search query: @author Kim, W. H. / total: 1
reference: 1 / 1
« previous | next »
| Author: | Srinivasan, V. Kim, W. H. |
| Title: | Credit granting : a comparative analysis of classification procedures. |
| Journal: | Journal of Finance
1987 : JUL, VOL. 42:3, p. 665-681 |
| Index terms: | CREDIT RISK STATISTICAL METHODS |
| Language: | eng |
| Abstract: | The corporate credit granting process is investigated. The relative effectiveness of parametric, nonparametric and judgmental classification procedures on a sample of corporate credit data is examined. Evidence indicates that recursive partitioning methods provide greater information than simultaneous partitioning procedures. The judgmental model is found to perform as well as statistical models. A complementary relationship is proposed between the statistical and judgmental models as an effective paradigm for granting credit. |
« previous | next »
SCIMA