Artikel

Using a naive Bayesian classifier methodology for loan risk assessment: Evidence from a Tunisian commercial bank

Loan default risk or credit risk evaluation is important to financial institutions which provide loans to businesses and individuals. Loans carry the risk of being defaulted. To understand the risk levels of credit users (corporations and individuals), credit providers (bankers) normally collect vast amounts of information on borrowers. Statistical predictive analytic techniques can be used to analyse or to determine the risk levels involved in loans. This paper aims to address the question of default prediction of short-term loans for a Tunisian commercial bank.

Sprache
Englisch

Erschienen in
Journal: Journal of Economics, Finance and Administrative Science ; ISSN: 2218-0648 ; Volume: 22 ; Year: 2017 ; Issue: 42 ; Pages: 3-24 ; Bingley: Emerald Publishing Limited

Klassifikation
Wirtschaft
Information and Market Efficiency; Event Studies; Insider Trading
Thema
ROC curve
Risk assessment
Default risk
Banking sector
Bayesian classifier algorithm

Ereignis
Geistige Schöpfung
(wer)
Krichene, Aida
Ereignis
Veröffentlichung
(wer)
Emerald Publishing Limited
(wo)
Bingley
(wann)
2017

DOI
doi:10.1108/JEFAS-02-2017-0039
Handle
Letzte Aktualisierung
10.03.2025, 11:41 MEZ

Datenpartner

Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.

Objekttyp

  • Artikel

Beteiligte

  • Krichene, Aida
  • Emerald Publishing Limited

Entstanden

  • 2017

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