Modelo alternativo para la medición de riesgo micro-crediticio en la COAC “Jardín Azuayo” para la cartera colocada en el año 2014

Abstract

The present project analyzes the main characteristics which have influenced members’ payment behavior, who applied for credit and savings accounts at Jardín Azuayo bank in order to build a scoring model for the bank’s small credit loan. This examination used variables as a methodology to determinate the probability of a loan default by a group of clients who share the same characteristics in the year 2014. Large credit loan variables were also included which can affect the credit risk for the bank. In addition, a logistic regression was developed for this research, related to personal data and the members’ credit activity which Dummy variable determines if a member is a good or a bad payer. The results obtained have proven that some variables and characteristics have an impact in default credit risk. Such as the following variables: Civil Status, Zone, Destination, R5 (debt ratio), Assurances, Amount, Term and Frecuency and Interest variables wich were obtained by the database. Furthermore, Interest Rate Fluctuation and Inflation Fluctuation (IPC) were so important for this study to determine the influence in economic cycle with the chance to fall in loan default.