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Rozprawy doktorskie na temat „Credit scoring”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 25 lipca 2025

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1

MacNeill, Ann. "Mortgage credit scoring." Thesis, University of Edinburgh, 2000. http://hdl.handle.net/1842/23108.

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The application of credit scoring techniques to assess the credit worthiness of borrowers is a well-established practice in consumer credit. However, the use of credit scoring to provide credit decisions for mortgage loans is a new application of this method of assessment. This thesis is concerned with whether the application of credit scoring to a mortgage loan portfolio affords business benefits. A review of the literature relevant to both credit scoring and mortgage default is presented. Following a review of the literature, the methodology and research design are described. Thereafter this

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2

Finlay, Steven. "Modelling issues in credit scoring." Thesis, Lancaster University, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.437280.

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Whitehead, Christopher David. "Statistical techniques in credit scoring." Thesis, Lancaster University, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.443518.

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The credit industry requires continued development and application of new statistical methodology that can improve aspects of the business. The first part of the thesis suggests a new diagnostic, derived from Kalman filtering, to assess model performance. It allows systematic updating of tracked statistics over time by incorporating new observations with the previous best estimates. It has benefits that current industry practices do not possess and we illustrate its worth on a mortgage application database. The second part of the thesis is concerned with regression analysis of financial data.

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4

Fernandes, António Francisco de Melo. "Credit scoring : uma análise econométrica." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14342.

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Mestrado em Métodos Quantitativos para a Decisão Económica e Empresarial<br>Com intenção de melhorar os serviços de análise e gestão de crédito, as instituições financeiras desenvolveram o modelo credit scoring. Este modelo é utilizado por estas instituições para previsão do risco de crédito no processo da tomada de decisão de concessão de crédito. O objetivo deste trabalho, é desenvolver um modelo de credit scoring a partir de uma amostra de 1000 solicitantes de créditos extraídos da carteira de crédito de um banco alemão. Para tal, estimou-se um modelo probit, considerando-se 25 variáveis i

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5

Zajíčková, Miroslava. "Credit scoring a jeho nástroje." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-112781.

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The aim of this thesis is to compare the scoring models of banking and non-banking institutions when using specific outcomes of the request for a loan of CZK 100 000,- of several natural persons with varying credibility (the credibility of credit). The theoretical part is divided into two chapters, the first deals with the explanation of basic terms (credit, the applicant, bank and non-bank institutions, credit scoring, rating, review on the software used and legislation in the CR). The second chapter is devoted to describe the process of credit scoring, scoring models and a scoring function.

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6

Henley, W. E. "Statistical aspects of credit scoring." n.p, 1994. http://ethos.bl.uk/.

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Henley, William Edward. "Statistical aspects of credit scoring." Thesis, Open University, 1994. http://oro.open.ac.uk/57441/.

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This thesis is concerned with statistical aspects of credit scoring, the process of determining how likely an applicant for credit is to default with repayments. In Chapters 1-4 a detailed introduction to credit scoring methodology is presented, including evaluation of previous published work on credit scoring and a review of discrimination and classification techniques. In Chapter 5 we describe different approaches to measuring the absolute and relative performance of credit scoring models. Two significance tests are proposed for comparing the bad rate amongst the accepts (or the error rate)

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8

Martinez, John Brett. "Credit card credit scoring and risk based lending at XYZ Credit Union." CSUSB ScholarWorks, 2000. https://scholarworks.lib.csusb.edu/etd-project/1752.

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9

Iscanoglu, Aysegul. "Credit Scoring Methods And Accuracy Ratio." Master's thesis, METU, 2005. http://etd.lib.metu.edu.tr/upload/12606502/index.pdf.

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The credit scoring with the help of classification techniques provides to take easy and quick decisions in lending. However, no definite consensus has been reached with regard to the best method for credit scoring and in what conditions the methods performs best. Although a huge range of classification techniques has been used in this area, the logistic regression has been seen an important tool and used very widely in studies. This study aims to examine accuracy and bias properties in parameter estimation of the logistic regression by using Monte Carlo simulations in four aspect which are di

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10

Glasson, Samuel, and sglas@iinet net au. "Censored Regression Techniques for Credit Scoring." RMIT University. Mathematical and Geospatial Sciences, 2007. http://adt.lib.rmit.edu.au/adt/public/adt-VIT20080212.151610.

