A study of the establishment on credit rating model
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 99 === The financial system becomes so important to the whole economy after the internationalization of the whole financial system. The immense challenge that caused by the fierce competition between the same business makes the financial institutions relax the standar...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/05711029980863501280 |
| Summary: | 碩士 === 國立臺灣科技大學 === 財務金融研究所 === 99 === The financial system becomes so important to the whole economy after the internationalization of the whole financial system. The immense challenge that caused by the fierce competition between the same business makes the financial institutions relax the standards for lending and pay attention to manage the risks.
The evaluation of large credit portfolio becomes crucial to guard against any management risk, since the volume of credit business in finance has greatly expanded and the use of credit scoring. The objective of the study is to devise a credit scoring system for finance granting decisions. We describe statistical method to create scorecards and show how the result of the model is applied to calculate score point weights. Scorecards are built using the logistic regression method which estimates the relationship between the company characteristics and the risk so that the score point weights can be calculated directly from the regression coefficients.
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