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https://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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| WangW.pdf | 481.2 kB | Adobe PDF | OPEN | None | View/Download |
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