Modelos predictivos de riesgo en tarjeta de crédito con el algoritmo CHAID exhaustivo

Raúl Ojeda Villareal () and Humberto Valencia Herrera ()
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Raúl Ojeda Villareal: EGADE
Humberto Valencia Herrera: Instituto Tecnológico y de Estudios Superiores de Monterrey

Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), 2013, vol. 7, issue 1, 15-37

Abstract: Predictive models for non-payment of credit card and other revolving loans of retail banks, by their nature must be based on performance variables and credit behavior, rather than just variables of origination. This analysis focuses on performance and credit behavior variables and shows how to use the exhaustive CHAID algorithm as an alternative to the methods commonly used in credit analysis such as binary logistic regression and multinomial logistic regression to generate classification rules into risk groups for this type of credit

Keywords: CHAID exhaustivo, crédito, riesgo, Bancos, Instituciones de Depósito; Microfinancieras; Hipotecas (search for similar items in EconPapers)
JEL-codes: G21 (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:ega:rafega:201302

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