Credit Score
Mostrando 1-12 de 14 artigos, teses e dissertações.
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1. Using multi-state markov models to identify credit card risk
Abstract The main interest of this work is to analyze the application of multi-state Markov models to evaluate credit card risk by investigating the characteristics of different state transitions in client-institution relationships over time, thereby generating score models for various purposes. We also used logistic regression models to compare the results
Prod.. Publicado em: 24/11/2015
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2. Estratégias para tratamento de variáveis com dados faltantes durante o desenvolvimento de modelos preditivos / Strategies for treatment of variables with missing data during the development of predictive models
Predictive models have been increasingly used by the market in order to assist companies in risk mitigation, portfolio growth, customer retention, fraud prevention, among others. During the model development, however, it is usual to have, among the predictive variables, some who have data not filled in (missing values), thus it is necessary to adopt a proced
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 09/05/2012
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3. Impactos da restrição ao crédito rural nos estabelecimentos agropecuários brasileiros / The impact of rural credit restriction to brazilian farmers
The rural credit was implemented in the late 1960s and thenceforth it became one of the major agricultural policies in Brazil. From its inception, the program relied on government subsidies obtained through interest rates, offsetting in part the resources shift from the agricultural sector promoted by the import substitution process. The credit policy direct
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 15/12/2010
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4. A importância da classificação de risco de crédito do associado no sistema Sicredi
A crise financeira mundial, iniciada em 2008, tem seu cerne na frágil avaliação do risco de crédito, que envolve toda e qualquer operação de crédito realizada. Esta crise reforçou a importância, anteriormente destacada pelo Comitê da Basiléia, que as instituições financeiras devem dar à identificação, mensuração e mitigação dos riscos de
Publicado em: 2010
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5. Aplicação do modelo ZAIG (Zero Adjusted Inverse Gaussian) na análise de uma carteira de cartões de crédito / Application of ZAIG model (Zero Adjusted Inverse Gaussian) in the analysis of a credit card portfolio
The ZAIG (Zero Adjusted Inverse Gaussian) model is based on a semicontinuous distribution with positive asymmetry and with concentration in 0. This paper applies ZAIG model in a credit card portfolio, analyses its applicability as a behavior score and evaluates its quality in predicting the financial loss of the portfolio. As a behavior score, the ZAIG model
Publicado em: 2009
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6. Abandono de Relacionamento
This paper presents a study carried out with customers with credit card of a large retailer to measure the risk of abandonment of a relationship, when this has already purchase history. Two activities are the most important in this study: the theoretical and methodological procedures. The first step was to the understanding of the problem, the importance of
Publicado em: 2009
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7. Strategies for the development of credit score with the inference rejected / Estratégias para o desenvolvimento de modelos de credit score com inferência de rejeitados.
Credit scoring models are usually built using only information of accepted applicants. This text considered strategies that can be used to develop credit score models with inclusion of the information of the rejects. We evaluated the techniques of reject inference: classification of rejected customers as bad, parceling, augmentation, use of market informatio
Publicado em: 2008
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8. Modelos de regressão logística clássica, Bayesiana e redes neurais para Credit Scoring
Important advances have been achieved in the granting of credit, however, the problem of identifying good customers for the granting of credit does not provide a definitive solution. Several techniques were presented and are being developed, each presents its characteristics, advantages and disadvantages as to their discrimination power, robustness, ease of
Publicado em: 2008
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9. Determinantes do score de crédito e tempo até inadimplência para empréstimos comerciais a pessoas físicas / Determinative of credit scoring and time till defalut for commercial loans for natural person
Basel II allows banks to develop risk classification techniques which incorporate experiences from their credit bureaus, granting wider security to the financial system. The aim of this work is the development of a statistical model of risk classification. This credit scoring model is based on information about past credit experience, such as payment habit a
Publicado em: 2008
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10. Estimação de escores binomiais correlacionados: uma aplicação em Credit Scoring
Em grande parte das modelagens na área de risco de crédito, o modelo mais utilizado é o credit scoring, e como técnica estatística principal a regressão logistica binária, utilizada para decidir se um cliente é bom ou mau pagador. Neste trabalho propomos uma metodologia alternativa, onde a estimativa é feita diretamente nos escores dos clientes, com
Publicado em: 2008
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11. Aplicação do Modelo Multi-estado de Markov em Cartões de Crédito / Application of the multi-state Markov model in credit cards
Multi-state Markov models are used in the medical area so as to estimate transition probabilities between, for instance, various states of a disease, in which the patient can recover or die. The main interest of this work is to analyse the application of the Multi-state Markov model in the risk area associated to the use of credit cards, by means of investig
Publicado em: 2007
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12. Construction of credit risk classification models for Brazilian companies based on financial ratios / Construção de modelos de classificação de risco de crédito para empresas brasileiras com base em indicadores contábeis
O objetivo deste estudo é demonstrar, utilizando as técnicas de análise discriminante e regressão logística, o poder de previsão de modelos de classificação de risco de crédito com base em indicadores contábeis. A amostra utilizada compreende 126 empresas brasileiras com ações negociadas na BOVESPA, sendo 63 concordatárias e 63 não concordatár
Publicado em: 2007