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This thesis investigates the use of newly-developed survival analysis tools for credit scoring. Credit scoring techniques are currently used by financial institutions to estimate the probability of a customer defaulting on a loan by a predetermined time in the future. While a number of classification techniques are currently used, banks are now becoming more concerned with estimating the lifetime of the loan rather than just the probability of default. Difficulties arise when using standard statistical techniques due to the presence of censoring in the data. Survival analysis, originating from

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11

Frohlich, Robert M. Jr. "Credit Scoring in a Hospital Setting." UNF Digital Commons, 1997. http://digitalcommons.unf.edu/etd/97.

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This is a study of the relationship between consumer credit scoring and the resolution of a patient's account for hospital services. Accounts studied were classified as Good accounts or Bad accounts based upon their final resolution. Bad accounts were those written-off to bad debt with Good accounts being all others. The probability of predicting a patient's account being either Good or Bad was based upon a consumer credit scoring process. The null hypothesis of this study was that the consumer credit scoring process would not provide any indication about the outcome or resolution of the accou

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12

Bijak, Katarzyna. "Selected modelling problems in credit scoring." Thesis, University of Southampton, 2013. https://eprints.soton.ac.uk/359285/.

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This research addresses three selected modelling problems that occur in credit scoring. The focus is on segmentation, modelling Loss Given Default (LGD) for unsecured loans and affordability assessment. It is usually expected that segmentation, i.e. dividing the population into a number of groups and building separate scorecards for them, will improve the model performance. The most common statistical methods for segmentation are the two-step approaches, where logistic regression follows Classification and Regression Trees (CART) or Chi-square Automatic Interaction Detection (CHAID) trees. In

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13

Sundbom, Tobias. "Mathematical programming based approaches in credit scoring." Thesis, Uppsala University, Department of Mathematics, 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-120980.

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14

Aldgate, Hannah Jane. "Credit application scoring with Gaussian spatial processes." Thesis, Imperial College London, 2006. http://hdl.handle.net/10044/1/1256.

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Credit scoring has been described as the most successful application of statistical and operational research methods to financial problems in recent decades. In this thesis methods analogous to those used in spatial modelling and prediction are applied to the problem of application scoring, a branch of credit scoring that involves deciding whether or not to offer credit and how much credit to offer. In particular, Gaussian spatial process (GSP) models, commonly employed in disease mapping, geostatistics and design, are explored in an approach that is novel in the credit scoring field. Credit s

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15

Webster, Gregg. "Bayesian logistic regression models for credit scoring." Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1005538.

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The Bayesian approach to logistic regression modelling for credit scoring is useful when there are data quantity issues. Data quantity issues might occur when a bank is opening in a new location or there is change in the scoring procedure. Making use of prior information (available from the coefficients estimated on other data sets, or expert knowledge about the coefficients) a Bayesian approach is proposed to improve the credit scoring models. To achieve this, a data set is split into two sets, “old” data and “new” data. Priors are obtained from a model fitted on the “old” data. This model is

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16

Dyrberg, Rommer Anne. "Accounting-based credit-scoring models : econometric investigations /." Copenhagen, 2005. http://www.gbv.de/dms/zbw/505621215.pdf.

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17

Wainwright, Thomas A. "The geographies of securitisation and credit scoring." Thesis, University of Nottingham, 2009. http://eprints.nottingham.ac.uk/10949/.

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This thesis draws upon contemporary research in economic geography and the social sciences to explore the spatial relationships that exist between residential mortgage lenders, investment banks and investors and the subsequent geographies that are produced through these intertwined networks. The research is informed through empirical material collected through semi-structured interviews with directors and associates working in the financial sector to see how consumer mortgages are produced and restructured into debt securities. There is a particular focus on how the UK financial sector has und

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18

Ayres, Gabriela, and Wei Wei. "Credit Scoring Model Applications: Testing Multinomial Targets." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2014. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-35665.

