Saturday, 28 December 2024
ARTICLE

Predictors of Consumer Creditworthiness: Evidence from Personal Loan Borrowers of a Leading Public Bank in Sri Lanka


References

Abdou, H. A., & Pointon, J. (2011). Credit Scoring, Statistical Techniques, And Evaluation Criteria: A Review of the Literature: Credit Scoring, Techniques & Evaluation Criteria: A Literature REVIEW. Intelligent Systems in Accounting, Finance, and Management, 18(2–3), 59–88. https://doi.org/10.1002/isaf.325

Abdou, H., El-Masry, A. & Pointon, J. (2007). On the applicability of credit scoring models in Egyptian banks, Banks and Bank Systems, 2(1), pp. 4-20.

Achsan, W., Achsani, N. A, & Bandono, B. (2022). The Demographic and Behavior Determinant of Credit Card Default in Indonesia. Signifikan: Jurnal Ilmu Ekonomi, 11(1), 43-56. https://doi.org/10.15408/sjie. v11i1.20215

Agarwal, S., Chomsisengphet, S. & Liu, C. (2009). Consumer Bankruptcy and Default: The Role of Individual Social Capital, Journal of Economic Psychology, 32(4), pp. 632-650. https://doi.org/10.1016/j.joep.2010.11.007

Agbemava, E., Nyarko, I. K., Adade, T. C., & Bediako, A. K. (2016). Logistic Regression Analysis of Predictors Of Loan Defaults By Customers Of Non-Traditional Banks In Ghana. European Scientific Journal, ESJ, 12(1), 175. https://doi.org/10.19044/esj.2016.v12n1p175

Bendickson, J., Muldoon, J., Liguori, E.W. and Davis, P.E. (2016). Agency theory: background and epistemology, Journal of Management History, 22(4), 437-449. https://doi.org/10.1108/JMH-06-2016-0028

Charitou, A., Neophytou, E., & Charalambous, C. (2004). Predicting corporate failure: Empirical evidence for the UK. European Accounting Review, 13(3), 465–497. https://doi.org/10.1080/0963818042000216811

Chen, K., Zhu, K., Meng, Y., Yadav, A., & Khan, A. (2020). Mixed Credit Scoring Model of Logistic Regression and Evidence Weight in the Background of Big Data. https://doi.org/10.1007/978-3-030-16657-1_40

De Silva, R.V., & Weerakoon B. (2022). Impact of CEO characteristics on capital structure. Asian Journal of Business and Accounting. 15 (1). https://doi.org/10.22452/ajba.vol15no1.3

Dinh T. H. T, & Kleimeier S., (2007). A credit scoring model for Vietnam's retail banking market. International review of financial analysis, pp. 471-495. https://doi.org/10.1016/j.irfa.2007.06.001

Dong, G., Lai, K. K., & Yen, J. (2010). Credit scorecard based on logistic regression with random coefficients. Procedia Computer Science, 1(1), 2463–2468. https://doi.org/10.1016/j.procs.2010.04.278

Fadare, S. O. (2011). The banking crisis and financial stability in Nigeria. International Research Journal of Finance and Economics, 63(3), 1234–1256. https://doi.org/10.5539/ijef.v3n5p3

Fernando, J.M.R., Li, L. & Hou, G. (2022). Information Selection in Default Prediction: Sri Lankan Bankers’ Perspectives. International Journal of Accounting and Business Finance, 8(2), 106-134. http://doi.org/10.4038/ijabf.v8i2.127

Ford, J. (1988), The Indebted Society: Credit and Default in the 1980s, Routledge, London

Hand D.J., & Henley W.E., (1997). Statistical classification methods in consumer credit scoring: a review. Journal of the royal statistical society: series A (statistic in society), pp. 525-541. https://www.jstor.org/stable/2983268

Haq, M. (2010). Factors determining bank risks: A European perspective (p. 52). Presented at the 2010 AFAANZ Conference, Christchurch, New Zealand. http://doi.org/DOI: 10.1016/j.intfin.2012.04.003

Hasan, K. (2016). Development of a Credit Scoring Model for Retail Loan Granting Financial Institutions from Frontier Markets. International Journal of Business and Economics Research, 5(5), 135. http://doi.org/10.11648/j.ijber.20160505.11

