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An Application of Classification Models in Credit Risk Analysis

In: 2012 International Conference on Information Technology and Management Science(ICITMS 2012) Proceedings

Author

Listed:
  • Ruan Ling-ying

    (Chongqing Three Gorges University)

Abstract

A default risk is defined as the possibility that a borrower will not be able to pay back the principle or interest associated with a lending. Credit card business has high risk of delinquency as there is no collateral required before borrowing the money. Lenders usually collect a lot of information to learn the consumer risks. A conventional method to this problem is to examine combinations of the information variables that are likely to have influence. However, hunch can leave out important variables without being noticed. In this article, we introduce statistical models to conveniently predict the default risk based on an application to a real data of credit card business. Several potential improvements are also discussed.

Suggested Citation

  • Ruan Ling-ying, 2013. "An Application of Classification Models in Credit Risk Analysis," Springer Books, in: Bing Xu (ed.), 2012 International Conference on Information Technology and Management Science(ICITMS 2012) Proceedings, edition 127, pages 399-404, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-34910-2_45
    DOI: 10.1007/978-3-642-34910-2_45
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