We propose a credit risk model for consumer loan portfolios in Brazil. Consumer profiles and the risk classification of credit operations are used to segment the portfolios. Credit loss distributions for each segment are ...

In this paper we present a new mean–variance customer portfolio optimization algorithm for a class of ergodic finite controllable Markov chains. In order to have a realistic result we propose an iterated two-step method ...

Credit unions are governed by the same cooperative principles but add financial functions as traditional banks. Solidarity in the financial area allows credit unions to take to their members or transferring funds spared ...

This work is about the main issues of active credit portfolio management in commercial banks, which are abandoning the more traditional approach of credit management in favor of this new one. First, the paper presents a ...

The present work aims to study the macroeconomic factors influence in credit risk for installment autoloans operations. The study is based on 4.887 credit operations surveyed in the Credit Risk Information System (SCR) ...

The consortium system is seen by many as a form of programmed savings whose purpose is related to the acquisition of goods and services through its own self-financing. In this context, the consortium administrators enter ...