Hendriadi, R., Putri, A., Amelia, D., & Syafrina, R. (2018). Design and Development of Credit scoring Model for Conventional Banks for Individual Borrowing Case Study on PT BPR Sungai Puar District Agam. Journal of Accounting Research, Organization, and Economics, 1(1), 43–56. http://doi.org/10.24815/jaroe.v1i1.10749

Huang, S. (2018). A Research on The Default Risk of Credit Card Client in Thailand. UMT Poly Journal, 16(1), 254-264. https://doi.org/10.15408/sjie. v11i1.20215

Iqbal, Z. and Rao, Z.U.(2022). Social capital and loan credit terms: does it matter in microfinance contract?, Journal of Asian Business and Economic Studies, Vol. ahead-of-print No. ahead-of-print.  https://doi.org/10.1108/JABES-10-2021-0185

Jacobson, T., & Roszbach, K. (2003). Bank lending policy, credit scoring, and value-at-risk. Journal of Banking & Finance, 27(4), 615–633. https://doi.org/10.1016/S0378-4266(01)00254-0

Kanwar, A. A. (2005). Risk Management for Banks. Journal of Market Forces, 1 (1), 1-7.

Kiarie, F. K., Nzuki, D. M., & Gichuhi, A. W. (2015). Influence of Socio-Demographic Determinants on Credit Cards Default Risk in Commercial Banks in Kenya. International Journal of Science and Research, 4(5), pp. 1611-1615.

Kim, H., Cho, H., & Ryu, D. (2018). An Empirical Study on Credit Card Loan Delinquency. Economic Systems, 42(3), 437-44. https://doi.org/10.1016/j.ecosys.2017.11.003

Lakshan, A. M. I. & Wijekoon, W. M. H. N. (2012). Corporate governance and corporate failure. Procedia Economics and Finance, 2, 191-198. https://doi.org/10.1016/S2212-5671(12)00079-2

Li, Y., Li, Y., & Li, Y. (2019). What Factors are Influencing Credit Card Customer’s Default Behavior in China? A study based on survival analysis. Physica A: Statistical Mechanics and Its Applications, 526, 120861. https://doi.org/10.1016/j.physa.2019. 04.097

Lieli, R. P., & White, H. (2010). The Construction of Empirical Credit Scoring Models            Based on Maximization Principles. Journal of Econometrics, 157 (1), 110-119.

Lv, X., Li, J., Zhang, S., Li, Y., & Wang, C. (2017). Research on the Influencing Factors of Personal Credit Based on a Risk Management Model in the Background of Big Data. Journal of Applied Mathematics and Physics, 05(03), 722–733. https://doi.org/10.4236/jamp.2017.53061

Obare, D. M., Njoroge, G. G., & Muraya, M. M. (2019b). Analysis of Individual Loan Defaults Using Logit under Supervised Machine Learning Approach. Asian Journal of Probability and Statistics, 1–12. https://doi.org/10.9734/ajpas/2019/v3i430100

Puspitasari, D.M., Febrian, E. & Anwar, M. (2021). Determinants of Default Risks and Risk Management: Evidence from Rural Banks in Indonesia. Journal of Asian Finance, Economics and Business, 8 (8), 497–502. https://doi.org/10.13106/jafeb.2021.vol8.no8.0497

Richard, C. & Sevias, G. (2022) On the predictors of loan utilization and delinquency among microfinance borrowers in Zimbabwe: A Poisson regression approach, Cogent Economics & Finance, 10:1. https://www.tandfonline.com/loi/oaef20

Rizyamesa, A. & Rahadi, R. A. (2020). A Conceptual Model of Credit Scorecard in Productive Loan. Advanced International Journal of Banking, Accounting, and Finance, 2(4), 25–41. https://DOI 10.35631/AIJBAF.24003

Samreen, A. & Zaidi, F.B. & Sarwar, A. (2013). Design and Development of Credit Scoring Model for the Commercial banks of Pakistan: Forecasting Creditworthiness of Individual Borrowers.  International Journal of Business and Social Science.

Siddiqui, N. (2006). Credit Scorecards. John Wiley&Sons Inc.

Thomas, L.C., Edelman, D.B. & Crook, L.N. (2002). Credit Scoring and Its Applications. Philadelphia: Society for Industrial and Applied Mathematics.

Warnakulasuriya, M. N. (2016). Factor Affecting Non-Performing Portofolio of Credit Card Based Personal Financing: Case of Sampath and Hatton National Bank in Colombo District. (Unpublished Thesis). University of Sri Jayewardenepura. https://doi.org/10.31357/fmscmst.2016.00243.