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 |