Modelos Y Metodologías De Credit Score Para Personas Naturales: Una Revisión Literaria (Models and Methodologies for Credit Scoring in Personal Banking: A Literature Review)

17 Pages Posted: 16 Jan 2020

See all articles by David Esteban Rodríguez-Guevara

David Esteban Rodríguez-Guevara

Instituto Tecnológico Metropolitano

Jairo Alfonso Becerra-ArévaloMagíster

Instituto Tecnológico Metropolitano

Daniel Cardona-Valencia

Instituto Tecnológico Metropolitano

Date Written: November 29, 2016

Abstract

Spanish 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.

English Abstract: 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.

Note: Downloadable document is in Spanish.

Keywords: discriminant analysis, credit score, parametric models, non-parametric models, semiparametric models

Suggested Citation

Rodríguez-Guevara, David Esteban and Becerra-ArévaloMagíster, Jairo Alfonso and Cardona-Valencia, Daniel, Modelos Y Metodologías De Credit Score Para Personas Naturales: Una Revisión Literaria (Models and Methodologies for Credit Scoring in Personal Banking: A Literature Review) (November 29, 2016). Revista CEA, Vol. 3, No. 5, 2017. Available at SSRN: https://ssrn.com/abstract=3519541

David Esteban Rodríguez-Guevara (Contact Author)

Instituto Tecnológico Metropolitano ( email )

Medellín
Colombia

Jairo Alfonso Becerra-ArévaloMagíster

Instituto Tecnológico Metropolitano ( email )

Medellín
Colombia

Daniel Cardona-Valencia

Instituto Tecnológico Metropolitano ( email )

Medellín
Colombia

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