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Análise do credit scoring

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  • Puertas Medina, Rosa
  • Selva, Maria Luisa Martí

Abstract

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.

Suggested Citation

  • Puertas Medina, Rosa & Selva, Maria Luisa Martí, 2013. "Análise do credit scoring," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 53(3), May.
    • Handle: RePEc:fgv:eaerae:v:53:y:2013:i:3:a:30041
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