Menü Überspringen
Contact
Deutsch
English
Not track
Data Protection
Search
Log in
DIPF News
Research
Infrastructures
Institute
Zurück
Contact
Deutsch
English
Not track
Data Protection
Search
Home
>
Research
>
Publications
>
Publications Data Base
Search results in the DIPF database of publications
Your query:
(Schlagwörter: "Finanzwirtschaft")
Advanced Search
Search term
Only Open Access
Search
Unselect matches
Select all matches
Export
Measurement, monitoring and forecasting of consumer credit cefault risk. An indicator approach […]
Schwarz, Alexandra
Working Papers
| 2011
31809 Endnote
Author(s):
Schwarz, Alexandra
Title:
Measurement, monitoring and forecasting of consumer credit cefault risk. An indicator approach based on individual payment histories
Published:
Wuppertal: University of Wuppertal, 2011
URL:
http://www.wiwi.uni-wuppertal.de/forschung/publikationen/schumpeter-discussion-papers.html
Publication Type:
5. Arbeits- und Diskussionspapiere; Arbeits- und Diskussionspapier (keine besondere Kategorie)
Language:
Englisch
Keywords:
Bankwesen; Datenanalyse; Empirische Forschung; Fallstudie; Finanzwirtschaft; Indikator; Management; Messverfahren; Prognose; Risiko
Abstract (english):
The statistical techniques which cover the process of modeling and evaluating consumer credit risk have become widely accepted instruments in risk management. In contrast, we find only few and vague statements on how to define the default event, i. e. on the concrete circumstances that lead to the decision of identifying a certain credit as defaulted. Based on a large data set of individual payment histories this paper investigates a possible solution to this problem in the area of installment purchase. The proposed definition of default is based on the time due amounts are outstanding and the resulting profitability of the receivables portfolio. Furthermore, to assess the individual payment performance during the credit period, indicators for monitoring and forecasting default events are derived. The empirical results show that these indicators generate valuable information which can be used by the creditor to improve his credit and collection policy and hence, to improve cash flows and reduce bad debt loss.
DIPF-Departments:
Struktur und Steuerung des Bildungswesens
Unselect matches
Select all matches
Export