Application of Logit Model in Personal Credit Ranking Econometrics Term Project Supervisor: Dr. Le Cong Tru Class 19 – Group 3 – Member list: Nguyen Duy Chinh Le Minh Tien Dinh Thi Tan Hong Nguyen Hung April‚ 2013 Abstract Personal credit ranking‚ a new emerged field in banking‚ has been given the expectation to growth in the next few years. Although various ranking methods have existed for years‚ it is needed to have credit ranking models for this purpose. From articles in banking
Premium Logit Logistic regression Statistical hypothesis testing
1. Alpha and Beta Companies can borrow for a five-year term at the following rates: Alpha Beta Moody’s credit rating Aa Baa Fixed-rate borrowing cost 10.5% 12.0% Floating-rate borrowing cost LIBOR LIBOR + 1% a. Calculate the quality spread differential (QSD). b. Develop an interest rate swap in which both Alpha and Beta have an equal cost savings in their borrowing costs. Assume Alpha desires floating-rate debt and Beta desires fixed-rate debt. No swap bank is involved in this
Premium Money
Rating Scale Abstract Hamilton Depression Rating Scale which is observer-rating scale is used to assess severity and type of depression. The aim of this paper is to review and evaluate psychometric properties of HDRS. Six articles which used HDRS are analyzed in terms of reliability and validity evidence of HDRS. Hamilton Depression Rating Scale
Premium Psychometrics Reliability Major depressive disorder
Benchmarking Credit ratings September 2013 Project team: Tom Hird Annabel Wilton CEG Asia Pacific 234 George St Sydney NSW 2000 Australia T +61 2 9881 5750 www.ceg-ap.com Table of Contents Executive summary........................................................................................ 1 1 Introduction ............................................................................................ 6 2 SNL Financial dataset ......................................
Premium Regression analysis
offer self-contained Pre-Investment and Pre-Feasibility Studies‚ Market Surveys and Studies‚ Preparation of Techno-Economic Feasibility Reports‚ Identification and Selection of Plant and Machinery‚ Manufacturing Process and or Equipment required‚ General Guidance‚ Technical and Commercial Counseling for setting up new industrial projects on the following topics. Many of the engineers‚ project consultant & industrial consultancy firms in India and worldwide use our project reports as one of the
Premium Tobacco Market research Marketing research
GAME OF THE GENERALS I. History The Game of the Generals‚ also called Salpakan and simply The Generals‚ is an educational wargame invented in the Philippines by Sofronio H. Pasola‚ Jr. in 1970. It can be played within twenty to thirty minutes. It is designed for two players and requires the use of logic. The games simulates armies at war trying to outflank and outmaneuver each other. As in actual warfare‚ the game allows only one side’s plan to succeed. Certain strategies and tactics‚ however
Premium Corporal Chess
GENERAL ELECTRIC General Electric is a company who strives to put their best foot forward. For more then 120 years‚ General Electric has been number one in the products they sell. From airplane engines to light bulbs‚ their attitude has been admired not only in America‚ but worldwide. GE serves customers in more than 100 countries and employs more than 300‚000 people worldwide. After all GE has accomplished‚ including revenues of 152.4 billion dollars in 2004‚ the company still maintains
Premium General Electric
research was an attempt to find evidence for Scarpello and Campbell’s (1983) conclusion that a single-item global measure is more content valid than a composite facet measure for assessing overall job satisfaction. The first study investigated responses from employees in three separate plants who completed a facet measure‚ a single-item global measure‚ along with items and facets chosen by an employee committee. Results indicated that the employeechosen facets accounted for some incremental variance
Premium Management Strategic management Finance
Chapter 1 explores the concepts surrounding organizational strategy. It begins with an explanation of the term strategy and offers a basis for how to identify a company’s particular strategy. Next‚ it explores the importance of striving for competitive advantage in the marketplace and examines the role strategy plays in achieving this advantage. The chapter then explores the idea that strategy is partly proactive and partly reactive. Next‚ a discussion on strategy and ethics is given. This is followed
Premium Strategic management Strategic planning Management
6. Below are listed some objects of varying degrees of abstraction. Suggest properties of each of these objects that can be measured by each of the four basic types of scales. There are relatively few pure interval scales found in business research. Almost all text discussions of this scale refer to the example of temperature scales. However‚ some attitude scales such as the Likert and Semantic Differential‚ are claimed to approach interval characteristics. In addition‚ approximate interval scales
Premium Psychometrics Preference Likert scale