Open AccessDie voorspelling van kredietrisiko met behulp van biografiese veranderlikes: Is dit die antwoord?
Author(s) -
P. L.S. Ackermann,
W. P.J. Van Rensburg
Publication year - 1983
Publication title -
south african journal of business management
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.179
H-Index - 15
eISSN - 2078-5976
pISSN - 2078-5585
DOI - 10.4102/sajbm.v14i4.1162
Subject(s) - stepwise regression , credit risk , statistics , actuarial science , mathematics , economics
The prediction of credit risk by means of biographic variables: Is this the answer? The objective of this study is to identify specific biographical variables, to quantity them and to investigate their relative importance in the prediction of credit risk. A representative sample of 250 bad credit risk clients and 250 good credit risk clients is used in the study. A multiple stepwise regression analysis and multiple stepwise discriminant analysis were carried out. Nine biographical variables were identified which explain approximately 16% of the variance of credit risk.