Assessment of the probability of default of a legal entity, depending on whether the borrower was previously issued court decisions and what their content was, both as a plaintiff and as a defendant.
Scoring for legal entities
This decision is particularly useful for assessing the risk of issuing a credit to borrowers whose credit history is either uninformative or absent.
Contents
Identification
Borrower’s current ID data and the history of changes made to it.
Scoring
A value from 0 to 1 that determines the probability of late payments of over 100 UAH that are at least 90 days past due within a 12-month period on a loan being considered.
Model
Target function
Late payment of over 100 UAH at least 90 days past due within.
Predictors
Unigrams, bigrams and trigrams of text attributes.
Method
Intellectual analysis of the text and tonality analysis.
0.84
ROC-AUC “plaintiff”
0.795
ROC-AUC “defendant”
Default probability based on scoring
The plaintiff model
The defendant model