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19

Kelly, Mark Gerard. "Tackling change and uncertainty in credit scoring." Thesis, Open University, 1998. http://oro.open.ac.uk/54554/.

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Credit scoring methods summanse information on credit applicants. An assessment of creditworthiness is derived from this summary. This thesis is concerned with statistical methods of credit scoring. Much of the existing literature on credit scoring is concerned with comparing the predictive power of a wide variety of classification techniques. However, much of the published work concludes that classifier performance on credit data is relatively insensitive to the choice of statistical technique. Consequently, the techniques used in commercial credit scoring have remained broadly similar during

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20

Gryffenberg, Ludwig Emil. "Credit scoring in terms of the National Credit Act / Ludwig Emil Gryffenberg." Thesis, North-West University, 2006. http://hdl.handle.net/10394/1455.

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The new National Credit Act (NCA), of which the first two phases have already been implemented and of which the third and final phase will be implemented in full by 1 June 2007, will have a major impact on all credit providers in South Africa. The microfinance industry has been subject to similar rules under the Microfinance Regulatory Council (MFRC) and therefore this segment of the finance industry can be used as an example of how to deal with the changes imposed by the NCA. Of particular interest are the portions of the NCA regarding reckless lending, the imposition of interest rate ceiling

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21

Tombari, Davide. "Sperimentazione di Metodi Predittivi per il Credit Scoring." Bachelor's thesis, Alma Mater Studiorum - Università di Bologna, 2019. http://amslaurea.unibo.it/18017/.

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A lungo sono state studiate tecniche di previsione di fallimento e di credit scoring nell'ambito di concessione di prestiti bancari. Recentemente nuove tecniche come il machine learning e le reti neurali hanno portano cambiamenti significativi in questa area. Sulla base di precedenti studi scientifici si vogliono testare nuove tecniche finora poco utilizzate a causa della loro recente introduzione. Inizialmente verranno utilizzati metodi tradizionali già testati in precedenza, successivamente ci si concentrerà su modelli più recenti. A fronte dei risultati ottenuti saranno effettuate divers

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22

Hamilton, Robert. "[Credit] scoring : predicting, understanding and explaining consumer behaviour." Thesis, Loughborough University, 2005. https://dspace.lboro.ac.uk/2134/13053.

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This thesis stems from my research into the broad area of (credit) scoring and the predicting, understanding and explaining of consumer behaviour. This research started at the Univers1ty of Edinburgh on an ESRC funded project in 1988. This work, which is being submitted as the partial fulfilment of the requirements for the award of Doctor of Philosophy of Loughborough Unvers1ty, consists of an introductory chapter and a selection of papers published 1991 - 2001 (inclusive). The papers address some of the key issues and areas of interest and concern arising from the rapidly evolving and expandi

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23

Pereira, Gustavo Henrique de Araujo. ""Modelos de risco de crédito de clientes: Uma aplicação a dados reais"." Universidade de São Paulo, 2004. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-28122004-224257/.

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Modelos de customer scoring são utilizados para mensurar o risco de crédito de clientes de instituições financeiras. Neste trabalho, são apresentadas três estratégias que podem ser utilizadas para o desenvolvimento desses modelos. São discutidas as vantagens de cada uma dessas estratégias, bem como os modelos e a teoria estatística associada a elas. Algumas medidas de performance usualmente utilizadas na comparação de modelos de risco de crédito são descritas. Modelos para cada uma das estratégias são ajustados utilizando-se dados reais obtidos de uma instituição financeira. A perfor

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24

Araya, Osorio Pamela Jacquelinne. "El Credit Scoring en la Pequeña y Microempresa." Tesis, Universidad de Chile, 2005. http://repositorio.uchile.cl/handle/2250/107624.

