paper will attempt to see how well credit score can predict probability of default. While credit score does an adequate job at classifying loans, misclassification of loans can be costly. Thus while credit
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5

Islam, Md Samsul, Lin Zhou, and Fei Li. "Application of Artificial Intelligence (Artificial Neural Network) to Assess Credit Risk : A Predictive Model For Credit Card Scoring." Thesis, Blekinge Tekniska Högskola, Sektionen för management, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2099.

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Credit Decisions are extremely vital for any type of financial institution because it can stimulate huge financial losses generated from defaulters. A number of banks use judgmental decisions, means credit analysts go through every application separately and other banks use credit scoring system or combination of both. Credit scoring system uses many types of statistical models. But recently, professionals started looking for alternative algorithms that can provide better accuracy regarding classification. Neural network can be a suitable alternative. It is apparent from the classification out
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6

Serralheiro, Silvana Oliveira. "Construção de um processo de monitorização de modelo de scoring de crédito hipotecário para concessão." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/21649.

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Mestrado em Mathematical Finance<br>O crédito hipotecário abrange créditos destinados à aquisição, construção, arrendamento e/ou manutenção de habitação. O modelo de scoring permite distinguir os bons e maus créditos, através do perfil de risco dos clientes, seguindo-se a decisão de conceder ou não crédito. O objetivo deste trabalho foi desenvolver um processo de monitorização aplicado ao modelo de scoring de crédito hipotecário para concessão da Caixa Geral de Depósitos. O propósito desta monitorização é verificar se o modelo, implementado em junho de 2018, mantém uma boa capacidade pred
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7

Brown, Iain Leonard Johnston. "Basel II compliant credit risk modelling : model development for imbalanced credit scoring data sets, loss given default (LGD) and exposure at default (EAD)." Thesis, University of Southampton, 2012. https://eprints.soton.ac.uk/341517/.

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The purpose of this thesis is to determine and to better inform industry practitioners to the most appropriate classification and regression techniques for modelling the three key credit risk components of the Basel II minimum capital requirement; probability of default (PD), loss given default (LGD), and exposure at default (EAD). The Basel II accord regulates risk and capital management requirements to ensure that a bank holds enough capital proportional to the exposed risk of its lending practices. Under the advanced internal ratings based (IRB) approach Basel II allows banks to develop the
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8

Hrubá, Elina. "Rozhodnutí o zavedení externího scoringového modelu na základě porovnání se současným interním řešením." Master's thesis, Vysoká škola ekonomická v Praze, 2015. http://www.nusl.cz/ntk/nusl-264053.

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In my thesis I have analyzed internal and external scoring model of financial organization. I have prepared comprehensive comparison and evaluation of both internal and external scoring systems. The aim of the thesis was creating a complete assessment of external scoring system with the simplified financial analysis and also with taking into the consideration appropriateness of this offer before approving purchase of external model.
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9

Roszbach, Kasper. "Essays on banking, credit and interest rates." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1998. http://www.hhs.se/efi/summary/488.htm.

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10

OlLIVEIRA, NETO Rosalvo Ferreira de. "COMOVI: um framework para transformação de dados em aplicações de credit behavior scoring baseado no desenvolvimento dirigido por modelos." Universidade Federal de Pernambuco, 2015. https://repositorio.ufpe.br/handle/123456789/17330.

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Submitted by Fabio Sobreira Campos da Costa (fabio.sobreira@ufpe.br) on 2016-07-12T12:11:15Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Tese_Rosalvo_Neto_CIN_2015.pdf: 7674683 bytes, checksum: 99037c704450a9a878bcbe93ab8b392d (MD5)<br>Made available in DSpace on 2016-07-12T12:11:15Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Tese_Rosalvo_Neto_CIN_2015.pdf: 7674683 bytes, checksum: 99037c704450a9a878bcbe93ab8b392d (MD5) Previous issue date: 2015-12-11<br>CAPEs<br>A etapa de pré-proce
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GURNY, Martin. "Default probabilities in credit risk management: estimation, model calibration, and backtesting." Doctoral thesis, Università degli studi di Bergamo, 2015. http://hdl.handle.net/10446/61848.

