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Table 5 Parameters and criteria adopted to classify borrowers in the real bank examination

From: To supervise or to self-supervise: a machine learning based comparison on credit supervision

Parameters Description
Bank Medium-sized bank (R$ 12 billion loan portfolio)a
Extraction date June/2019
Good borrowers Considered as under 90 day past-due by CBB’s on-site credit supervision
Bad borrowers Considered as over 90 day past-due by CBB’s on-site credit supervision
Materiality Loans in excess of R$ 10,000
  1. aApproximately US$ 2.400 billion