Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/78936
Title: An Application of Logit Model to Credit Scoring and its Implications to Financial Market
Authors: WANG WENDI
Keywords: logit model, credit scoring, financial markets
Issue Date: 15-May-2014
Citation: WANG WENDI (2014-05-15). An Application of Logit Model to Credit Scoring and its Implications to Financial Market. ScholarBank@NUS Repository.
Abstract: We did a tentative work by collecting loan data in 2012 from Freddie Mac mortgage company and make 90 days past due as a proxy to estimate a logit model thus to get the applicants? probability of default/delinquency. Additionally, we analyzed the economic benefits by using credit scoring methods and give implications to China?s financial markets. We suggest China take such a method with available Chinese-characteristic variables into account, thus be able to predict the default probability and manage the credit risk in China.
URI: http://scholarbank.nus.edu.sg/handle/10635/78936
Appears in Collections:Master's Theses (Open)

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