Identificación de factores de riesgo en un scoring crediticio mediante técnicas de estadística espacial
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González Fernández, Karen Liseth
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Las instituciones financieras utilizan modelos de riesgo para el otorgamiento de créditos y el comportamiento de pago del cliente. La posibilidad de asignar un préstamo a una persona puede ser evaluada a través de variables económicas regionales que caracterizan de donde el cliente viene. En este trabajo se propone el uso de un análisis espacial basado en modelos lattice para identificar los factores que ayudan a identificar comportamientos de pagos por departamentos. Para evaluar el desempeño de este modelo se compara con un modelo que no incluye la información espacial regionalizada. Se ilustra la metodología propuesta por medio de una aplicación con datos reales.
Abstract: Financial institutions use risk models for measure both credit granting and customer behavior. The possibility of assigning a loan to a person could be assessed through regional economic variables that characterize where the customer comes from. This work presents a spatial analysis based in lattice models to identify factors that help identify behaviors payments department. To evaluate the performance of this model it compare it with a model which does not include regionalized spatial information. It illustrated the methodology proposed by an application with real data.
Abstract: Financial institutions use risk models for measure both credit granting and customer behavior. The possibility of assigning a loan to a person could be assessed through regional economic variables that characterize where the customer comes from. This work presents a spatial analysis based in lattice models to identify factors that help identify behaviors payments department. To evaluate the performance of this model it compare it with a model which does not include regionalized spatial information. It illustrated the methodology proposed by an application with real data.