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This doctoral thesis is devoted to estimation and examination of default probabilities (PDs) within credit risk management and comprises three various studies. In the first study, we introduce a structural credit risk model based on stable non-Gaussian processes in order to overcome distributional drawbacks of the classical Merton model. Following the Moody’s KMV estimation methodology, we conduct an empirical comparison between the results obtained from the Merton model and the stable Paretian one. Our results suggest that PDs are generally underestimated by the Merton model and that the stab
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Гриценко, Костянтин Григорович, Константин Григорьевич Гриценко, and Kostiantyn Hryhorovych Hrytsenko. "Simulation of Scoring of the Bank’s Borrowers Creditworthiness." Thesis, Sumy State University, 2018. https://essuir.sumdu.edu.ua/handle/123456789/80618.

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Розглянуто основні принципи кредитного скорингу. Наведено характеристики позичальників банку, використані при побудові моделей логістичної регресії, дерева рішень та нейронної мережі. Проведено вибір найякіснішої моделі<br>Рассмотрены основные принципы кредитного скоринга. Приведены характеристики заемщиков банка, использованные при построении моделей логистической регрессии, деревья решений и нейронной сети. Проведен выбор наиболее качественной модели<br>The advantages of credit scoring are considered. The characteristics of bank borrowers used in the construction of logit model, decision tre
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Kaňok, Dalibor. "Řízení úvěrového rizika v nadnárodní společnosti." Master's thesis, Vysoká škola ekonomická v Praze, 2008. http://www.nusl.cz/ntk/nusl-12186.

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Thesis is providing an overview of available theoretical and practical piece of knowledge related to Credit risk management in a non-banking international organization. It focuses on international aspects of the business, underlying risk, its determination and mitigation. Described methods are then applied to real-life risk assessment of particular customer.
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14

Rocha, Ricardo Ferreira da. "Combinação de classificadores para inferência dos rejeitados." Universidade Federal de São Carlos, 2012. https://repositorio.ufscar.br/handle/ufscar/4556.

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Made available in DSpace on 2016-06-02T20:06:06Z (GMT). No. of bitstreams: 1 4300.pdf: 2695135 bytes, checksum: c7742258a75f77aa35ccb54abc3439fe (MD5) Previous issue date: 2012-03-16<br>Financiadora de Estudos e Projetos<br>In credit scoring problems, the interest is to associate to an element who request some kind of credit, a probability of default. However, traditional models uses samples biased because the data obtained from the tenderers has only clients who won a approval of a request for previous credit. In order to reduce the bias sample of these models, we use strategies to extract
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15

Dumitrescu, Elena. "Econometric Methods for Financial Crises." Thesis, Orléans, 2012. http://www.theses.fr/2012ORLE0502/document.

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Connus sous le nom de Systèmes d’Alerte Avancés, ou Early Warning Systems (EWS), les modèles de prévision des crises financières sont appelés à jouer un rôle déterminant dans l’orientation des politiques économiques tant au niveau microéconomique qu’au niveau macroéconomique et international. Or,dans le sillage de la crise financière mondiale, des questions majeures se posent sur leur réelle capacité prédictive. Deux principales problématiques émergent dans le cadre de cette littérature : comment évaluer les capacités prédictives des EWS et comment les améliorer ?Cette thèse d’économétrie appl
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Zajíčková, Miroslava. "Credit scoring a jeho nástroje." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-112781.

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The aim of this thesis is to compare the scoring models of banking and non-banking institutions when using specific outcomes of the request for a loan of CZK 100 000,- of several natural persons with varying credibility (the credibility of credit). The theoretical part is divided into two chapters, the first deals with the explanation of basic terms (credit, the applicant, bank and non-bank institutions, credit scoring, rating, review on the software used and legislation in the CR). The second chapter is devoted to describe the process of credit scoring, scoring models and a scoring function.
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17

Rychnovský, Michal. "Scoring Models in Finance." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-72256.

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The aim of the present work is to describe the application of the logistic regression model to the field of probability of default modeling, and provide a brief introduction to the scoring development process used in financial practice. We start by introducing the theoretical background of the logistic regression model; followed by a consequent derivation of three most common scoring models. Then we present a formal definition of the Gini coefficient as a diversification power measure and derive the Somers-type formulas for its estimation. Finally, the key part of this work gives an overview o
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18

Webster, Gregg. "Bayesian logistic regression models for credit scoring." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1005538.

