Clustering of Borrowers at the Level of Defaults: Rating Approach (Regions of the Siberian Federal District)
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More about this item
Keywords
assessing the creditworthiness of borrowers; consumer credit (retail); probability of default; regions of Siberian Federal District; rating models; clustering; decision tree; regional features of borrowers' behavior;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- O18 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Urban, Rural, Regional, and Transportation Analysis; Housing; Infrastructure
- P4 - Political Economy and Comparative Economic Systems - - Other Economic Systems
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