Ấn phẩm:
Application of quantitative models in early credit risk warning systems for corporate clients at commercial banks in Vietnam
Tóm tắt
Credit activities are the main activities of commercial banks, so credit risk is also the most common risk. One of the measures to manage credit risk is to provide early warning of credit risks in order to have appropriate prevention and handling measures. This study uses the Logit model with data from 257 corporate customers at 10 Vietnamese commercial banks in the period 2020-2023 to provide early warning of credit risks. The model's forecast results compared to the actual credit risk of customers have an accuracy rate of 94.9%. The author recommends that quantitative models such as the Logit model should be used more widely in Vietnamese commercial banks because of its objectivity and effectiveness.
Mô tả
Tác giả
Do Thi Thu Ha PhD
Hoang Thi Thu Hien PhD
Hoang Thi Thu Hien PhD
Tác giả khác
Người hướng dẫn
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Nhà xuất bản
Học viện Tài chính
Năm xuất bản
2025
ISSN tạp chí
Nhan đề tập
Từ khóa chủ đề
Credit risk , Early warning systems , Quantitative model , Logit model
Địa chỉ truy cập
Vui lòng sử dụng ứng dụng DRM AOF để đọc tài liệu số
