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A new index of creditworthiness for retail credit products / L. Quirini in Journal of the operational research society (JORS), Vol. 61 N° 3 (Mars 2010) 

Public ISBD [article]  in Journal of the operational research society (JORS) > Vol. 61 N° 3 (Mars 2010) . - pp. 455–461 Titre : A new index of creditworthiness for retail credit products Type de document : texte imprimé Auteurs : L. Quirini, Auteur ; L. Vannucci, Auteur Année de publication : 2011 Article en page(s) : pp. 455–461 Note générale : Recherche opérationnelle Langues : Anglais (eng) Mots-clés : Credit  scoring  Retail  credit  Profitability  Creditworthiness  Fixed  term  credit  product  Revolving  credit  product Index. décimale : 001.424 Résumé : This paper introduces a novel family of indexes to describe borrowers’ creditworthiness in retail credit products, both for fixed term loans and for open-ended products such as credit cards. Each index is the ratio at a given time of the net present value of actually received cashflows to the contractual ones. Some interpretations of the indexes are given and it is also described how to link them to the profitability of the credit financial operation. For open-ended products, a competing risks survival analysis methodology is proposed to estimate the cashflow returns and illustrated with a simulation. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n3/abs/jors200968a.html [article] A new index of creditworthiness for retail credit products [texte imprimé] / L. Quirini, Auteur ; L. Vannucci, Auteur . - 2011 . - pp. 455–461. Recherche opérationnelle Langues : Anglais (eng) in Journal of the operational research society (JORS) > Vol. 61 N° 3 (Mars 2010) . - pp. 455–461 Mots-clés : Credit  scoring  Retail  credit  Profitability  Creditworthiness  Fixed  term  credit  product  Revolving  credit  product Index. décimale : 001.424 Résumé : This paper introduces a novel family of indexes to describe borrowers’ creditworthiness in retail credit products, both for fixed term loans and for open-ended products such as credit cards. Each index is the ratio at a given time of the net present value of actually received cashflows to the contractual ones. Some interpretations of the indexes are given and it is also described how to link them to the profitability of the credit financial operation. For open-ended products, a competing risks survival analysis methodology is proposed to estimate the cashflow returns and illustrated with a simulation. DEWEY : 001.424 ISSN : 0160-5682 En ligne : http://www.palgrave-journals.com/jors/journal/v61/n3/abs/jors200968a.html