An Evaluation of Alternative Credit Scoring Models in the Egyptian Banking Sector

Abdou, Hussein (2007) An Evaluation of Alternative Credit Scoring Models in the Egyptian Banking Sector. In: Proceedings 2007 Postgraduate Symposium Faculty of Social Science & Business University of Plymouth. University of Plymouth, Plymouth, UK.

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Abstract

Credit scoring is regarded as a one the most important techniques in banks and has become a very critical
tool during recent decades. A number of credit scoring models have been developed to evaluate the credit
risk process of both new and existing loan clients. This research aims to investigate the ability of neural nets,
such as probabilistic neural nets and multi-layer feed-forward nets, as well as conventional techniques, such
as the weight of evidence measure, discriminant analysis, probit analysis, and logistic regression as credit
scoring statistical tools. Results so far have revealed that neural nets give better average correct
classification rates than the other traditional techniques. In this research, analyses of the credit scoring task
are performed on one bank’s personal loans’ data-set. In order to evaluate the misclassification costs, both
type I errors and type II errors have been calculated.

Item Type:	Book Chapter
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HG Finance
Schools:	Huddersfield Business School Huddersfield Business School > Quantitative Analysis Research Group
Related URLs:	Author Conference
Depositing User:	Sara Taylor
Date Deposited:	07 Nov 2013 14:01
Last Modified:	28 Aug 2021 11:33
URI:	http://eprints.hud.ac.uk/id/eprint/19086

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