ANN Model for Corporate Credit Risk Assessment

Autor:	Alina Mihaela Dima, Simona Vasilache
Rok vydání:	2009
Předmět:	Decision support system Customer base Actuarial science Order (business) business.industry media_common.quotation_subject Probit model Sample (statistics) Payment business Risk management media_common Credit risk
Zdroj:	2009 International Conference on Information and Financial Engineering.
Popis:	The paper proposes decision tools to be used by commercial banks in order to classify the companies applying for credits in good and bad creditors, based on the number of days of delay in payment. Probit regression and neural networks, applied to a sample of companies which delayed or not their credit reimbursements are used to orient the decision taken by the bank, consistent with its priorities, of either minimizing the risk, or enlarging the customer base.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::1e104ce75cc44505185c93a9360af7f2 https://doi.org/10.1109/icife.2009.33 Zobrazit plný text záznamu