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Memoria (licenciado en ciencias jurídicas y sociales)<br>El presente trabajo, describiendo y considerando la situación en que se encuentran las pequeñas y microempresas en nuestro país, analiza sus escenarios en relación al crédito bancario formal. Destacando que los problemas se dan en materia de acceso, monto y plazos. Al mismo tiempo, diferencia los conceptos de crédito a la microempresa y microcrédito, atendiendo al origen de este último, para que el tema no se preste a confusión al momento de abordar una posible solución para hacer frente a los elevados costos de transacción y al riesg

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25

Baccega, Tanja <1993&gt. "P2P lending: credit scoring e analisi di performance." Master's Degree Thesis, Università Ca' Foscari Venezia, 2018. http://hdl.handle.net/10579/13110.

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L’innovazione tecnologica e la grave crisi finanziaria del 2008, hanno spinto enormemente l’evoluzione e l’incremento nel mondo dei Peer-to-Peer lending, soprattutto grazie alla loro capacità di agevolare il collegamento tra debitore e creditore a migliori condizioni di mercato. Focalizzando l’attenzione dello studio sui prestiti P2P personali, in questa analisi si vuole indagare se il rischio associato sia correttamente remunerato e quale sia l’entità della perdita in cui si potrebbe realmente incorrere.

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26

Frazzato, Viana Renato. "Técnicas de classificação aplicadas a credit scoring : revisão sistemática e comparação." Universidade Federal de São Carlos, 2015. https://repositorio.ufscar.br/handle/ufscar/7294.

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Submitted by Luciana Sebin (lusebin@ufscar.br) on 2016-09-19T18:31:03Z No. of bitstreams: 1 DissRFV.pdf: 2859272 bytes, checksum: 4d67f29c51b595eea8e7a1fe15261706 (MD5)<br>Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-20T18:16:18Z (GMT) No. of bitstreams: 1 DissRFV.pdf: 2859272 bytes, checksum: 4d67f29c51b595eea8e7a1fe15261706 (MD5)<br>Approved for entry into archive by Marina Freitas (marinapf@ufscar.br) on 2016-09-20T18:16:25Z (GMT) No. of bitstreams: 1 DissRFV.pdf: 2859272 bytes, checksum: 4d67f29c51b595eea8e7a1fe15261706 (MD5)<br>Made available in DS

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Schwarz, Alexandra. "Lokale Scoring-Modelle." Lohmar Köln Eul, 2008. http://d-nb.info/990622835/04.

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Till, Robert John. "Predictive behavioural models in credit scoring and retail banking." Thesis, Imperial College London, 2002. http://hdl.handle.net/10044/1/7984.

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Lund, Anton. "Two-Stage Logistic Regression Models for Improved Credit Scoring." Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-160551.

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This thesis has investigated two-stage regularized logistic regressions applied on the credit scoring problem. Credit scoring refers to the practice of estimating the probability that a customer will default if given credit. The data was supplied by Klarna AB, and contains a larger number of observations than many other research papers on credit scoring. In this thesis, a two-stage regression refers to two staged regressions were the some kind of information from the first regression is used in the second regression to improve the overall performance. In the best performing models, the first s

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30

Stepanova, Maria. "Using survival analysis methods to build credit scoring models." Thesis, University of Southampton, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.364729.

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31

Oetama, Raymond Sunardi. "Dynamic credit scoring using payment prediction a dissertation submitted to Auckland University of Technology in fulfilment of the requirements for the degree of Master of Computer and Information Sciences, 2007." Abstract. Full dissertation, 2007.

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Thesis (MCIS - Computer and Information Sciences) -- AUT University, 2007.<br>Includes bibliographical references. Also held in print (x, 102 leaves : ill. ; 30 cm.) in City Campus Theses Collection (T 332.7 OET)

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32

Rychnovský, Michal. "Scoring Models in Finance." Master's thesis, Vysoká škola ekonomická v Praze, 2011. http://www.nusl.cz/ntk/nusl-72256.

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The aim of the present work is to describe the application of the logistic regression model to the field of probability of default modeling, and provide a brief introduction to the scoring development process used in financial practice. We start by introducing the theoretical background of the logistic regression model; followed by a consequent derivation of three most common scoring models. Then we present a formal definition of the Gini coefficient as a diversification power measure and derive the Somers-type formulas for its estimation. Finally, the key part of this work gives an overview o

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33

Lima, Evanessa Maria Barbosa de Castro. "AnÃlise de determinantes da inadimplÃncia (pessoa fÃsica) tomadores de crÃdito: uma abordagem economÃtrica." Universidade Federal do CearÃ, 2004. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=1480.

