KFU. Card publication. Use of binary dependent variables for modelling borrowers' creditworthiness

KAZAN
FEDERAL UNIVERSITY

- RUS
- 中文
- ES

USE OF BINARY DEPENDENT VARIABLES FOR MODELLING BORROWERS' CREDITWORTHINESS

Form of presentation

Articles in international journals and collections

Year of publication

2015

��

��

Authors, employees of KFU

Badrieva Lyaysan Danilevna, author

Grigoreva Ekaterina Anatolevna, author

Kadochnikova Ekaterina Ivanovna, author

Polovkina Elvira Anasovna, author

Bibliographic description in the original language

Kadochnikova E.I., Polovkina E.A., Grigoreva E.A., Badrieva L.D. Use of binary dependent variables for modelling borrowers' creditworthiness // Asian Social Science. - 2015. - Vol. 11. - No. 11. - P. 396-400.

Annotation

This article provides an econometric analysis of borrowers' creditworthiness in order to create corporate organizational and economic knowledge. It stresses the need for modern methods of applied analysis of credit portfolio management. The authors seek to prove the feasibility of using binary variables to identify and measure creditworthiness drivers in cognitive supporting of a credit institution management. The paper proposes a methodological approach to modeling the creditworthiness of potential borrowers based on models with binary dependent variables. The results of empirical evaluations which were received through the application of Gretl software confirmed their feasibility in management of the loan portfolio by credit institutions.

Keywords

creditworthiness, applied analysis, models with binary dependent variables

The name of the journal

Asian Social Science

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=109632&p_lang=2

Resource files

File name	Size (MB)	Format
48377_166279_1_SM.pdf	0,16	pdf	show / download

Full metadata record

Field DC	Value	Language
dc.contributor.author	Badrieva Lyaysan Danilevna	ru_RU
dc.contributor.author	Grigoreva Ekaterina Anatolevna	ru_RU
dc.contributor.author	Kadochnikova Ekaterina Ivanovna	ru_RU
dc.contributor.author	Kadochnikova Ekaterina Ivanovna	ru_RU
dc.contributor.author	Polovkina Elvira Anasovna	ru_RU
dc.date.accessioned	2015-01-01T00:00:00Z	ru_RU
dc.date.available	2015-01-01T00:00:00Z	ru_RU
dc.date.issued	2015	ru_RU
dc.identifier.citation	Kadochnikova E.I., Polovkina E.A., Grigoreva E.A., Badrieva L.D. Use of binary dependent variables for modelling borrowers' creditworthiness // Asian Social Science. - 2015. - Vol. 11. - No. 11. - P. 396-400.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=109632&p_lang=2	ru_RU
dc.description.abstract	Asian Social Science	ru_RU
dc.description.abstract	This article provides an econometric analysis of borrowers' creditworthiness in order to create corporate organizational and economic knowledge. It stresses the need for modern methods of applied analysis of credit portfolio management. The authors seek to prove the feasibility of using binary variables to identify and measure creditworthiness drivers in cognitive supporting of a credit institution management. The paper proposes a methodological approach to modeling the creditworthiness of potential borrowers based on models with binary dependent variables. The results of empirical evaluations which were received through the application of Gretl software confirmed their feasibility in management of the loan portfolio by credit institutions.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	creditworthiness	ru_RU
dc.subject	applied analysis	ru_RU
dc.subject	models with binary dependent variables	ru_RU
dc.title	Use of binary dependent variables for modelling borrowers' creditworthiness	ru_RU
dc.type	Articles in international journals and collections	ru_RU