| Fedotov Pavel Alekseevich, Mishin Nikita Sergeevich, Goncharov Savelii Vladimirovich
Comparative analysis of models of probability of default of IT-companies in the segment of small and medium business
ID number: J201997
Abstract: The article contains two models for assessing the creditworthiness of IT companies of small and medium-sized businesses operating in Russia, the traditional model of logistic regression, which gives an interpretable result and the most commonly used random forest model in credit scoring. The results of the analysis can be used to detect unreliable borrowers in the loan portfolio.
Key-words: credit scoring, IFRS 9, logistic regression, random forest algorithm, assessment of the credit risk of the enterprise, IT companies
Article link
More
Hide
|