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nÃo hÃ<br>Sendo a intermediaÃÃo financeira a principal atividade dos bancos, alocando recursos de clientes superavitÃrios a clientes deficitÃrios, Ã na incerteza quanto ao carÃter e a capacidade de pagamento dos clientes que se estabelece o risco e com ele a necessidade de se buscar novas alternativas para se proteger de perdas potenciais, que podem refletir em menores lucros para as instituiÃÃes. AlÃm da subjetividade dos analistas de crÃdito, o uso de modelos quantitativos, baseados em prÃticas estatÃsticas, economÃtricas e matemÃticas, vÃm cada vez mais se firmando nos mercados como ferrame

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34

Khudnitskaya, Alesia S. [Verfasser]. "Improved Credit Scoring with Multilevel Statistical Modelling / Alesia S. Khudnitskaya." Dortmund : Universitätsbibliothek Technische Universität Dortmund, 2011. http://d-nb.info/1011568411/34.

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Ala'raj, Maher A. "A credit scoring model based on classifiers consensus system approach." Thesis, Brunel University, 2016. http://bura.brunel.ac.uk/handle/2438/13669.

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Managing customer credit is an important issue for each commercial bank; therefore, banks take great care when dealing with customer loans to avoid any improper decisions that can lead to loss of opportunity or financial losses. The manual estimation of customer creditworthiness has become both time- and resource-consuming. Moreover, a manual approach is subjective (dependable on the bank employee who gives this estimation), which is why devising and implementing programming models that provide loan estimations is the only way of eradicating the ‘human factor’ in this problem. This model shoul

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Souza, Victor Hugo Delvalle. "Estimação de escores binomiais correlacionados: uma aplicação em Credit Scoring." Universidade Federal de São Carlos, 2008. https://repositorio.ufscar.br/handle/ufscar/4520.

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Made available in DSpace on 2016-06-02T20:06:01Z (GMT). No. of bitstreams: 1 1989.pdf: 231034 bytes, checksum: 31bd4dd9e300bf47b5b32ecca7d161ab (MD5) Previous issue date: 2008-06-09<br>Financiadora de Estudos e Projetos<br>For the most part of modelings in the credit risk area, the most widely used model is the credit scoring, and as the main statistical technique, the binary logistic regression, used to determine whether a customer is a good or bad payer. In this academic work an alternative methodology is proposed, where the estimative is formed based on the scores obtained by customers; t

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Prazeres, Filho Jurandir. "Capacidade preditiva de Modelos Credit Scoring em inferência dos rejeitados." Universidade Federal de São Carlos, 2014. https://repositorio.ufscar.br/handle/ufscar/4583.

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Made available in DSpace on 2016-06-02T20:06:10Z (GMT). No. of bitstreams: 1 6034.pdf: 941825 bytes, checksum: 6d06b85571d5cab86cee2ed1c1d699da (MD5) Previous issue date: 2014-03-28<br>Universidade Federal de Sao Carlos<br>Granting credit to an applicant is a decision made in a context of uncertainty. At the moment the lender decides to grant a loan or credit sale there is always the possibility of loss, and, if it is associated with a probability, the decision to grant or not credit will be more reliable. In order to aid the decision to accept or not the request for applicants are used the

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38

Kraus, Anne. "Recent methods from statistics and machine learning for credit scoring." Diss., Ludwig-Maximilians-Universität München, 2014. http://nbn-resolving.de/urn:nbn:de:bvb:19-171439.

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Credit scoring models are the basis for financial institutions like retail and consumer credit banks. The purpose of the models is to evaluate the likelihood of credit applicants defaulting in order to decide whether to grant them credit. The area under the receiver operating characteristic (ROC) curve (AUC) is one of the most commonly used measures to evaluate predictive performance in credit scoring. The aim of this thesis is to benchmark different methods for building scoring models in order to maximize the AUC. While this measure is used to evaluate the predictive accuracy of the presented

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39

Castro, Esther E. "An Applied Credit Scoring Model and Christian Mutual Funds Performance." ScholarWorks@UNO, 2015. http://scholarworks.uno.edu/td/2061.