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The Bayesian approach to logistic regression modelling for credit scoring is useful when there are data quantity issues. Data quantity issues might occur when a bank is opening in a new location or there is change in the scoring procedure. Making use of prior information (available from the coefficients estimated on other data sets, or expert knowledge about the coefficients) a Bayesian approach is proposed to improve the credit scoring models. To achieve this, a data set is split into two sets, “old” data and “new” data. Priors are obtained from a model fitted on the “old” data. This model is
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19

Dyrberg, Rommer Anne. "Accounting-based credit-scoring models : econometric investigations /." Copenhagen, 2005. http://www.gbv.de/dms/zbw/505621215.pdf.

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20

Till, Robert John. "Predictive behavioural models in credit scoring and retail banking." Thesis, Imperial College London, 2002. http://hdl.handle.net/10044/1/7984.

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21

Lund, Anton. "Two-Stage Logistic Regression Models for Improved Credit Scoring." Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-160551.

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This thesis has investigated two-stage regularized logistic regressions applied on the credit scoring problem. Credit scoring refers to the practice of estimating the probability that a customer will default if given credit. The data was supplied by Klarna AB, and contains a larger number of observations than many other research papers on credit scoring. In this thesis, a two-stage regression refers to two staged regressions were the some kind of information from the first regression is used in the second regression to improve the overall performance. In the best performing models, the first s
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Stepanova, Maria. "Using survival analysis methods to build credit scoring models." Thesis, University of Southampton, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.364729.

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23

Du, Toit Jan Valentine. "Automated construction of generalized additive neural networks for predictive data mining / Jan Valentine du Toit." Thesis, North-West University, 2006. http://hdl.handle.net/10394/128.

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In this thesis Generalized Additive Neural Networks (GANNs) are studied in the context of predictive Data Mining. A GANN is a novel neural network implementation of a Generalized Additive Model. Originally GANNs were constructed interactively by considering partial residual plots. This methodology involves subjective human judgment, is time consuming, and can result in suboptimal results. The newly developed automated construction algorithm solves these difficulties by performing model selection based on an objective model selection criterion. Partial residual plots are only utilized after the
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Falangis, Konstantinos. "Mathematical programming models for classification problems with applications to credit scoring." Thesis, University of Edinburgh, 2013. http://hdl.handle.net/1842/8927.

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Mathematical programming (MP) can be used for developing classification models for the two–group classification problem. An MP model can be used to generate a discriminant function that separates the observations in a training sample of known group membership into the specified groups optimally in terms of a group separation criterion. The simplest models for MP discriminant analysis are linear programming models in which the group separation measure is generally based on the deviations of misclassified observations from the discriminant function. MP discriminant analysis models have been test
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Eriksson, Thomas, and Tomas Petkov. "Developing a selection of credit scoring models based on customer data." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-262824.

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Consumer credits are becoming increasingly popular and widespread in Sweden, with many actors trying to establish themselves on the market. In this thesis, we develop a selection of quantitative models for credit scoring, based on logistic regression and decision trees. These models may be used to reduce the number of credits approved to customers who are likely to default, and are mainly intended for e.g. newly started credit institutes who lack a statistically rigorous credit approval process, relying instead on qualitative, subjective judgements.<br>Konsumentkrediter blir allt vanligare och
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26

González, López Pedro Pablo. "Desarrollo de modelo Credit Scoring para admisión de facturas en factoring." Tesis, Universidad de Chile, 2018. http://repositorio.uchile.cl/handle/2250/149160.

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Ingeniero Civil Industrial<br>La presente memoria consiste en el desarrollo de un modelo estadístico que permita predecir el default en el pago de créditos del producto factoring. La empresa solicitante del proyecto es una institución financiera no bancaria líder en el segmento de Pymes. En toda empresa que presta servicios financieros, incluyendo todo tipo de créditos, la gestión del riesgo es de los aspectos más relevantes. Por eso es pertinente contar con una herramienta que permita discriminar rápidamente y de manera automática entre buenos y malos pagadores. De lo anterior se define com
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Бакун, Сабіна Антонівна. "Система оцінки кредитоспроможності фізичних осіб з використанням методів регресійного аналізу". Master's thesis, Київ, 2018. https://ela.kpi.ua/handle/123456789/23984.

