Fig. 22
From: A dynamic credit risk assessment model with data mining techniques: evidence from Iranian banks
The comparison between the static model, dynamic model and real. We compared the NPL rate predicted by the static models used by the banks with our proposed dynamic model and there is a significant difference (p value = 0.006) between the predictions of the two models. This Fig shows the comparison between the prediction of our proposed model and the real NPL. There is a little difference between them according to the proposed model. As an example, the average of NPL has been predicted 200billion Rials more than real NPL in 2012. The light blue line is the NPL according to the dynamic model. The dark blue line is the NPL according to the real and the gray line is the NPL base on the static model