Citas bibligráficas
Zavala, D., Poma, J. (2024). Implementación de un Dashboard inteligente para el análisis predictivo del riesgo crediticio en portafolios de inversión de un holding financiero [Trabajo de Suficiencia Profesional, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/683587
Zavala, D., Poma, J. Implementación de un Dashboard inteligente para el análisis predictivo del riesgo crediticio en portafolios de inversión de un holding financiero [Trabajo de Suficiencia Profesional]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2024. http://hdl.handle.net/10757/683587
@misc{renati/1300663,
title = "Implementación de un Dashboard inteligente para el análisis predictivo del riesgo crediticio en portafolios de inversión de un holding financiero",
author = "Poma Acostupa, Joel Anthony",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2024"
}
In Peru, financial holdings face significant challenges in managing credit risk due to the lack of advanced tools for analyzing and predicting risks in investment portfolios. This situation limits the ability of portfolio managers to make timely, data-driven decisions. In response to this issue, the present project proposes the implementation of an intelligent dashboard using Power BI, with the primary objective of improving the predictive analysis of credit risk in a financial entity in the country. The solution is designed to integrate and centralize dispersed portfolio information, enabling analysts to clearly visualize the associated risks and anticipate changes in the financial environment. Through validated machine learning models, the system ensures that the predictions generated are reliable and useful for portfolio managers. The validation results showed that the XGBoost algorithm was the most effective, achieving a precision of 90%, a recall of 85%, and an AUC-ROC of 0.92, ensuring a prominent level of reliability in the predictions made. With this technological tool, the financial entity not only optimizes its ability to manage credit risk but also enhances its competitiveness in a dynamic and highly regulated financial market.
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