Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no Brasil
The development of scoring models for credit risk management and behaviour analysis of clients is quite important in the routine of commercial banks, financing companies, credit card operations, marketing units and large department stores. Statistical techniques such as logistic regression, discrim...
| Main Authors: | , |
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| Format: | Article |
| Language: | Portuguese |
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Universidade de São Paulo
2003-08-01
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| Series: | Economia Aplicada |
| Subjects: | |
| Online Access: | https://www.revistas.usp.br/ecoa/article/view/220228 |
| _version_ | 1827585522007015424 |
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| author | Luis Fernando Landa Lecumberri Antonio Marcos Duarte Júnior |
| author_facet | Luis Fernando Landa Lecumberri Antonio Marcos Duarte Júnior |
| author_sort | Luis Fernando Landa Lecumberri |
| collection | DOAJ |
| description |
The development of scoring models for credit risk management and behaviour analysis of clients is quite important in the routine of commercial banks, financing companies, credit card operations, marketing units and large department stores. Statistical techniques such as logistic regression, discriminant analysis, decision trees etc., have dominated the literature when the subject is related to credit modelling. An important point remains ignored, however: tracking the performance of theses models and validating their predictive ability after their implementation. In this article we present a methodology to track the stability of credit and behaviour scoring models, checking their predictions through time, in order to avoid problems when granting credit for clients. Several examples are presented in order to illustrate the practical use of our proposal. Our proposal seeks to generate actions to avoid possible operational and modelling failures related to these models, suggesting in some cases that these models be replaced by new models.
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| first_indexed | 2024-03-08T23:47:41Z |
| format | Article |
| id | doaj.art-7af4119fceb849e2881f5120b535627b |
| institution | Directory Open Access Journal |
| issn | 1413-8050 1980-5330 |
| language | Portuguese |
| last_indexed | 2024-03-08T23:47:41Z |
| publishDate | 2003-08-01 |
| publisher | Universidade de São Paulo |
| record_format | Article |
| series | Economia Aplicada |
| spelling | doaj.art-7af4119fceb849e2881f5120b535627b2023-12-13T16:13:12ZporUniversidade de São PauloEconomia Aplicada1413-80501980-53302003-08-0174Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no BrasilLuis Fernando Landa Lecumberri0Antonio Marcos Duarte Júnior1Unibanco S. A.Instituto Brasileiro de Mercado de Capitais The development of scoring models for credit risk management and behaviour analysis of clients is quite important in the routine of commercial banks, financing companies, credit card operations, marketing units and large department stores. Statistical techniques such as logistic regression, discriminant analysis, decision trees etc., have dominated the literature when the subject is related to credit modelling. An important point remains ignored, however: tracking the performance of theses models and validating their predictive ability after their implementation. In this article we present a methodology to track the stability of credit and behaviour scoring models, checking their predictions through time, in order to avoid problems when granting credit for clients. Several examples are presented in order to illustrate the practical use of our proposal. Our proposal seeks to generate actions to avoid possible operational and modelling failures related to these models, suggesting in some cases that these models be replaced by new models. https://www.revistas.usp.br/ecoa/article/view/220228creditrisk managementcredit modellingcredit scoringbehaviour scoring |
| spellingShingle | Luis Fernando Landa Lecumberri Antonio Marcos Duarte Júnior Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no Brasil Economia Aplicada credit risk management credit modelling credit scoring behaviour scoring |
| title | Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no Brasil |
| title_full | Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no Brasil |
| title_fullStr | Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no Brasil |
| title_full_unstemmed | Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no Brasil |
| title_short | Uma metodologia para o gerenciamento de modelos de escoragem em operações de crédito de varejo no Brasil |
| title_sort | uma metodologia para o gerenciamento de modelos de escoragem em operacoes de credito de varejo no brasil |
| topic | credit risk management credit modelling credit scoring behaviour scoring |
| url | https://www.revistas.usp.br/ecoa/article/view/220228 |
| work_keys_str_mv | AT luisfernandolandalecumberri umametodologiaparaogerenciamentodemodelosdeescoragememoperacoesdecreditodevarejonobrasil AT antoniomarcosduartejunior umametodologiaparaogerenciamentodemodelosdeescoragememoperacoesdecreditodevarejonobrasil |