Optimization of the Credit Portfolio and Methodology for Evaluating a Public Support Policy: The Case of the Support Fund for Large Ivorian Enterprises (FSGE)

DAYORO, DONATIEN (2024): Optimization of the Credit Portfolio and Methodology for Evaluating a Public Support Policy: The Case of the Support Fund for Large Ivorian Enterprises (FSGE). Published in: Optimization of the Credit Portfolio and Methodology for Evaluating a Public Support Policy: The Case of the Support Fund for Large Ivorian Enterprises (FSGE) , Vol. 39, : pp. 2-38.

Abstract

The article employs a logistic regression model to predict defaults and optimize credit portfolios for enterprises receiving support, showcasing a rigorous methodological approach. It relies on empirical data to ensure the relevance of its findings and utilizes the Evidence-Based Policy Making (EBPM) method, incorporating propensity score matching techniques to correct for selection biases, thereby ensuring accurate evaluations. Additionally, the work adheres to international standards set by the INTOSAI Guide 9020, enhancing its academic credibility. Ultimately, the proposed solutions contribute to both financial theory and public management practices, illustrating the author's ability to harmonize theoretical frameworks with practical applications.

• Item Type: MPRA Paper
• Language: English
• Keywords: Evaluation of public policy INTOSAI standards Management of Covid-19 funds Credit risk Credit rating Logit econometric model
• Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C19 - Other; G - Financial Economics > G2 - Financial Institutions and Services; G - Financial Economics > G3 - Corporate Finance and Governance; G - Financial Economics > G3 - Corporate Finance and Governance > G38 - Government Policy and Regulation; H - Public Economics > H6 - National Budget, Deficit, and Debt > H63 - Debt ; Debt Management ; Sovereign Debt; P - Economic Systems > P5 - Comparative Economic Systems > P50 - General

References

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