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Modelos de Puntaje Crediticio: revisión metodológica y análisis a partir de datos de encuesta

Author

Listed:
  • Cecilia Dassatti

    (Banco Central del Uruguay)

Abstract

Las instituciones financieras enfocadas en la concesión de préstamos al consumo se enfrentan a dos tipos de decisiones: por un lado, deben decidir si conceder un préstamo a un cliente nuevo y, por otro, deben decidir cómo gestionar los préstamos que ya concedieron. Los modelos de puntaje crediticio son técnicas muy utilizadas por las instituciones financieras a la hora de tomar este tipo de decisiones. El objetivo del presente trabajo es analizar los modelos de puntaje crediticio y las herramientas de validación de los mismos. Adicionalmente, se evalúa el grado de implementación de puntaje crediticios en Uruguay a partir de datos de una encuesta realizada en 2014.

Suggested Citation

  • Cecilia Dassatti, 2023. "Modelos de Puntaje Crediticio: revisión metodológica y análisis a partir de datos de encuesta," Documentos de trabajo 2023003, Banco Central del Uruguay.
    • Handle: RePEc:bku:doctra:2023003
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    File URL: https://www.bcu.gub.uy/Estadisticas-e-Indicadores/Documentos%20de%20Trabajo/3.2023.pdf
    File Function: First version, 2023
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    More about this item

    Keywords

    riesgo de crédito; puntaje crediticio; validación;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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