Skip to main content

Table 6 Dynamism between segments. This table shows the dynamism of customers between segments of the bank’s static model and the proposed model in terms of economic sectors. For example, it shows that because of the sanctions 17.1% and 5.1% of the customers have moved from the good segment to the bad (i.e. high-risk) segment, respectively

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