RAE: Revista de Administração de Empresas (May 2013)
ANÁLISIS DEL CREDIT SCORING
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.