Unité mixte de recherche 7235

How is credit scoring used to predict default in China?

Ha Thu Nguyen

[en]In this paper, we carry out a review of literature for both traditional and sophisticated credit assessment techniques, with a particular focus on credit scoring which is broadly used as a costeffective credit risk management tool. The objective of the paper is to present a set-up of an application credit-scoring model and to estimate such a model using an auto loan data-set of one of the largest automobile manufacturers in China. The logistic regression approach, which is widely used in credit scoring, is employed to construct our scorecard. A detailed step-by-step development process is provided, as are discussions about specific modeling issues. The paper finally shows that “married”, “house owner”, “female”, age in years, “working in public institutions, foreign, or joint venture companies”, down payment rate, and maximum months on book of current accounts negatively impact the probability of default.[/en]

AGENDA

jeudi 30 novembre 2023

Colloques et Workshops

Workshop on gender issues and development

jeudi 30 novembre 2023

Lunch

Aurélien SAÏDI

Household heterogeneity in macroeconomic models: A historical perspective

jeudi 30 novembre 2023

Développement Durable Environnement et Energie (DDEE)

François Bareille (INRAe/PSAE)

Salle 614B de 11h – 12h

Valuing climate change costs in presence of climate-induced land use changes

mardi 5 décembre 2023

Recherche et Economie et Socioéconomie Politique, des Institutions et des Régulations (RESPIR)

Clément Fontan (UC Louvain)

The ECB and the inflation monsters: strategic framing and the responsibility imperative (1998-2023)

jeudi 7 décembre 2023

Groupe de travail Economie Comportementale

Vincent Lenglin (Université Catholique de Lille)

TBA

jeudi 7 décembre 2023

Doctorants

Emmanuelle Faure

Explaining economic performances in the French employment zone: spatial externalities and related variety

lundi 11 décembre 2023

Law, Institutions and Economics in Nanterre (LIEN)

Bastien Michel (LEMNA, Nantes)

Measuring the Impact of Incarceration on Recidivism in Denmark

mercredi 13 décembre 2023

Économies du monde musulman

Chahir Zaki (LEO, Université d’Orléans)

Dette en Egypte : conjoncture défavorable ou structure vulnérable ?

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