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This dissertation comprises two different financial essays. Essay 1, “An Applied Credit Score Model,” uses data from local credit union to predict the probability of default. Due to recent financial crisis regulation has been enacted that makes it essential to develop a probability of default model that will mitigate charge-off losses. Using discriminant analysis and logistic regression this paper will attempt to see how well credit score can predict probability of default. While credit score does an adequate job at classifying loans, misclassification of loans can be costly. Thus while credit

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Medina, Fabio Augusto Scalet. "Regressão Logística Geograficamente Ponderada aplicada a modelos de Credit Scoring." reponame:Repositório Institucional da UnB, 2016. http://repositorio.unb.br/handle/10482/20790.

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Dissertação (mestrado)—Universidade de Brasília, Faculdade de Economia, Administração e Contabilidade, Programa de Pós-Graduação em Administração, 2016.<br>Submitted by Fernanda Percia França (fernandafranca@bce.unb.br) on 2016-06-23T16:39:44Z No. of bitstreams: 1 2016_FabioAugustoScaletMedina.pdf: 980307 bytes, checksum: c57d891197aa6227064966be4883bc3e (MD5)<br>Approved for entry into archive by Raquel Viana(raquelviana@bce.unb.br) on 2016-06-24T21:35:55Z (GMT) No. of bitstreams: 1 2016_FabioAugustoScaletMedina.pdf: 980307 bytes, checksum: c57d891197aa6227064966be4883bc3e (MD5)<br>Made avai

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Sanchez, Barrios Luis Javier. "Alternative profit scorecards for revolving credit." Thesis, University of Edinburgh, 2013. http://hdl.handle.net/1842/8043.

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The aim of this PhD project is to design profit scorecards for a revolving credit using alternative measures of profit that have not been considered in previous research. The data set consists of customers from a lending institution that grants credit to those that are usually financially excluded due to the lack of previous credit records. The study presents for the first time a relative profit measure (i.e.: returns) for scoring purposes and compares results with those obtained from usual monetary profit scores both in cumulative and average terms. Such relative measure can be interpreted as

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Fabík, Peter. "Credit risk management v leasingové společnosti." Master's thesis, Vysoká škola ekonomická v Praze, 2007. http://www.nusl.cz/ntk/nusl-1580.

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Práce pojednává o řízení rizik v leasingové společnosti. Popisuje proces hodnocení bonity klienta a faktory ovlivňující schvalování obchodních případů. Charakterizuje ratingový a scoringový model v konkrétní leasingové společnosti, hodnotí jejich nedostatky a navrhuje změny na jejich vylepšení. Obsahuje i praktický příklad komplexního hodnocení obchodního případu včetně posouzení bonity klienta prostřednictvím ratingového modelu a nástrojů finanční analýzy.

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Schmidt, Wagner. "Passivo contingente em instituição financeira: proposta de análise de risco utilizando os modelos Credit Scoring e Behaviour Scoring." Pontifícia Universidade Católica de São Paulo, 2010. https://tede2.pucsp.br/handle/handle/1437.

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Made available in DSpace on 2016-04-25T18:39:35Z (GMT). No. of bitstreams: 1 Wagner Schmidt.pdf: 8727051 bytes, checksum: 9669cd75306633dfdd1a2d712ce4d2a3 (MD5) Previous issue date: 2010-10-28<br>This study is the result of the present observation of the movement of civil lawsuits that are growing every day on the market of financial institutions. Nowadays, especially in financial institutions, significant civil lawsuits has been a concern of executives. The main objective of this study is to propose a model of risk management for contingent liabilities in financial institutions, since the d

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Viana, Renato Frazzato. "Técnicas de classificação aplicadas a credit scoring: revisão sistemática e comparação." Universidade de São Paulo, 2015. http://www.teses.usp.br/teses/disponiveis/104/104131/tde-18012017-112044/.

