Matrix Sequential Hybrid Credit Scorecard Based on Logistic Regression and Clustering
Author(s):
Article Type:
Research/Original Article (دارای رتبه معتبر)
Abstract:
The Basel II Accord pointed out benefits of credit risk management through internal models to estimate Probability of Default (PD). Banks use default predictions to estimate the loan applicants PD. However, in practice, PD is not useful and banks applied credit scorecards for their decision making process. Also the competitive pressures in lending industry forced banks to use profit scorecards, which show the profitability of customers. Applying these scorecards together makes the loan decision making process for banks more confusing. This paper has an obvious and clean solution for facilitating the confusion of loan decision making process by combining the credit and profit scorecards through introducing a matrix sequential hybrid credit scorecard. The applicability of the introduced matrix sequential hybrid scorecard results are shown using data from an Iranian bank.
Keywords:
Language:
English
Published:
Iranian Journal of Management Studies, Volume:11 Issue: 1, Winter 2018
Pages:
91 to 111
magiran.com/p1820750
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