Models and methodologies for credit scoring in personal banking: A literature review

This paper provides a literature review on risk scoring models for credit granting in personal banking. The methods by Abdou & Pointon (2011), Glennon, Kiefer, Larson, & Choi (2008), and Saavedra-García (2010) are considered. The aim is to create a sorting scheme to explain the multipl...

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Main Authors: David Esteban Rodríguez-Guevara, Jairo Alfonso Becerra-Arévalo, Daniel Cardona-Valencia
Format: Article
Language:Spanish
Published: Instituto Tecnológico Metropolitano 2017-06-01
Series:Revista CEA
Subjects:
Online Access:https://revistas.itm.edu.co/index.php/revista-cea/article/view/645/643
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spelling doaj-e643481459ec4a28853977dc67ee43d92020-11-25T00:34:53ZspaInstituto Tecnológico MetropolitanoRevista CEA2390-07252422-31822017-06-0135132810.22430/24223182.645Models and methodologies for credit scoring in personal banking: A literature reviewDavid Esteban Rodríguez-Guevara0Jairo Alfonso Becerra-Arévalo1Daniel Cardona-Valencia2Instituto Tecnológico MetropolitanoInstituto Tecnológico MetropolitanoInstituto Tecnológico MetropolitanoThis paper provides a literature review on risk scoring models for credit granting in personal banking. The methods by Abdou & Pointon (2011), Glennon, Kiefer, Larson, & Choi (2008), and Saavedra-García (2010) are considered. The aim is to create a sorting scheme to explain the multiple mathematical and econometrical models used for credit scoring and to produce an up-to-date list supported by scholars and experts in the field.https://revistas.itm.edu.co/index.php/revista-cea/article/view/645/643discriminant analysiscredit scoreparametric modelsnon-parametric modelssemiparametric models
collection DOAJ
language Spanish
format Article
sources DOAJ
author David Esteban Rodríguez-Guevara
Jairo Alfonso Becerra-Arévalo
Daniel Cardona-Valencia
spellingShingle David Esteban Rodríguez-Guevara
Jairo Alfonso Becerra-Arévalo
Daniel Cardona-Valencia
Models and methodologies for credit scoring in personal banking: A literature review
Revista CEA
discriminant analysis
credit score
parametric models
non-parametric models
semiparametric models
author_facet David Esteban Rodríguez-Guevara
Jairo Alfonso Becerra-Arévalo
Daniel Cardona-Valencia
author_sort David Esteban Rodríguez-Guevara
title Models and methodologies for credit scoring in personal banking: A literature review
title_short Models and methodologies for credit scoring in personal banking: A literature review
title_full Models and methodologies for credit scoring in personal banking: A literature review
title_fullStr Models and methodologies for credit scoring in personal banking: A literature review
title_full_unstemmed Models and methodologies for credit scoring in personal banking: A literature review
title_sort models and methodologies for credit scoring in personal banking: a literature review
publisher Instituto Tecnológico Metropolitano
series Revista CEA
issn 2390-0725
2422-3182
publishDate 2017-06-01
description This paper provides a literature review on risk scoring models for credit granting in personal banking. The methods by Abdou & Pointon (2011), Glennon, Kiefer, Larson, & Choi (2008), and Saavedra-García (2010) are considered. The aim is to create a sorting scheme to explain the multiple mathematical and econometrical models used for credit scoring and to produce an up-to-date list supported by scholars and experts in the field.
topic discriminant analysis
credit score
parametric models
non-parametric models
semiparametric models
url https://revistas.itm.edu.co/index.php/revista-cea/article/view/645/643
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AT danielcardonavalencia modelsandmethodologiesforcreditscoringinpersonalbankingaliteraturereview
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