Zusammenfassung
Dieser Beitrag beschäftigt sich mit den aktuellen erscheinungsformen des Kreditbetrugs bei hypothekendarlehen. auf Basis von antragsdaten zu 170.789 realen hypothekenkrediten, in denen eine beachtliche anzahl von nachgewiesenen Betrugsfällen enthalten ist, identifizieren wir determinierende Faktoren für Betrug. mit hilfe logistischer regression werden die einzelnen Determinanten zu einem Betrugsidentifikationsmodell aggregiert. unter einbezug der relevanten ertrags-und Kostentreiber wird abschließend ein Betrugs-management-system entwickelt.
Abstract
This paper investigates current forms of fraud in mortgage lending and identifies selective fraud determinants. Using 170, 789 extensive sets of real mortgage loan application data, containing a substantial number of proved fraud cases, we aggregate these determinants in a logit-regression based fraud detection model. Based on this model we develop a fraud risk management system comprising a cost-benefit analysis spotlighting the key value and cost drivers.
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Dorfleitner, G., Jahnes, H. Determinants of Mortgage Loan Fraud: Empirical Evidence from Germany. Schmalenbachs Z betriebswirtsch Forsch 66, 351–382 (2014). https://doi.org/10.1007/BF03373721
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DOI: https://doi.org/10.1007/BF03373721