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Рейтинговая методика оценки кредитного риска физических лиц . The rating method of credit risk evaluation of borrowers

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  • Петухова М. В.

Abstract

В статье предложена рейтинговая методика оценки вероятности неплатежеспособности физических лиц в соответствии со стандартами Базель II, основанная на объединении скоринговых и рейтинговых моделей, а также дерева решений. Рассмотрены новые факторы, влияющие на неплатежеспособность физического лица, описан способ их включения в модель оценки кредитного риска. The article suggested method of estimating the probability of default for borrowers in accordance with the standards of Basel II, based on the union credit scoring, rating models and a decision tree. Consider new factors affecting the insolvency of a natural person, describes a method for their inclusion in the valuation model of credit risk.

Suggested Citation

  • Петухова М. В., 2011. "Рейтинговая методика оценки кредитного риска физических лиц . The rating method of credit risk evaluation of borrowers," Мир экономики и управления // Вестник НГУ. Cерия: Cоциально-экономические науки, Socionet;Новосибирский государственный университет, vol. 11(3), pages 86-93.
    • Handle: RePEc:scn:guhrje:2011_3_08
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