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Com a crescente demanda por crédito é muito importante avaliar o risco de cada operação desse tipo. Portanto, ao fornecer crédito a um cliente é necessário avaliar as chances do cliente não pagar o empréstimo e, para esta tarefa, as técnicas de credit scoring são aplicadas. O presente trabalho apresenta uma revisão da literatura de credit scoring com o objetivo de fornecer uma vis~ao geral das várias técnicas empregadas. Além disso, um estudo de simulação computacional é realizado com o intuito de comparar o comportamento de várias técnicas apresentadas no estudo.<br>Nowadays the increasing am

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De, la Rey Tanja. "Two statistical problems related to credit scoring / Tanja de la Rey." Thesis, North-West University, 2007. http://hdl.handle.net/10394/3689.

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This thesis focuses on two statistical problems related to credit scoring. In credit scoring of individuals, two classes are distinguished, namely low and high risk individuals (the so-called "good" and "bad" risk classes). Firstly, we suggest a measure which may be used to study the nature of a classifier for distinguishing between the two risk classes. Secondly, we derive a new method DOUW (detecting outliers using weights) which may be used to fit logistic regression models robustly and for the detection of outliers. In the first problem, the focus is on a measure which may be used to study

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Seow, Hsin-Vonn. "Using adaptive learning in credit scoring to estimate acceptance probability distribution." Thesis, University of Southampton, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.430721.

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Delamaire, Linda. "Implementing a credit risk management system based on innovative scoring techniques." Thesis, University of Birmingham, 2012. http://etheses.bham.ac.uk//id/eprint/3344/.

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In recent years, most developed countries have suffered a severe recession due to a financial crisis starting in the US with mortgages loans. The lack of credit risk management has been pointed out as one of the causes of this bank panics. To avoid a similar situation, the credit card companies need to have proper risk management tools. This thesis presents a credit scoring system which aims at setting credit lines and thus, controlling credit risk. It includes three types of models: application scorecards, early detection scorecards and behavioral scorecards. They have been built on real and

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Falangis, Konstantinos. "Mathematical programming models for classification problems with applications to credit scoring." Thesis, University of Edinburgh, 2013. http://hdl.handle.net/1842/8927.

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Mathematical programming (MP) can be used for developing classification models for the two–group classification problem. An MP model can be used to generate a discriminant function that separates the observations in a training sample of known group membership into the specified groups optimally in terms of a group separation criterion. The simplest models for MP discriminant analysis are linear programming models in which the group separation measure is generally based on the deviations of misclassified observations from the discriminant function. MP discriminant analysis models have been test

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Silva, Liliane Travassos da. "Modelos baseados em pseudo-valores e sua aplicabilidade em credit scoring." Universidade de São Paulo, 2010. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-28082010-221333/.

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Os modelos de credit scoring têm sido bastante difundidos nos últimos anos como uma importante ferramenta para agilizar e tornar mais confiável o processo de concessão de crédito por parte das instituições financeiras. Esses modelos são utilizados para classificar os clientes em relação a seus riscos de inadimplência. Neste trabalho, é avaliada a aplicabilidade de uma nova metodologia, baseada em pseudo-valores, como alternativa para a construção de modelos de credit scoring. O objetivo é compará-la com abordagens tradicionais como a regressão logística e o modelo de riscos proporcionais de Co

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Santos, Maria Ana e. Castello-Branco dos. "Backtesting of a credit scoring system under the current regulatory framework." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14152.

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Mestrado em Ciências Actuariais<br>Desde a implementação do atual acordo de supervisão financeira internacional, os bancos podem usar as suas estimativas internas de avaliação de risco de crédito como base para o cálculo dos ponderadores de risco e requisitos de capital. Consequentemente, com vista a assegurar a estabilidade e solvabilidade das instituições de crédito, torna-se crescente a necessidade de um sistema de validação robusto, para garantir a consistência e precisão dos sistemas de notação interna. Existem vários estudos sobre o processo de validação de estimativas internas. No ent

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