Modelos y metodologías de credit score para personas naturales: una revisión literaria

David Esteban Rodríguez-Guevara (), Jairo Alfonso Becerra-Arévalo () and Daniel Cardona-Valencia ()

Revista CEA, 2017, vol. 3, issue 5, 13-28

Abstract: Este trabajo pretende aportar literariamente una revisión de los modelos para la calificación del riesgo crediticio (modelos de Credit Score) utilizados en el otorgamiento de crédito personal; teniendo en cuenta los métodos de Abdou & Pointon (2011); Glennon, Kiefer, Larson, & Choi (2008); Saavedra-García & Saavedra-García (2010), se pretende crear un esquema de orden para explicar los múltiples modelos matemáticos y econométricos utilizados en el credit score, con el fin de generar un listado actualizado que esté sustentado por académicos y expertos en el tema. ****** This paper provides a literature review on risk scoring models for credit granting in personal banking. The methods by Abdou & Pointon (2011), Glennon, Kiefer, Larson, & Choi (2008), and Saavedra-García (2010) are considered. The aim is to create a sorting scheme to explain the multiple mathematical and econometrical models used for credit scoring and to produce an up-to-date list supported by scholars and experts in the field.

Keywords: análisis discriminante; credit score; modelos paramétricos; modelos no paramétricos; modelos semi-paramétricos (search for similar items in EconPapers)
Date: 2017
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