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
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 |
| Summary: | 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. |
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| ISSN: | 0034-7590 2178-938X |