文章基本信息

标题：Credit Risk Assessment Models of Retail Microfinancing: The Case of a Malaysian National Savings Bank’s Branch
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作者：Mazni Asrida Abdullah ; Azlina Ahmad ; Nor Azam Mat Nayan 等
期刊名称：International Journal of Financial Research
印刷版ISSN：1923-4023
电子版ISSN：1923-4031
出版年度：2020
卷号：11
期号：3
页码：73-83
DOI：10.5430/ijfr.v11n3p73
出版社：Sciedu Press
摘要：Internal ratings have been used by banks to evaluate the creditworthiness of their borrowers with diverse practices. This research aims to analyse the practice of assessing (or predicting) the credit performance of microfinancing loans of a Malaysian bank and to suggest how the existing performance of credit assessment model can be improved. Logistic regression was used to investigate the predictive ability of information on business operators’ management and accounting skills as factors to predict default risk of borrowers. The combination of these information formed the three (3) models that were used in the analysis. The accuracy rate of each model was then measured. A sample of respondents was selected among microfinance borrowers in a national savings bank’s branch in Malaysia. A total of 106 questionnaires were used for data analysis. The findings suggest that good credit rating, business experience, business financial and forecasting capability are factors associated with whether SMEs will default or not in their payments. The combination of credit score used currently by the bank and the new information produced by this research increases the bank’s ability to predict default.
关键词：credit risk assessment; default prediction; microfinance; retail