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- Title
MODELO DE REGRESSÃO LOGÍSTICA PARA ANÁLISE DE RISCO DE CRÉDITO EM UMA INSTITUIÇÃO DE MICROCRÉDITO PRODUTIVO ORIENTADO.
- Authors
de Oliveira Ritta, Cleyton; Gorla, Marcelo Christiano; Hein, Nelson
- Abstract
The present work has the objective to identify the benefits of a logistic regression model for risk analysis of credit at an institution of productive microcredit. To achieve this goal we carried out a descriptive research with quantitative approach through survey research and documentary with primary data. A statistical technique used to build the analysis of credit risk model was the logistic regression. The results showed that the proposed model was significant for classifying customers with the percentage of success of 70%. The model estimates that when the client living with family or in residence courtesy, has incorporated company, seeks greater number of installments for repayment of the loan and the funds intended for the working capital increase the chances of default. It is concluded that the benefits to management and credit analysis were mainly the construction of a statistical tool to support the assessment of credit risk, the identification of factors that influence the risk of default on financial transactions and a didactic description of the steps development of a model of Credit Scoring.
- Publication
Iberoamerican Journal of Industrial Engineering, 2015, Vol 7, Issue 13, p103
- ISSN
2175-8018
- Publication type
Article
- DOI
10.13084/2175-8018/ijie.v7n13p103-122