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Student
Title
Supervisor
Faculty
Educational Programme
Final Grade
Year of Graduation
Mariya Moricheva
The Default Probability Estimation for Banks
Economics
(Bachelor’s programme)
2017
Corporate lending is one of the most profitable activities in banking nowadays. But the implementation of this activity involves a high level of risk. Nowadays existing models of the default probability assessing put a very high bar for obtaining a loan. Small companies can not overcome this bar, so they are forced to abandon banking products and the bank, in turn, losses customers and can not expand its share of the small business lending market. Today, banks use scoring models at the stage before issuing a loan. At the same time, loans are often issued for a long period of time, and scoring models have a low predictive ability. However, bank can use credit monitoring, which can also be effective for diversifying credit risks. To achieve the purpose of the study, the data obtained in the bank’s collection department. The main conclusion of the study is that credit monitoring is no less effective than credit scoring.

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