Construction of a Probability Scoring model for the company SEGUMAR S.A.
el caso de la empresa SEGUMAR S.A
DOI:
https://doi.org/10.46661/revmetodoscuanteconempresa.7256Keywords:
Logit, credit scoring, credit risk, dichotomous variable, defaultAbstract
The objective of this work is the construction of a probability credit scoring model in order to minimize the risk of default on payment of the customer portfolio, for which dependent (customer good and bad) and independent (characteristic of customer) variables were used to provide a correct analysis to determine whether or not the company grants a loan. The descriptive methodology and quantitative and qualitative approaches were applied taking as primary sources the data of the customer portfolio of the company SEGUMAR S.A. The database consists of the information of 100 people applying for a loan and is included in the measurement of 7 variables for each person. Each applicant is classified into one of two possible categories, "good customer" (70 cases) or "bad customer" (30 cases). A credit scoring rule was developed to determine whether a new applicant is a "Good" or "Bad" customer, based on the values of one or more explanatory variables resulting from the final model. This study evaluated the characteristics that customers have at the time of requesting a loan and that according to the characteristics of each customer it is possible to make predictions, classify them as a good customer or a bad customer. In the results obtained from the Logit model it can be concluded that the selected variables that were applied in the model gave us a 76% success rate that allows us to classify each of our customers as a good customer or bad customer in our model.
Downloads
References
Álveo, E. (2011). Gestión integral de riesgo en bancos e instituciones financieras.[Sitio web] https://www.gestiopolis.com/gestion-integral-de-riesgo-en-bancos-e-instituciones-financieras/
Araújo, E., Carmona, C., & Amorim, A. (2007). Aplicação de modelos credit scoring na análise da inadimplência de uma instituição de microcrédito. Revista Ciências Administrativas, 13(1), 110-121. https://www.redalyc.org/articulo.oa?id=475647703009
Bank of America (2022). Mejores Hábitos Financieros. https://bettermoneyhabits.bankofamerica.com/es/credit/how-credit-score-is-calculated#:~:text=lograr%20el%20éxito.-,¿Qué%20es%20un%20puntaje%20de%20crédito%3F,ha%20manejado%20sus%20obligaciones%20financieras.
Cantón, S., Rubio, J., & Blasco, D. (2010). Un Modelo de Credit Scoring para instituciones de microfinanzas en el marco de Basilea II. Journal of Economics, Finance and Administrative, 15(28), 84-124. doi:http://www.scielo.org.pe/scielo.php?script=sci_arttext&pid=S2077-18862010000100005&lng=es&tlng=en. https://doi.org/10.46631/jefas.2010.v15n28.04
Colonia, D.V. (2012). Válidez de pronóstico del modelo credit scoring en una entidad microfinanciera (Tesis de grado). Universidad Nacional de Trujillo (Lima, Perú). http://dspace.unitru.edu.pe/bitstream/handle/UNITRU/10073/COLONIA%20IPARRAGUIRRE%2C%20Denis%20Vanesa.pdf?sequence=1&isAllowed=y
Espin, O., & Rodriguez, V. (2013). Metodología para un scoring de clientes sin referencias credicticias. 32(137-162). Cuadernos de Economía, 32(59), 137-162. https://www.researchgate.net/publication/262434088_METODOLOGIA_PARA_UN_SCORING_DE_CLIENTES_SIN_REFERENCIAS_CREDITICIAS
González, X.V. (2015). Diseño de un scoring de crédito para la cooperativa de ahorro y crédito "Crediamigo" LTDA (Tesis de maestría). Universidad San Francisco de Quito, Colegio de Postgrados (Quito, Ecuador). http://repositorio.usfq.edu.ec/bitstream/23000/5053/1/121568.pdf
Lagua, V.M. (2015). Diseño de un modelo de credit scoring en la gestión de riesgo crediticio en la cartera de microempresa de las cooperativas de ahorro y crédito. Pontificia Universidad Católica del Ecuador (Ambato, Ecuador). https://repositorio.pucesa.edu.ec/bitstream/123456789/1524/1/76061.pdf
Lara, J. (2010). La gestión de riesgo de crédito en las instituciones de microfinanzas (Tesis Doctoral) Univesidad de Granada (España). https://digibug.ugr.es/bitstream/handle/10481/5648/18892656.pdf?sequence=1&isAllowed=y
