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	Provedor de dados AgEcon (4) Colegio de Postgraduados (2) Autor Epperson, James E. (3) Escalante, Cesar L. (3) Escalona Cortés, Arturo (2) Brooks, Rodney L. (1) Gloy, Brent A. (1) Gunderson, Michael A. (1) Gunter, Lewell F. (1) LaDue, Eddy L. (1) Raghunathan, Uthra (1) Stegelin, Forrest E. (1) Wu, Ya (1) Mais... Palavra-chave Credit risk (6) Agricultural Finance (3) Especificidad (2) Estadística (2) Farm Service Agency (2) Logistic regression (2) Maestría (2) Microcredit (2) Microcréditos (2) Racial bias (2) Regresión logística (2) Riesgo crediticio (2) Sensibilidad (2) Sensitivity (2) Specificity (2) Agricultural lending (1) Binomial logistic regression (1) Class-action suit (1) Credit quality (1) Credit risk migration (1) Mais... Tipo do documento Conference Paper or Presentation (2) Journal Article (1) Report (1) Ano 2011 (2) 2009 (2) 2006 (1) 2004 (1) País United States (4) Mexico (2) Idioma Inglês (4) Espanhol (2)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 6 Primeira ... 1 ... Última Uso de los modelos credit scoring en microfinanzas. Colegio de Postgraduados Escalona Cortés, Arturo. En el presente trabajo se presenta un modelo credit scoring en microfinanzas el cual permita calificar los solicitantes de un microcrédito. El modelo propuesto se basa en el modelo de regresión logística. La evaluación del modelo incluye el ajuste medido por la estadística Hosmer-Lemeshow, poder predictivo medido por la R2, poder discriminatorio medido por la curva ROC y área bajo la curva ROC. Además, se determinó un pundo de corte para validar el modelo. La información de clientes durante el período de mayo de 2008 a abril de 2009 de la empresa microfinanciera MásKapital se utilizó como base para desarrollar y calibrar el modelo. Se obtuvo un buen ajuste de este, reflejado en los resultados de validación que, presentan una clasificación total correcta... Palavras-chave: Riesgo crediticio; Regresión logística; Microcréditos; Sensibilidad; Especificidad; Credit risk; Logistic regression; Microcredit; Sensitivity; Specificity; Maestría; Estadística. Ano: 2011 URL: http://hdl.handle.net/10521/414 Uso de los modelos credit scoring en microfinanzas. Colegio de Postgraduados Escalona Cortés, Arturo. En el presente trabajo se presenta un modelo credit scoring en microfinanzas el cual permita calificar los solicitantes de un microcrédito. El modelo propuesto se basa en el modelo de regresión logística. La evaluación del modelo incluye el ajuste medido por la estadística Hosmer-Lemeshow, poder predictivo medido por la R2, poder discriminatorio medido por la curva ROC y área bajo la curva ROC. Además, se determinó un pundo de corte para validar el modelo. La información de clientes durante el período de mayo de 2008 a abril de 2009 de la empresa microfinanciera MásKapital se utilizó como base para desarrollar y calibrar el modelo. Se obtuvo un buen ajuste de este, reflejado en los resultados de validación que, presentan una clasificación total correcta... Palavras-chave: Riesgo crediticio; Regresión logística; Microcréditos; Sensibilidad; Especificidad; Credit risk; Logistic regression; Microcredit; Sensitivity; Specificity; Maestría; Estadística. Ano: 2011 URL: http://hdl.handle.net/10521/414 Gender Bias Claims in Farm Service Agency’s Lending Decisions AgEcon Escalante, Cesar L.; Epperson, James E.; Raghunathan, Uthra. This study analyzes the courts’ denial of women farmers’ motion for class-action certification of their lawsuits alleging gender discrimination in Farm Service Agency (FSA) lending decisions. The plaintiffs’ claim of “commonality” of circumstances in women farmers’ dealings with FSA is tested using a four-year sampling of Georgia FSA loan applications. The econometric framework has been developed after accounting for the separability of loan approval and amount decisions, as well as endogeneity issues through instrumental variable estimation. This study’s results do not produce overwhelming evidence of gender bias in FSA loan approval decisions and in favor of the “commonality” argument among Georgia FSA farm loan applicants. Tipo: Report Palavras-chave: Class-action suit; Credit risk; Creditworthiness; Gender discrimination; Heckman selection; Instrumental variable probit; Labor and Human Capital. Ano: 2009 URL: http://purl.umn.edu/54550 Credit Risk Assessment and Racial Minority Lending at the Farm Service Agency AgEcon Escalante, Cesar L.; Brooks, Rodney L.; Epperson, James E.; Stegelin, Forrest E.. The nature of credit risk assessment and basis of loan approval decisions of the Farm Service Agency are analyzed in the aftermath of the black farmers’ 1997 class action suit against the U.S. Department of Agriculture. This study did not uncover convincing evidence of racial discrimination against nonwhite borrowers under a binomial logistic framework based on the probability of a loan application’s approval. Moreover, the collective use of more stringent and objective credit-scoring measures usually employed by commercial lenders is less evident in the Farm Service Agency’s evaluation of loan applications. Tipo: Journal Article Palavras-chave: Binomial logistic regression; Credit risk; Credit-scoring model; Direct lending; Farm Service Agency; Guaranteed lending; Racial bias; Agricultural Finance; Risk and Uncertainty; G20; G21; G28; Q10; Q14. Ano: 2006 URL: http://purl.umn.edu/43749 A DECOMPOSITION APPROACH TO ANALYZING RACIAL AND GENDER BIASES AgEcon Wu, Ya; Escalante, Cesar L.; Gunter, Lewell F.; Epperson, James E.. This study provides a different perspective in revisiting the racial and gender discrimination issue regarding FSA loans. The Oaxaca-Blinder decomposition method, commonly used in wage discrimination analysis, is employed to determine whether there exist unwarranted differences between the loan amounts approved among racial and gender classes. The findings of this study are inconclusive. As with previous studies, no clear and convincing evidence was found to signal racial or gender discrimination with respect to approved loan amounts to farmer borrowers. Tipo: Conference Paper or Presentation Palavras-chave: Credit risk; Farm Service Agency; Gender bias; Oaxaca-Blinder decomposition; Racial bias; Agricultural Finance. Ano: 2009 URL: http://purl.umn.edu/49308 CREDIT RISK MIGRATION EXPERIENCED BY AGRICULTURAL LENDERS AgEcon Gloy, Brent A.; LaDue, Eddy L.; Gunderson, Michael A.. Loan records and lender credit risk classifications are used to examine agricultural credit risk migration. The results include estimates of the likelihood of borrowers transitioning among five credit risk tiers. The paper also examines factors that influence or predict credit risk migration and its impact on loan pricing. Tipo: Conference Paper or Presentation Palavras-chave: Credit risk; Agricultural lending; Credit risk migration; Credit quality; Agricultural Finance. Ano: 2004 URL: http://purl.umn.edu/19944 Registros recuperados: 6 Primeira ... 1 ... Última

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