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Table 9 Variables descriptions

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

Variable Description Format
BCP0 Borrower’s cash performance index: realized cash flows to expected cash flows ratio. Reflects the amount paid by the borrower in relation to the contractual payment forecast. Considers a 6-month period previously to the starting date and does not net off rollovers from the amount realized From 0 to 1, with 4 decimal places
BCP1 Borrower’s cash performance of first order index: net realized cash flows to expected cash flows ratio. Reflects the net amount paid by the borrower in relation to the contractual payment forecast. Considers a six-month period previously to the starting date and nets off rollovers from the amount realized From 0 to 1, with 4 decimal places
Grace_period Credit balance under grace period Dummy (1 if yes; 0 otherwise)
BLP Borrower’s liquidity performance index: net realized cash flows to the amount due ratio. Reflects the net amount paid by the borrower in relation to the credit balance. Considers a six-month period previously to the starting date and nets off rollovers from the amount realized From 0 to 1, with 4 decimal places
Revolving_credit_growth Revolving credit balance rate of change between MONTH-5 and MONTH0. (starting date) From − 1 to + 2, with 4 decimal places
Credit_balance_1 Credit balance rate of change between MONTH-1 and MONTH0 (starting date) From − 1 to + 2, with 4 decimal places
Credit_balance_2 Credit balance rate of change between MONTH-2 and MONTH-1 From − 1 to + 2, with 4 decimal places
Credit_balance_3 Credit balance rate of change between MONTH-3 and MONTH-2 From − 1 to + 2, with 4 decimal places
Credit_balance_4 Credit balance rate of change between MONTH-4 and MONTH-3 From − 1 to + 2, with 4 decimal places
Credit_balance_5 Credit balance rate of change between MONTH-5 and MONTH-4 From − 1 to + 2, with 4 decimal places
Credit_balance_growth Credit balance rate of change between MONTH-5 and MONTH0. (starting date) From − 1 to + 2, with 4 decimal places
Provisions_Bank Credit provisions to credit portfolio ratio in the bank From 0 to 1, with 4 decimal places
Revolving_credit Revolving credit to credit portfolio ratio From 0 to 1, with 4 decimal places
Credit_past_due_FS Amount of credit past due to the credit portfolio ratio in the financial system (except for the bank) From 0 to 1, with 4 decimal places
Credit_past_due_FS_1 Amount of credit 90 days past due to the credit portfolio ratio in the financial system (except for the bank) From 0 to 1, with 4 decimal places
Credit_past_due_FS_2 Amount of credit 180 days past due to the credit portfolio ratio in the financial system (except for the bank) From 0 to 1, with 4 decimal places
Write-offs_FS Write-offs to credit portfolio ratio in the financial system From 0 to 1, with 4 decimal places
Provisions_FS Credit provisions to credit portfolio ratio in the financial system (except for the bank) From 0 to 1, with 4 decimal places
Credit_due_360 Amount of credit due up to 360 days to the credit balance ratio From 0 to 1, with 4 decimal places
Credit_due_720 Amount of credit due up to 720 days to the credit balance ratio From 0 to 1, with 4 decimal places
Credit_due_1440 Amount of credit due up to 1440 days to the credit balance ratio From 0 to 1, with 4 decimal places
Credit_due_1800 Amount of credit due as of 1800 days from starting date to the credit balance ratio From 0 to 1, with 4 decimal places
Credit_past_due_Bank Amount of credit past due to the credit balance ratio in the bank From 0 to 1, with 4 decimal places
Credit_past_due_Bank_1 Amount of credit 90 days past due to the credit balance ratio in the bank From 0 to 1, with 4 decimal places
Credit_past_due_Bank_2 Amount of credit 180 days past due to the credit balance ratio in the bank From 0 to 1, with 4 decimal places
Loan Loans to credit portfolio ratio From 0 to 1, with 4 decimal places