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Nopmanee Parungrojrat. Predictive power of credit scoring questions: case of SMEs loan approvals. (). Mahanakorn University of Technology. Library. : , 2563.
Predictive power of credit scoring questions: case of SMEs loan approvals
อำนาจในการพยากรณ์ของคำถามคะแนนเครดิต: กรณีการอนุมัติเงินกู้ SMEs
Name: Nopmanee Parungrojrat
Organization :
Mahanakorn University of Technology.Faculty of Business Administration.Department of Management
keyword:
Predictive power
;
SMEs
;
NPLs
Abstract:
This research paper aimed to examine predictive power of credit scoring questions
being used for screening small and medium enterprises (SMEs) loan applicants. The questions
and data of 619 applicants from a non-disclosed leading bank for SMEs in Thailand were
explored. Firstly, the exploratory factor analysis was employed. The results showed that from
the 12 questions being used in the credit scoring system, there were 5 extracted factors.
Secondly, in order to prove predictive power of the questions, the 5 extracted factors were used
as predictors or explanatory variables in a Binary Logit model for the non-performing loans
( NPLs) classification, i.e. being NPLs or normal debt status. Using step- wise regression
technique, 3 factors remained in the model. The 3 factors were "Time and Size", "Debt Records",
and "Debt Burden". Consequently, the implication was that for screening SMEs application,
credit providers should pay more attention to the questions related to the 3 factors. Meanwhile,
as suggested by the model, for the excluded factors, i.e. "Income Reliability" and " Business
Prospective", these factors may also still be considered but with comparatively less importance.
Although the overall model predictive accuracy was at 69.3%, the percentage was at 31.5% for
correctly predicted NPLs cases. Thus, more studies on the credit scoring questions and also
more varieties of the models are needed.
Mahanakorn University of Technology. Library
Address:
BANGKOK
Email:
mutelibrary@gmail.com
Created:
2563
Modified:
2022-03-10
Issued:
2022-03-10
บทความ/Article
application/pdf
BibliograpyCitation :
วารสารบริหารธุรกิจเทคโนโลยีมหานคร ปีที่ 17, ฉบับที่ 2 (ก.ค.-ธ.ค. 2563), หน้า 202-219
eng
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0.033813 วินาที
Nopmanee Parungrojrat
| Title | Contributor | Type |
|---|---|---|
| Stock price forecasting: geomentric brownian motion and monte carlo simulation techniques
มหาวิทยาลัยเทคโนโลยีมหานคร Nopmanee Parungrojrat ;Akaranant Kidsom | บทความ/Article | |
| Predictive power of credit scoring questions: case of SMEs loan approvals
มหาวิทยาลัยเทคโนโลยีมหานคร Nopmanee Parungrojrat | บทความ/Article |