scholarly journals SME Credit Risk Analysis Using Bank Lending Data: An Analysis of Thai SMEs

2015 ◽  
Author(s):  
Naoyuki Yoshino ◽  
Farhad Taghizadeh Hesary ◽  
Phadet Charoensivakorn ◽  
Baburam Niraula
Keyword(s):  
Risk Analysis ◽  
Credit Risk ◽  
Bank Lending ◽  
Credit Risk Analysis

Small and Medium-Sized Enterprise (SME) Credit Risk Analysis Using Bank Lending Data: An Analysis of Thai SMEs

2016 ◽  
Vol 15 (3) ◽  
pp. 383-406 ◽  
Author(s):  
Naoyuki Yoshino ◽  
Farhad Taghizadeh-Hesary ◽  
Phadet Charoensivakorn ◽  
Baburam Niraula
Keyword(s):  
Risk Analysis ◽  
Credit Risk ◽  
Bank Lending ◽  
Credit Risk Analysis

scholarly journals An Analytic Hierarchy Model for Classification Algorithms Selection in Credit Risk Analysis

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Gang Kou ◽  
Wenshuai Wu
Keyword(s):  
Risk Analysis ◽  
Credit Risk ◽  
Multicriteria Decision Making ◽  
Performance Criteria ◽  
Classification Algorithms ◽  
Efficient Tool ◽  
Analytic Hierarchy ◽  
Hierarchy Model ◽  
Three Stages ◽  
Credit Risk Analysis

This paper proposes an analytic hierarchy model (AHM) to evaluate classification algorithms for credit risk analysis. The proposed AHM consists of three stages: data mining stage, multicriteria decision making stage, and secondary mining stage. For verification, 2 public-domain credit datasets, 10 classification algorithms, and 10 performance criteria are used to test the proposed AHM in the experimental study. The results demonstrate that the proposed AHM is an efficient tool to select classification algorithms in credit risk analysis, especially when different evaluation algorithms generate conflicting results.

Bank Credit Risk Analysis and Bank Credit Rating

2020 ◽  
pp. 275-348
Author(s):  
Terence M. Yhip ◽  
Bijan M. D. Alagheband
Keyword(s):  
Risk Analysis ◽  
Credit Risk ◽  
Credit Rating ◽  
Bank Credit ◽  
Credit Risk Analysis
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