Modelo de puntuación crediticia para tarjeta de crédito en México: una aproximación logística: Credit Scoring Model for Credit Card in Mexico: A Logit Approach

Marco Antonio  Reyes Morales; Magnolia Miriam Sosa Castro

doi:10.29105/ensayos41.1-2

Authors

Marco Antonio Reyes Morales UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO
Magnolia Miriam Sosa Castro a:1:{s:5:"en_US";s:34:"Metropolitan Autonomous University";} https://orcid.org/0000-0002-6597-5293

DOI:

https://doi.org/10.29105/ensayos41.1-2

Keywords:

credit scoring; credit card; Mexico; logit model

Abstract

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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References

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