Credit Scoring Model for Credit Card in Mexico: A Logit Approach: Modelo de puntuación crediticia para tarjeta de crédito en México: una aproximación logística
Credit risk is one of the main concerns of financial institutions and supervision and regulation organisms. Thus, a credit scoring model is proposed based on the logit approach to analyze the default risk for a credit card portfolio in a Mexican financial institution. Findings show that the model pr...
| Autores: | , |
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| Formato: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2022 |
| País: | México |
| Recursos: | UNIVERSIDAD AUTÓNOMA DE NUEVO LEÓN |
| Repositorio: | Ensayos Revista de Economía |
| Idioma: | español |
| OAI Identifier: | oai:ensayos.uanl.mx:article/231 |
| Acesso em linha: | https://ensayos.uanl.mx/index.php/ensayos/article/view/231 |
| Access Level: | acceso abierto |
| Palavra-chave: | credit scoring; credit card; Mexico; logit model puntuación crediticia; tarjeta de crédito; México; modelo logístico |
| Resumo: | Credit risk is one of the main concerns of financial institutions and supervision and regulation organisms. Thus, a credit scoring model is proposed based on the logit approach to analyze the default risk for a credit card portfolio in a Mexican financial institution. Findings show that the model proposed has a high level of prediction and stability, in and out of the sample. The monotonicity property provides evidence that the model has a high level of precision. The originality lies in the fact that there is scarce literature on credit scoring models for Mexico. The model results are highly accurate in terms of predictability and the evidence is presented in a scoring table that is easy to interpret for all bank employees. We conclude that the model is reliable and highly accurate. |
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