- Tytuł:
-
Analiza możliwości zastosowania metody DEA w modelach scoringowych
Analysis of the DEA Method Applicability in Scoring Models - Autorzy:
-
Nowak, Agnieszka K.
Matuszyk, Anna - Powiązania:
- https://bibliotekanauki.pl/articles/591114.pdf
- Data publikacji:
- 2014
- Wydawca:
- Uniwersytet Ekonomiczny w Katowicach
- Tematy:
-
Metoda DEA (Data Envelopment Analysis)
Modele regresji
Regresja liniowa
Ryzyko kredytowe
Scoring
Skoring kredytowy
Credit risk
Credit scoring
Data Envelopment Analysis (DEA)
Linear regression
Regression models - Opis:
- A clue for the research have become analysis made by A. Feruś in 2006, In which the author points the possibility of extending classical scoring models with the DEA method, allowing to predict a credit risk. In 2006, in the era of the Basel II implementation, the possibility of such an extension was not reflected in the practice of banks in Poland. But now, as a part of the Basel III implementation, it is reasonable to consider the possibility of their expantion, for example using the DEA . The study was carried out on the basis of 139 companies operating in Poland in 2010-2011 data and a comparison with their actual condition in 2012. Survey results both for 2010 and 2011 indicate a weaker prediction of the scoring models alone than scoring models with DEA In terms of: correct customers classification and the value of a R2 determination factor.
- Źródło:
-
Studia Ekonomiczne; 2014, 186 cz 1; 113-126
2083-8611 - Pojawia się w:
- Studia Ekonomiczne
- Dostawca treści:
- Biblioteka Nauki
Artykuł