Estimating Probability of Default on Peer to Peer Market – Survival Analysis Approach
Arguably a cornerstone of credit risk modelling is the probability of default. This article aims is to search for the evidence of relationship between loan characteristics and probability of default on peer-to-peer (P2P) market. In line with that, two loan characteristics are analysed: 1) loan term...
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| Format: | Article |
| Language: | English |
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Sciendo
2017-05-01
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| Series: | Journal of Central Banking Theory and Practice |
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| Online Access: | https://doi.org/10.1515/jcbtp-2017-0017 |