ANÁLISIS DEL CREDIT SCORING
The problem of unpaid bank debts is becoming increasingly important in developed countries. Many empirical works are being published in an attempt to find a model capable of determining as accurately as possible whether an individual requesting a loan will be able to pay it back. This paper analyses...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Fundação Getulio Vargas, Escola de Administração de Empresas de São Paulo
2013-05-01
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| Series: | RAE: Revista de Administração de Empresas |
| Subjects: | |
| Online Access: | http://rae.fgv.br/sites/rae.fgv.br/files/artigos/10.1590-0034-7590201300300007.pdf |
| _version_ | 1797715005476438016 |
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| author | Rosa Puertas Medina Maria Luisa Martí Selva |
| author_facet | Rosa Puertas Medina Maria Luisa Martí Selva |
| author_sort | Rosa Puertas Medina |
| collection | DOAJ |
| description | The problem of unpaid bank debts is becoming increasingly important in developed countries. Many empirical works are being published in an attempt to find a model capable of determining as accurately as possible whether an individual requesting a loan will be able to pay it back. This paper analyses the predicting capability of one non-parametric and two parametric models. As regards the former, the often-overlooked problem of overlearning is also tackled using the cross-validation technique. Furthermore, a three-level grading of loan applications is proposed depending on their likely performance: grant, refuse, or doubtful hence subject to manual consideration by bank staff. |
| first_indexed | 2024-03-12T08:00:27Z |
| format | Article |
| id | doaj.art-f2662621fc6f4e1bb075136b464042e2 |
| institution | Directory Open Access Journal |
| issn | 0034-7590 2178-938X |
| language | English |
| last_indexed | 2024-03-12T08:00:27Z |
| publishDate | 2013-05-01 |
| publisher | Fundação Getulio Vargas, Escola de Administração de Empresas de São Paulo |
| record_format | Article |
| series | RAE: Revista de Administração de Empresas |
| spelling | doaj.art-f2662621fc6f4e1bb075136b464042e22023-09-02T19:55:43ZengFundação Getulio Vargas, Escola de Administração de Empresas de São PauloRAE: Revista de Administração de Empresas0034-75902178-938X2013-05-01533303315ANÁLISIS DEL CREDIT SCORINGRosa Puertas MedinaMaria Luisa Martí SelvaThe problem of unpaid bank debts is becoming increasingly important in developed countries. Many empirical works are being published in an attempt to find a model capable of determining as accurately as possible whether an individual requesting a loan will be able to pay it back. This paper analyses the predicting capability of one non-parametric and two parametric models. As regards the former, the often-overlooked problem of overlearning is also tackled using the cross-validation technique. Furthermore, a three-level grading of loan applications is proposed depending on their likely performance: grant, refuse, or doubtful hence subject to manual consideration by bank staff.http://rae.fgv.br/sites/rae.fgv.br/files/artigos/10.1590-0034-7590201300300007.pdfCredit scoringlogitdiscriminant analysisclassification treescross-validation |
| spellingShingle | Rosa Puertas Medina Maria Luisa Martí Selva ANÁLISIS DEL CREDIT SCORING RAE: Revista de Administração de Empresas Credit scoring logit discriminant analysis classification trees cross-validation |
| title | ANÁLISIS DEL CREDIT SCORING |
| title_full | ANÁLISIS DEL CREDIT SCORING |
| title_fullStr | ANÁLISIS DEL CREDIT SCORING |
| title_full_unstemmed | ANÁLISIS DEL CREDIT SCORING |
| title_short | ANÁLISIS DEL CREDIT SCORING |
| title_sort | analisis del credit scoring |
| topic | Credit scoring logit discriminant analysis classification trees cross-validation |
| url | http://rae.fgv.br/sites/rae.fgv.br/files/artigos/10.1590-0034-7590201300300007.pdf |
| work_keys_str_mv | AT rosapuertasmedina analisisdelcreditscoring AT marialuisamartiselva analisisdelcreditscoring |