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Магістерська дисертація: 107 с., 32 рис., 32 табл., 5 додатків, 19 джерел. Актуальність теми: в Україні бурхливо зростає ринок споживчого кредитування. Проте, разом з цим, зростає і кількість неповернених кредитів, що наносить досить великі збитки банківським установам. Таким чином, розробка та застосування систем оцінки кредитоспроможності фізичних осіб у процесі прийняття рішення щодо видачі кредиту є актуальними на сьогоднішній день. Мета даної роботи полягає у дослідженні та вдосконаленні існуючих методик побудови скорингових моделей та розробці системи підтримки прийняття рішень для о
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Idbenjra, Khaoula. "Essays on Segmented-Modeling Approaches for Business Analytical Applications." Electronic Thesis or Diss., Université de Lille (2022-....), 2023. http://www.theses.fr/2023ULILA027.

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Les complexités croissantes de la prise de décision financière, intensifiées par les crises financières récentes, requièrent une modélisation prédictive avancée et transparente, notamment dans les domaines du scoring de crédit et de la fidélisation des clients. Cette thèse explore les mérites significatifs des modèles hybrides basés sur la segmentation, en se concentrant de manière cruciale sur le Logit Leaf Model (LLM), à travers différentes applications : la fidélisation des clients Business-to-Business (B2B), le scoring de crédit, et la gestion des Prêts Non Performants (NPL). L'urgence d'o
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Siqueira, Vânia Rosatti de. "Um modelo de credit scoring para microcrédito: uma inovação no mercado brasileiro." Universidade Presbiteriana Mackenzie, 2011. http://tede.mackenzie.br/jspui/handle/tede/546.

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Made available in DSpace on 2016-03-15T19:25:42Z (GMT). No. of bitstreams: 1 Vania Rosatti de Siqueira.pdf: 636275 bytes, checksum: a16be8a6db840089b4bb3645148a7376 (MD5) Previous issue date: 2011-02-10<br>The Grameen Bank experiences with microcredit operations have been imitated in various countries, mainly the ones related to the two great innovations in this market: the credit agent s role and the solidary group mechanism. The massification of the operations and the reduction in their costs become vital for economies of scale to be achieved, as well as a greater appetite for the MFIs to
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Prazeres, Filho Jurandir. "Capacidade preditiva de Modelos Credit Scoring em inferência dos rejeitados." Universidade Federal de São Carlos, 2014. https://repositorio.ufscar.br/handle/ufscar/4583.

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Made available in DSpace on 2016-06-02T20:06:10Z (GMT). No. of bitstreams: 1 6034.pdf: 941825 bytes, checksum: 6d06b85571d5cab86cee2ed1c1d699da (MD5) Previous issue date: 2014-03-28<br>Universidade Federal de Sao Carlos<br>Granting credit to an applicant is a decision made in a context of uncertainty. At the moment the lender decides to grant a loan or credit sale there is always the possibility of loss, and, if it is associated with a probability, the decision to grant or not credit will be more reliable. In order to aid the decision to accept or not the request for applicants are used the
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Abdou, Hussein Ali Hussein. "Credit scoring models for Egyptian banks : neural nets and genetic programming versus conventional techniques." Thesis, University of Plymouth, 2009. http://hdl.handle.net/10026.1/379.

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Credit scoring has been regarded as a core appraisal tool of banks during the last few decades, and has been widely investigated in the area of finance, in general, and banking sectors, in particular. In this thesis, the main aims and objectives are: to identify the currently used techniques in the Egyptian banking credit evaluation process; and to build credit scoring models to evaluate personal bank loans. In addition, the subsidiary aims are to evaluate the impact of sample proportion selection on the Predictive capability of both advanced scoring techniques and conventional scoring techniq
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Dumitrescu, Elena. "Econometric Methods for Financial Crises." Electronic Thesis or Diss., Orléans, 2012. http://www.theses.fr/2012ORLE0502.

