Modelo de medición de riesgo crediticio aplicado a cooperativa multiactiva

Abstract

Credit risk management is a structured approach that solidarity organizations have adopted to identify, measure, monitor and effectively control risk, so that they can take timely decisions to prevent and reduce the default in the payment of obligations by partners. The objective of this paper is to design a model for measuring credit risk to comply with the guidelines given by the regulatory entity and allows standardizing the process of granting credit to a multi-active cooperative in order to help in decision-making, especially by the credit and portfolio evaluation committees. For this, Logistic Regression, Decision Tree and Random Forest models were used, in order to determine from efficiency the most appropriate model for this organization.