PhD Dinh Thi Thu Ha, PhD Hoang Thi Thu Hien
Application of quantitative models in early credit risk warning systems for corporate clients at commercial banks in Vietnam
Lĩnh vực:
Macro Finance
Số No. 03 June (34)-2025 Journal of Finance & Accounting Research - Trang 106
Tóm tắt tiếng Việt:
English Summary:
Credit activities are the main activities of commercial banks, so credit risk is also the most common risk. One of the measures to manage credit risk is to provide early warning of credit risks in order to have appropriate prevention and handling measures. This study uses the Logit model with data from 257 corporate customers at 10 Vietnamese commercial banks in the period 2020-2023 to provide early warning of credit risks. The model's forecast results compared to the actual credit risk of customers have an accuracy rate of 94.9%. The author recommends that quantitative models such as the Logit model should be used more widely in Vietnamese commercial banks because of its objectivity and effectiveness.
Từ khóa:
credit risk, early warning systems, quantitative model, logit model.
Số lượt đọc: 43 - Số lượt tải về: 15
DOI Code: https://doi.org/10.71374/jfar.v25.i3.23