Credit risk evaluating using SVM

Abstract

A credit risk is the risk of default on a debt that could occur when a debtor could not mange to make required payments. This is a big issue because credit risk is one of the primary risks of the financial institutes. Whether the borrower can pay back the debt and how the banks estimate the debt-paying ability of borrowers is of the interest of this empirical research.In this paper, in order to predict the company bankruptcy the SVM are used.