Table 10 Variables descriptive statistics
From: To supervise or to self-supervise: a machine learning based comparison on credit supervision
Variable | On-site supervision approach | Self-supervision approach | Ground truth dataset | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Mean | Std | Min | Máx | Count | Mean | Std | Min | Máx | Count | Mean | Std | Min | Máx | Count | |
BCP0 | 0.795 | 0.296 | 0.000 | 1.000 | 6581 | 0.899 | 0.206 | 0.000 | 1.000 | 1,005,653 | 0.874 | 0.217 | 0.000 | 1.000 | 1338 |
BCP1 | 0.506 | 0.354 | 0.000 | 1.000 | 6581 | 0.757 | 0.303 | 0.000 | 1.000 | 1,005,653 | 0.690 | 0.331 | 0.000 | 1.000 | 1338 |
Grace_period | 0.052 | 0.222 | 0.000 | 1.000 | 6581 | 0.043 | 0.202 | 0.000 | 1.000 | 1,005,653 | 0.206 | 0.404 | 0.000 | 1.000 | 1338 |
BLP | 0.137 | 0.165 | 0.000 | 3.000 | 6581 | 0.142 | 0.158 | 0.000 | 3.000 | 1,005,653 | 0.202 | 0.273 | 0.000 | 3.000 | 1338 |
Revolving_credit_growth | 0.580 | 0.887 | 0.000 | 4.000 | 6581 | 0.151 | 0.477 | 0.000 | 4.000 | 1,005,653 | 0.175 | 0.470 | 0.000 | 3.000 | 1338 |
Credit_balance_1 | 0.023 | 0.205 | − 0.970 | 2.000 | 6581 | 0.002 | 0.116 | − 1.000 | 2.000 | 1,005,653 | 0.022 | 0.332 | − 1.000 | 2.000 | 1338 |
Credit_balance_2 | 0.018 | 0.166 | − 1.000 | 2.000 | 6581 | 0.003 | 0.111 | − 1.000 | 2.000 | 1,005,653 | 0.014 | 0.286 | − 1.000 | 2.000 | 1338 |
Credit_balance_3 | 0.016 | 0.175 | − 1.000 | 2.000 | 6581 | 0.002 | 0.120 | − 1.000 | 2.000 | 1,005,653 | 0.002 | 0.321 | − 1.000 | 2.000 | 1338 |
Credit_balance_4 | 0.034 | 0.220 | − 1.000 | 2.000 | 6581 | 0.002 | 0.115 | − 1.000 | 2.000 | 1,005,653 | 0.019 | 0.285 | − 1.000 | 2.000 | 1338 |
Credit_balance_5 | 0.031 | 0.195 | − 0.995 | 2.000 | 6581 | 0.003 | 0.118 | − 1.000 | 2.000 | 1,005,653 | 0.007 | 0.287 | − 1.000 | 2.000 | 1338 |
Credit_balance_growth | 0.141 | 0.569 | − 0.965 | 4.000 | 6581 | 0.013 | 0.282 | − 1.000 | 4.000 | 1,005,653 | 0.071 | 0.569 | − 1.000 | 2.000 | 1338 |
Provisions_Bank | 0.097 | 0.191 | 0.000 | 1.000 | 6581 | 0.052 | 0.210 | 0.000 | 1.000 | 1,005,653 | 0.026 | 0.073 | 0.000 | 0.700 | 1338 |
Revolving_credit | 0.078 | 0.177 | 0.000 | 1.000 | 6581 | 0.022 | 0.105 | 0.000 | 1.000 | 1,005,653 | 0.095 | 0.274 | 0.000 | 1.000 | 1338 |
Credit_past_due_FS | 0.037 | 0.141 | 0.000 | 1.000 | 6581 | 0.016 | 0.102 | 0.000 | 1.000 | 1,005,653 | 0.008 | 0.067 | 0.000 | 0.980 | 1338 |
Credit_past_due_FS_1 | 0.023 | 0.112 | 0.000 | 1.000 | 6581 | 0.010 | 0.083 | 0.000 | 1.000 | 1,005,653 | 0.003 | 0.036 | 0.000 | 0.630 | 1338 |
Credit_past_due_FS_2 | 0.012 | 0.078 | 0.000 | 1.000 | 6581 | 0.006 | 0.066 | 0.000 | 1.000 | 1,005,653 | 0.002 | 0.029 | 0.000 | 0.630 | 1338 |
Write-offs_FS | 0.064 | 0.377 | 0.000 | 3.000 | 6581 | 0.030 | 0.267 | 0.000 | 3.000 | 1,005,653 | 0.027 | 0.264 | 0.000 | 3.000 | 1338 |
Provisions_FS | 0.088 | 0.215 | 0.000 | 3.000 | 6581 | 0.035 | 0.146 | 0.000 | 3.000 | 1,005,653 | 0.035 | 0.125 | 0.000 | 1.000 | 1338 |
Credit_due_360 | 0.568 | 0.372 | 0.000 | 1.000 | 6581 | 0.290 | 0.286 | 0.000 | 1.000 | 1,005,653 | 0.664 | 0.353 | 0.000 | 1.000 | 1338 |
Credit_due_720 | 0.722 | 0.325 | 0.000 | 1.000 | 6581 | 0.418 | 0.323 | 0.000 | 1.000 | 1,005,653 | 0.865 | 0.253 | 0.000 | 1.000 | 1338 |
Credit_due_1440 | 0.874 | 0.249 | 0.000 | 1.000 | 6581 | 0.577 | 0.336 | 0.000 | 1.000 | 1,005,653 | 0.957 | 0.172 | 0.000 | 1.000 | 1338 |
Credit_due_1800 | 0.904 | 0.230 | 0.000 | 1.000 | 6581 | 0.633 | 0.333 | 0.000 | 1.000 | 1,005,653 | 0.966 | 0.163 | 0.000 | 1.000 | 1338 |
Credit_past_due_Bank | 0.045 | 0.173 | 0.000 | 1.000 | 6581 | 0.015 | 0.088 | 0.000 | 1.000 | 1,005,653 | 0.025 | 0.149 | 0.000 | 1.000 | 1338 |
Credit_past_due_Bank_1 | 0.023 | 0.126 | 0.000 | 1.000 | 6581 | 0.012 | 0.076 | 0.000 | 1.000 | 1,005,653 | 0.005 | 0.068 | 0.000 | 1.000 | 1338 |
Credit_past_due_Bank_2 | 0.010 | 0.085 | 0.000 | 1.000 | 6581 | 0.008 | 0.059 | 0.000 | 1.000 | 1,005,653 | 0.003 | 0.056 | 0.000 | 1.000 | 1338 |
Loan | 0.314 | 0.431 | 0.000 | 1.000 | 6581 | 0.164 | 0.330 | 0.000 | 1.000 | 1,005,653 | 0.352 | 0.465 | 0.000 | 1.000 | 1338 |