Sorry, this article is only available in Русский.
Artice view count: Please wait
 |
 |
UDC 336.77
THE USE OF METHOD THE DECISION TREE FOR THE ASSESSMENT OF CREDIT RISK
Panyagina Asya Evgenyevna
Murom Institute (branch) of Vladimir State University name after Aleksandr Grigorevich and Nikolay Grigorevich Stoletovs
PhD, Associate Professor of Economics
Murom Institute (branch) of Vladimir State University name after Aleksandr Grigorevich and Nikolay Grigorevich Stoletovs
PhD, Associate Professor of Economics
Abstract
The article substantiates the feasibility of the application of the method of decision tree for estimation of credit risk. In contrast to the widespread scoring models, this method allows not only to estimate the likelihood of a risk event, but also to consider the size of the potential income and its variability.
Keywords: credit risk, decision tree, scoring models, the dual nature of the risk
Article reference:
The use of method the decision tree for the assessment of credit risk // Economics and innovations management. 2013. № 9 [Electronic journal]. URL: https://ekonomika.snauka.ru/en/2013/09/2978
View this article in Russian
© If you have found a violation of copyrights please notify us immediately by e-mail or feedback form.