eBook - PDF
Assessing Credit Default Risk Using Logistic Regression. A Transparent Approach to Scoring with the UCI Dataset and SPSS
- 27 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Assessing Credit Default Risk Using Logistic Regression. A Transparent Approach to Scoring with the UCI Dataset and SPSS
About this book
Scientific Study from the year 2025 in the subject Economics - Finance, grade: 10.00, Mohammed V University at Agdal, course: Econométrie, language: English, abstract: Credit risk management is central to the stability and profitability of financial institutions. This study applies binary logistic regression to a real-world dataset of credit card clients to identify predictors of loan default. Using SPSS for statistical modeling, we evaluated the contribution of demographic and financial variables including credit limit, past bill amounts, and repayment history. The model achieved an overall classification accuracy of 81.2%, with strong predictive power for recent payment behavior.
The most important things were the ones that made payments late in the last three months (PAY_0, PAY_2, PAY_3). The model calibration isn't perfect, but the results do give useful information on how to find borrowers who are likely to default. Logistic regression is a useful tool for risk analysts because it is easy to understand and see through. This is especially true in regulated environments where it is important for models to be clear. These results support the use of data-driven credit scoring models in decision-making processes.
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Yes, you can access Assessing Credit Default Risk Using Logistic Regression. A Transparent Approach to Scoring with the UCI Dataset and SPSS by Nabil Nakbi in PDF and/or ePUB format, as well as other popular books in Business & Finance. We have over 1.5 million books available in our catalogue for you to explore.