University of Macau Library

Author: Fong, Davis KC
Title: Evaluating the likelihood of forcelosure on delinquent loans: The case in Macau
Journal Name: Euro Asia Journal of Management
Pub. Info: Jul. 1997, No.14, pp. 5-28
Abstract: Paragraph Headings: 1. Introduction 2. Background of loan default 3. Prior research on determinatant of default risk 4. Data and methodology 5. Variable selection 6. General characteristics of the sample 7. Non-parametric and univariate tests 7.1. T-test results 7.2. Chi-square results 8. Logistic regression analysis 8.1. Model selection 9. Research findings 9.1. Generalizations 9.2. Group A's model 9.3. Group B's model 10. Implications for credit management in Macau 11. Conclusions Tables: 1. Definition of variables 2. Selected characteristics of sample loans 3. Delinquencies: Resolutions and reasons 4. Loan classification of group A and group B 5.1. T-tests for mean difference: Information at delinquency and at time of application (group A) 5.2. T-tests for mean difference: Information at delinquency and at time of application (group B) 6.1. Chi-square tests of independence (group A) 6.2. Chi-square tests of independence (group B) 7.1. Parameter estimates for the logistic regression model (group A) 7.2. Parameter estimates for the logistic regression model (group B)