Diseño teórico de un modelo credit scoring basado en el método holt-winters para instituciones de microfinanzas
Palabras clave:
holt-winters, instituciones de micro nanzas, credit scoringResumen
Las instituciones de micro nanzas (IMF) deben valorar de manera adecuada la capacidad de pago que tienen sus clientes potenciales al momento de otorgarles un crédito. Este trabajo tiene como objetivo diseñar un modelo que permita a las IMF establecer la capacidad de pago de sus clientes y hace una breve revisión de trabajos que utilizaron diferentes técnicas para construir modelos de credit scoring, al tiempo que propone un modelo basado en el método Holt-Winters para analizar el riesgo en la concesión de microcréditos a partir de ujos de efectivo esperados, haciendo énfasis en la estacionalidad que dichos ujos presentan. Cabe señalar que si bien se trata de una única variable, por su relevancia se considera en sí misma un modelo de credit scoring.
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