Análise do credit scoring

Rosa Puertas Medina and Maria Luisa Martí Selva

RAE - Revista de Administração de Empresas, 2013, vol. 53, issue 3

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.

Date: 2013
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