Development of an Early Warning System for Evaluating the Credit Portfolio's Quality. A Case Study on Romania
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DOI: 10.18267/j.pep.428
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More about this item
Keywords
early warning system; logistic regression; probability of deterioration of the loan portfolio; goodness-of-fit tests; predictive ability;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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