Examinando por Materia "Monitoring models"

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    Modelo de seguimiento de riesgo de crédito para el cliente independiente de una entidad financiera de Valle del Cauca
    (Universidad EAFIT, 2020) García Montealegre, Nathalia; Granja García, Vanessa Nathaly; Ospina Mejía, Jaime Alberto
    The purpose of this research is to propose a credit risk monitoring model for the independent profile client portfolio of a financial entity in Colombia´s department of Valle del Cauca, which provides information related to relevant variables associated to the analysis and management of the credit risk of this segment. The development of the monitoring model allows the grouping of the clients according to their characteristics and classifying them by their level of risk, predicting a possible default with more certainty and taking preventive actions against this fact, allowing in turn to comply with the risk policies defined in the Credit Risk Management System (Sistema de administración de riesgo de crédito, SARC), regulated in Colombia by the Superintendencia Financiera and based on the reference framework of the Basel Accords. The methodology used is that of data mining techniques such as clustering; the evaluation is carried out using decision trees; at the end the recommendations are presented.