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Table 2 Factors of the proposed model. In this research, we propose a model which considers a wider array of factors than the previous researches: a set of certain factors like age, marital status, monthly income, etc. And a set of uncertain predictors (Table 2). A group of 10 top risk managers and banking specialists (credit risk workgroup) helped us to determine these new factors base on their experiences and according to Basel 2

From: A dynamic credit risk assessment model with data mining techniques: evidence from Iranian banks

Variables Type of customer that corresponds to the variable Certain or uncertain
Number of customer product Individual/legal customer Certain
Number of adverse judgment Individual/legal customer Certain
Number of loan repayment past due Individual/legal customer Certain
Non-performing amount Individual/legal customer Certain
Number of hard inquiries Individual/legal customer Certain
Number of rejected request Individual/legal customer Certain
Number of dishonored cheque Individual/legal customer Certain
Collateral valuation Individual Uncertain
Number of risky customers guaranteed individual Certain
Number of write off Individual Certain
Duration of non-performing Individual/legal customer Certain
Exposure amount for each customer Individual/legal customer Uncertain
Expected loss Individual/legal customer Uncertain
Deposit amount Individual Certain
Debt to income ratio Individual Certain
Credit score of guarantor Individual/legal customer uncertain
Customer probability of default Individual/legal customer uncertain
Capital return legal customer uncertain
Arrears amount legal customer Certain
Liability Individual/legal customer Certain
Net flow legal customer Certain
Average asset balance previous 12 month legal customer Certain
Available credit amount Individual/legal customer Certain
Number of repossessions Individual/legal customer Certain
Pay hike/rise legal customer Certain
Earning power legal customer Certain
Earning asset legal customer Certain
Intangible asset legal customer Certain
Deferred income legal customer Certain
Recovery rate Individual/legal customer Uncertain
Due date Individual/legal customer Certain
Post-dated check Individual/legal customer Certain
Non mortgage credit payment Individual Certain
Customer life time value Individual/legal customer Certain
Occupation stability Individual/legal customer Uncertain