Bibliographic citations
Carrasco, A., (2024). Construcción de un modelo de score para la evaluación de clientes potenciales en una entidad financiera [Universidad Nacional Agraria La Molina]. https://hdl.handle.net/20.500.12996/6620
Carrasco, A., Construcción de un modelo de score para la evaluación de clientes potenciales en una entidad financiera []. PE: Universidad Nacional Agraria La Molina; 2024. https://hdl.handle.net/20.500.12996/6620
@misc{renati/1116770,
title = "Construcción de un modelo de score para la evaluación de clientes potenciales en una entidad financiera",
author = "Carrasco Reyes, Alessandra Stefany",
publisher = "Universidad Nacional Agraria La Molina",
year = "2024"
}
Credit risk is one of the main concerns of financial institutions, therefore maintaining an adequate management is very important. As part of the strategies defined by the entities, statistical analysis and models are used for the admission of clients, generation of financial campaigns, monitoring of the quality of the client portfolio, maintaining their risk appetite. This paper describes the construction of a model, specifically for potential customers of a credit campaign of a financial institution, using Random Forest models for the selection of variables and fitting a Logistic Regression model for the prediction of payment default. This model achieved an improvement of 14 percentage points in the Kolgomorov Smirnov compared to the previous scoring model.
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