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Connus sous le nom de Systèmes d’Alerte Avancés, ou Early Warning Systems (EWS), les modèles de prévision des crises financières sont appelés à jouer un rôle déterminant dans l’orientation des politiques économiques tant au niveau microéconomique qu’au niveau macroéconomique et international. Or,dans le sillage de la crise financière mondiale, des questions majeures se posent sur leur réelle capacité prédictive. Deux principales problématiques émergent dans le cadre de cette littérature : comment évaluer les capacités prédictives des EWS et comment les améliorer ?Cette thèse d’économétrie appl
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Rettig, Infante Trinidad Sofia. "Modelo de predicción de default tributario de contribuyentes del segmento de micro y pequeña empresa del Servicio de Impuestos Internos de Chile." Tesis, Universidad de Chile, 2013. http://www.repositorio.uchile.cl/handle/2250/115243.

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Ingeniera Civil Industrial<br>En Chile, durante los últimos años, ha habido un aumento en la tasa de evasión de impuestos, observándose que, en particular para el IVA esta cifra ha crecido un 8,5% con respecto el año 2007. Cada punto porcentual se traduce en una pérdida de recaudación de 350 millones de dólares, por lo que se hace necesario el diseño de un plan que revierta este efecto. La presente memoria consiste en el desarrollo de un modelo estadístico que permita predecir el default en la declaración y pago de IVA para los contribuyentes de Micro y Pequeña empresa. Teniendo como resultad
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Yu, Hsiang-Pai, and 游翔百. "Constructing Hybrid Credit Scoring Model." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/71398712783685563702.

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碩士<br>國立交通大學<br>工業工程與管理系所<br>92<br>Credit scoring is an essential task for banks and loan companies in the last few decades. The demand of developing a credit scoring model with reliable accuracy has become an urgent issue. Among many studies of credit scoring, artificial neural network (ANN) is a promising technique to achieve high accuracy of classification compared to existing conventional techniques. However, the poor explanation power makes ANN difficult to produce interpretable result. This drawback also decreases the power of ANN applied in practical problems. The objective of this stud
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Wu, Hsueh-Pin, and 吳學彬. "Extended Hazards Model for Credit Scoring." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/98592915270308551444.

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碩士<br>健行科技大學<br>財務金融系碩士班<br>102<br>Credit scoring can be defined as a statistical tool that helps credit providers decide whether to grant credit to consumers or customers. It has become very important issue due to the recent growth of the credit industry and is currently used by financial institutions to estimate the probability of a customer defaulting on a loan by a predetermined time in the future. Some newly-developed survival analysis tools for credit scoring include censored regression model, Cox’s proportional-hazard （PH） survival model and accelerated failure time （AFT） model. The aim
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Lin, Hsin-Yi, and 林信伊. "Generating The SMEs Credit Scoring Model." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/27612448281642365948.

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碩士<br>國立臺北大學<br>統計學系<br>98<br>The New Basel Record (Basel II ) put into operation at the end of 2006. Itencourages the banks to develop their own Internal Rating Base(IRB). Through thefinancial instruments will reduce the credit risk and increase the BIS ratio. Besides,faced on the increasing to the capital demand of SMEs, it takes seriously in the management of credit risk for all the financial institutions. There are many evaluations of the credit risk, 5P lending principle, expert experience, finance warning model, neural network and the credit risk model which is acceptance generally by th
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LIAO, JEN-CHIEN, and 廖仁傑. "Building model for credit scoring and credit rating of credit cards." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/26485252561720367196.

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博士<br>中原大學<br>商學博士學位學程<br>101<br>The government reinforces risk control for the respect of market mechanism. Bankers consider their costs and profits, and therefore they have to adopt differential interest rates (i.e. determining interest rates based on the level of risks) for both risk control and profits in order to minimize credit risks and maximize excess profits. However, the scoring model must allow the adjustment of credit scoring for different economic environments so that banks are able to play the role of loaning and media of investment financing in an atmosphere of competition and
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38

Kang, Chien-Min, and 康建民. "Credit scoring model for individual loans:An example of Credit Unions." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/94093839053256283270.

