Prediction of credit risk: comparative study of scoring techniques

Authors

  • Siham Lotfi Faculty of Law, Economics and Social Sciences of Casablanca, Hassan II University of Casablanca, Morocco
  • Hicham Mesk Faculty of Law, Economics and Social Sciences of Casablanca, Hassan II University of Casablanca, Morocco

Keywords:

Prediction, Credit risk, Prediction techniques, Scoring

Abstract

Good control and management of credit risk has become the main concern of financial institutions, which are constantly developing models for analyzing, assessing and predicting this risk, particularly with the prudential standards required by central banks.

Credit risk assessment and prediction methods are represented in the form of scoring models which aim to predict the potential vulnerability of a business using financial information and computable.

The objective of our work is to study the different techniques of credit scoring, their interest as a powerful tool allowing to predict the solvency of the borrowers.

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Published

2020-09-15

How to Cite

Lotfi, S., & Mesk, H. (2020). Prediction of credit risk: comparative study of scoring techniques. International Journal of Accounting, Finance, Auditing, Management and Economics, 1(2), 511–527. Retrieved from https://ijafame.org/index.php/ijafame/article/view/9

Issue

Vol. 1 No. 2 (2020)

Section

Articles

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