TIJORAT BANKLARIDA MIJOZLARNING KREDITGA LAYOQATLILIGINI BAHOLASHNING SKORING MODELINI ISHLAB CHIQISH VA AMALIYOTGA TATBIQ ETISH MASALALARI
DOI:
https://doi.org/10.5281/zenodo.22951326Abstract
Ushbu maqolada tijorat banklarida mijozlarning kreditga layoqatliligini baholash va kredit risklarini minimallashtirishda skoring modellarini ishlab chiqish hamda qo‘llash masalalari tadqiq etilgan. An’anaviy ekspert baholash tizimining kamchiliklari tahlil qilinib, logistik regressiya (Logit) va ko‘p omilli ballik skoring usullari asosida modelni qurish algoritmi ishlab chiqilgan. Maqolada modelni ishlab chiqish bosqichlari, ko‘rsatkichlarni tanlash (Feature Selection), defolt ehtimolini (PD) hisoblash va uni 100 ballik skoring shkalasiga aylantirish mexanizmlari matematik jihatdan asoslab berilgan. Shuningdek, skoring modelining diskriminatsion qobiliyati va aniqligini tekshirish (ROC-AUC, Gini, KS) bo‘yicha tavsiyalar berilgan.Keywords
kredit skoringi, defolt ehtimoli (PD), logistik regressiya, kreditga layoqatlilik, kredit riski, ROC-AUC, Gini indeksi, skoring kartasi, tijorat banklari.References
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