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碩士<br>國立暨南國際大學<br>財務金融學系<br>96<br>This research results：there are individual attribute、payment ability、credit、finance、loan condition and external macro environmental factor aspects for individual loans of credit scoring model in credit unions.According to those content, it is clear to know the risk exposure of applicant.It is the good point for Credit Unions to use these viewpoints as verification and amount of loan .Perhaps by these viewpoints,it is more effective and complete for credit scoring model to derivate new model factors so as to promoteing loan quality, reduceing organization loss.
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39

HUANG, CHING-JU, and 黃淨如. "A Small Business Credit Scoring Model in Taiwan." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/738guq.

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碩士<br>國立高雄應用科技大學<br>金融系金融資訊碩士在職專班<br>105<br>The quality of credit quality, credit risk is good or bad, is also caused by the financial industry and investors are important causes of loss. In the past the Taiwan financial industry have adopted the rule of experience and simple credit system to judge enterprise credit loans, however, in the rapidly changing financial market, people can not alone the judgment can be no danger of anything going wrong effective credit risk. So the scoring model is indispensable. In view of this, this study is based on public offering of the company from 2010 to 201
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40

Lin, Hui-Min, and 林惠敏. "Credit Scoring Model for Small and Medium-size Businesses." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/18018350919786636619.

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碩士<br>國立暨南國際大學<br>管理學院經營管理碩士學位學程碩士在職專班<br>98<br>Small and medium-sized businesses is to create the biggest player in Taiwan's economic miracle is also important to our economy, and may not be missing one of the ring, as the main force of Taiwan's economic development. However, due to small and medium-size businesses operating mainly in its constitution is weak, tax issues and accounting system is not sound if the listed companies, making financial statements can 't win the trust of banks, is more difficult to obtain financing. In this study, impact of Small and medium-sized businesses lending
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41

Jeng, Shou-Li, and 鄭守利. "Building A Credit Behavior Scoring Model by Using Glmnet." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/23877219639652180923.

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碩士<br>輔仁大學<br>應用統計學研究所<br>97<br>Credit scoring and behavioural scoring are statistical application commonly used by banks to decide whether or not to grant a loan to customers. Recent global depressions have led credit-granting institutions to search for more effective ways to attract creditworthy customers and control losses. At the customer management level, these two kinds of risk-scoring methodologies offer an objective approaches to predict delinquency. The recent development of behavioral scorings, differs from traditional scorings, adds more information of the repayment and usage behavi
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42

Liu, Tai-Gu, and 劉泰谷. "The Building and Analysis of Credit Card Scoring Model." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/76501101593995508650.

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碩士<br>世新大學<br>財務金融學系<br>92<br>In a period of tiny profit time, banks can’t make profits like before. In order to keep and increase profits, banks now promote a lot of preferential credit card programs to grab market ratio. But this action could possibly increase credit risk and cost for the banks. In the past, credit card approval was determined by the bank’s employees subjective judgment. But due to the rapid growth of the credit card business, banks now must learn how to use an objective scoring system for card authorization while increasing efficiency and reducing the bad debt ra
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43

Wong, Chia-Chun, and 翁家君. "CREDIT SCORING MODEL ON MORTGAGE LOAN AND RISK MANAGEMENT." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/31845886519870142460.

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碩士<br>銘傳大學<br>國際企業學系碩士在職專班<br>98<br>Among consumer lending of commercial banks, mortgage has always been a major business. As banks expand their mortgage credit businesses, they should have in place a comprehensive, regularised and systematic mortgage risk evaluation model and management system to reflect the actual credit risk of clients, thus effectively reducing the overdue ratio. The study attempts to build a warning model based on logistic regression analysis to provide a regional predication model of mortgage default in northern Taiwan to which financial institutions can refer. The findi
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林瑀甯. "The Application of Big Data on Credit Scoring Model." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/p4yp63.

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碩士<br>國立政治大學<br>統計學系<br>106<br>Credit risk or credit default means the probability of non-repayment that banks or financial institutions get after they provide services to their customers. Credit risk is also studied intensively in the field of bank lending strategy because it’s usually hard to interpret and control. However, thanks to advanced technology nowadays, banks can manipulate reduced cost to develop robust and well-trained system and models so as to predict and mange credit risk. In the light of the score on customers from the beginning of big data era, every single one can be tracke
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Wu, Chia-Feng, and 吳佳峰. "Credit Scoring Model under Systematic Risks：Evidence from Taiwan Stock Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/2pds23.

