Sistemas de información para la administración del riesgo de crédito: relevamiento en el sistema financiero argentino (In Spanish)

Information systems for the management of credit risk: survey in the Argentine financial system (In Spanish)

Cristina Pailhé

MPRA Paper from University Library of Munich, Germany

Abstract: In order to analyse the current state of development and use of the information systems for credit risk in the local financial system, a survey was carried out with a sample of banks that voluntarily decided to take part in the exercise. In relation to the degree of advance of their information systems, the results show that 50% of the banks in the sample are highly developed in that regard (their systems are more than 85% complete), although they are less significant when measured by their assets in terms of the assets of financial system, since the largest banks are not so developed. The most frequently used tools are credit scorings (in particular those used in loan applications) for consumption credits (95% of consumption credit in the sample is originated, or will be in the near future, with application scorings) and ratings for corporate clients (83% of this credit is managed with these ratings). Also, it has been observed a significant coincidence in the variables used for granting credits and during their follow up. Nevertheless, major differences exist in the variables used regarding colaterals and recoveries.

Keywords: Credit Risk; Credit Scoring; Rating Systems; Information Systems (search for similar items in EconPapers)
JEL-codes: G28 (search for similar items in EconPapers)
Date: 2006-10, Revised 2006-10
New Economics Papers: this item is included in nep-ban
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