Can I read Samsung Card Lending Model on EtoBox?

Samsung Card Lending Model by Jaeyung Huh; Woojin Chang; Junghoon Lee; Jaeyong Lee is a Engineering article available to read on EtoBox.

What is Samsung Card Lending Model about?

Samsung Card Lending Model (SCLM) analyzes cash flow in individual accounts and measures the level of company-wide risk. Serving as a risk and portfolio management model in the consumer lending business, the main features of SCLM are as follows. Default ratios such as intrinsic balance default probability and annual default ratio are computed using the past, present, and future cash flows of accounts. The provision is shown as the total sum of write-offs. The size of capital required is determined by default probability distribution. The price for new accounts is quoted based on cash flow simulations reflecting future business environments. SCLM has shown good performance in Samsung card consumer lending business since the Korean credit card crisis of 2003.

Who reads Samsung Card Lending Model?

Author

Jaeyung Huh; Woojin Chang; Junghoon Lee; Jaeyong Lee

Publisher

Elsevier Science; Elsevier ; Elsevier BV (ISSN 0377-2217)

Published

2010

Language

EN

Field

Engineering (Physical Sciences)