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碩士<br>國立高雄大學<br>金融管理學系碩士班<br>97<br>When Asian financial crisis happened in 1997 , many corporations run down and were closed . the economics that are similar to Thailand , Indonesia , Malaysia and Philippine , are involved . Later , Taiwan , Singapore , Hong Kong and South orea were also involved . In 2000 the Net Bubble involved with many .com ompanies led the Wall Street stock index to be half and the economic recession around the world .Finally ,the subprime mortgage that got worse and worse beat the financial industry in America , the bad effect of subprime mortgage went on . Many European
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46

LIN, Mao-Hsaing, and 林茂祥. "Credit Scoring Model for Individual Loans：An Example of Commercial Bank." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/08784665500662804583.

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碩士<br>國立暨南國際大學<br>管理學院經營管理碩士學位學程碩士在職專班<br>98<br>In recent years, local banks have been pursuing ideal models for risk management. In the field of consumer loans, the issue of whether the credit scorecard is able to segment customers is especially important.In the past, most of the researches on this issue did not consider the influence of variable’s interaction effect on models when choosing variables. To take a further step, this research tries to find the variables which have interaction effect besides variables which is significant in default when analyzing the data of unsecured-loan custom
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47

Ming-Chien, Lee, and 李明謙. "The Application Of Logistic Regression Model In Credit Card Scoring." Thesis, 2002. http://ndltd.ncl.edu.tw/handle/89074160771372454288.

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碩士<br>輔仁大學<br>應用統計學研究所<br>90<br>Consumer credit nowadays play a major economical role in Taiwan. The volume of credit business has greatly expanded and the use of credit scoring through the evaluation of large credit portfolio becomes crucial to guard against any management risk in the credit industry. The objectives of this study is to devise a credit scoring system for credit granting decisions made by the issue bank of credit card markets. In the process of scoring, individual characteristics profiles are transformed into a score such that the score distributions derived from the
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48

Lee, Li-Chuen, and 李麗娟. "An empirical study of using data mining techniques to credit scoring model for credit card." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/25624567352427864407.

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碩士<br>國立高雄應用科技大學<br>商務經營研究所<br>95<br>Recently years, owing to inappropriate credit risk management, the credit card issuing banks in Taiwan have resulted in huge amount of losses, which induces the credit-risk assessment to become a critical work. Nowadays, the government of Taiwan has established legislation, which indicates the credit card issuing banks must class credit states of credit card holders to certain level of credit risk by according to periodically reexamining. However, it is a hard work to make elaborately reassessment for enormous credit card holders efficiently by limited cost
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49

Cheng, Chih-Hsin, and 鄭志新. "The building of credit scoring model for small amount unsecured loan." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/47298806148086115936.

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碩士<br>世新大學<br>經濟學研究所(含碩專班)<br>93<br>Under the limited scale in Taiwan, the operating environment of the banking industries has revealed a highly competitive trend. The difference of the interest rate of various banks between deposit and loan becomes smaller and smaller progressively and a cutthroat competition is formed. In order to strive for more customers and to seek for more profit, most often banks will reduce the credit check and credit granting quality and expand the credit loan. One of the reasons of the burst of the Asia monetary storm in 1997 is due to excessive expansion of granti
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50

Sung, Wang Hsin, and 王信勝. "Integrating Analytic Hierarchy Process and Neural networks for Credit Scoring Model." Thesis, 2001. http://ndltd.ncl.edu.tw/handle/49394255430887436694.

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碩士<br>輔仁大學<br>資訊管理學系<br>89<br>According to a 1996 national survey conducted by the R.O.C. Central Bank in Taiwan, both the amount and the increasing rate of consumer loan are greater than those of corporate loan. Further, joining the World Trade Organization (WTO), personalized financial management, and international business on Internet make Taiwan’s consumer loan grow up hugely and then consumer loan owns a large proportion of each banks’s total assets in the neare future. In this situation, a successful credit scoring model can be used for each bank to classify applicants for credit into “g
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