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University of Illinois at Urbana-Champaign
Issues in Credit Risk Assessment in Agricultural Credit Markets
Abstract
dc:descriptionFour explanatory variables: DA, wcVFP, ROA, and TDCLR are selected based on different criteria to determine the creditworthiness of borrowers. Predictability of the estimated model for default is compared with the actual data. Classification accuracy is utilized with the discrete models, while RMSE is used with the continuous models. The importance of the estimated models is also examined by the marginal effects of the explanatory variables on the probability of default.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Agricultural Economics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2015
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Onyeaghala, Raphael Onyema
- Contributors dc:contributor
-
- Paul N. Ellinger
Subjects
dc:subject × 1Rights
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
- (MiAaPQ)AAI3101937
- OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/82963