Largo, M. (20 de Junio de 2015). Contabilidad Bancaria y de Seguros.[Entrada de blog] http://conta-bancariaseguros.blogspot.com/2015/06/3_47.html
Leal, A.L., Aranguiz, M.A., & Gallegos, J. (2017). Análisis de Riesgo Crediticio. Propuesta del Modelo Credit Scoring. Revista Facultad de Ciencias Económicas, 26(1), 181-207. https://doi.org/10.18359/rfce.2666
Millán, J.C., & Caicedo, E. (2018). Modelos para otorgamiento y seguimiento en la gestión de riesgo de crédito. Revista de Métodos cuantitativos para la economía y la empresa, 25, 23-41. https://dialnet.unirioja.es/servlet/articulo?codigo=6499643
Navarro, H. E. (2015). Diseño de un modelo scoring aplicado a creditos recurrentespara Caja Municipal (Tesis de grado). Universidad Nacional de Piura (Perú). http://repositorio.unp.edu.pe/bitstream/handle/UNP/674/IND-NAV-GUE-15.pdf?sequence=1&isAllowed=y
Pantoja, P.M. (2016). Propuesta de un modelo logit para evaluar el riesgo crediticio en las Cajas Municipales de ahorro y crédito: Caso de la Caja Municipal de Huancayo, periodo 2011-2015 (Tesis de grado). Universidad San Ignacio de Loyola (Lima, Perú). https://repositorio.usil.edu.pe/server/api/core/bitstreams/9de9df94-ecc4-4dac-8e91-8ace940d16dd/content
Puertas, R., & Martí, M. (2013). Análisis del Credit Scoring. Revista de Administração de Empresas, 53(3), 33-315. https://www.redalyc.org/articulo.oa?id=155127485011. https://doi.org/10.1590/S0034-75902013000300007
Rodriguez, A.L. (2018). Modelo scoring para recuperar cartera de microcrédito. (Tesis de maestría). Fundación Universitaria Los Libertadores (Bógota, Colombia). . https://repository.libertadores.edu.co/bitstream/handle/11371/2082/Rodriguez_Angelica_2018.pdf?sequence=1&isAllowed=y
Rodríguez, D.E., Rendón, J.F., Trespalacios, A., & Jiménez, E.A. (2022). Modelación de riesgo de crédito de personas naturales. Un caso aplicado a una caja de compensación familiar colombiana. Revista de Metodos cuantitativos para la economía y la empresa, 33, 29-48. https://www.upo.es/revistas/index.php/RevMetCuant/article/view/5146/5390
Superintendencia de banco y seguros (2010). Libro I: Normas generales para las instituciones del sistema financiero. https://www.superbancos.gob.ec/bancos/wp-content/uploads/downloads/2017/06/L1_X_cap_I.pdf
Torrico, S.E. (2014). Macro credit scoring como propuesta para cuantificar el riesgo de credito. Revista Investigación y Desarrollo 2(14), 42-63 http://www.scielo.org.bo/scielo.php?script=sci_arttext&pid=S2518-44312014000200004&lng=es&tlng=es. https://doi.org/10.23881/idupbo.014.2-3e
Train, K. (2009). Métodos de elección discreta con simulación (2ª ed.). https://eml.berkeley.edu/books/choice2nd/Combined.pdf
Urbina, M. (2019). Riesgo de Crédito: Evidencia en el sistema bancario ecuatoriano. Boletín de coyuntura(23), 4-9. http://dx.doi.org/10.31164/bcoyu.23.2019.842
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2022 Andy Carrasco Preciado, Jorge García Regalado, Gino Cornejo Marcos
![Creative Commons License](http://i.creativecommons.org/l/by-sa/4.0/88x31.png)
This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Submission of manuscripts implies that the work described has not been published before (except in the form of an abstract or as part of thesis), that it is not under consideration for publication elsewhere and that, in case of acceptance, the authors agree to automatic transfer of the copyright to the Journal for its publication and dissemination. Authors retain the authors' right to use and share the article according to a personal or instutional use or scholarly sharing purposes; in addition, they retain patent, trademark and other intellectual property rights (including research data).
All the articles are published in the Journal under the Creative Commons license CC-BY-SA (Attribution-ShareAlike). It is allowed a commercial use of the work (always including the author attribution) and other derivative works, which must be released under the same license as the original work.
Up to Volume 21, this Journal has been licensing the articles under the Creative Commons license CC-BY-SA 3.0 ES. Starting from Volume 22, the Creative Commons license CC-BY-SA 4.0 is used.