Evaluation of Corporate Loans with Artificial Intelligence and Macroeconomic Indicators

In this study, a machine learning algorithm-based credit default risk determination was conducted for the Okm vehicle corporate portfolio in an automotive finance company, using macroeconomic variables. Calculating the probability of default for corporate loans requires an assessment of both the company and the guarantors. The financial history and overall condition of the company and the guarantor play a critical role in determining credit risk before making a credit decision. The dataset used in the study includes demographic, behavioral credit variables, and macroeconomic indicators. By utilizing this model in the Decision Support System, we developed a credit granting strategy that will reduce the overall default rate in the long term