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 multiple math...

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Bibliographic Details
Published in:Revista CEA 2017-06, Vol.3 (5), p.13-28
Main Authors: David Esteban Rodríguez-Guevara, Jairo Alfonso Becerra-Arévalo, Daniel Cardona-Valencia
Format: Article
Language:Spanish
Subjects:
credit score
discriminant analysis
non-parametric models
parametric models
semiparametric models
Online Access:Get full text
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Summary: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.
ISSN:2390-0725
2422-3182
DOI:10.22430/24223182.645