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Optimization of Credit Risk Management in Banking Scoring Systems

Authors: Selyukov V.K. Published: 19.03.2014
Published in issue: #1(20)/2006  
DOI:

 
Category: Economic modeling  
Keywords:

Approaches to optimization of the credit risk management in scoring systems of consumer crediting are considered on the basis of methods of the statistic hypothesis check. Criteria of average risk maximum, maximum likelihood, the Neyman-Pearson criterion and also the weight criterion have been used for the analysis. Curves are plotted for optimal credit risk management. Main criteria for correction of score-charts are selected.