BUSINESS INFORM №7-2013

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Section: Economic and Mathematical Modeling
UDC 336.77: (336.717-061)
Pisanets K. K.
Models of Assessment of the Credit Risk of Borrowers with a Time Parameter for the Systems of Application Credit Scoring (p. 136 - 140)
The article considers a concept of introduction of the time factor into the models of application credit scoring as a key characteristic of a default level. Using example of data of the consumption segment of the credit market of Ukraine, the article presents results of modelling the credit risk of potential borrowers (applicants), using approaches of Kaplan-Meier and Cox.
Keywords: credit risk, scoring system, risk management, model, analysis of survival
Fig.: 2. Tabl.: 2. Formulae: 5. Bibl.: 16.

Pisanets Konstantin K. – Postgraduate Student, Department of Economic Cybernetics, Taras Shevchenko National University of Kyiv (60 Volodymyrska Str., Kyiv, 01033, Ukraine)
Email: [email protected]

Article is written in Ukrainian
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Reference to this article:
Pisanets, Konstantin K. (2013) “Models of Assessment of the Credit Risk of Borrowers with a Time Parameter for the Systems of Application Credit Scoring.” Business Inform 7:136–140.

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