Prédiction du risque de crédit : étude comparative des techniques de Scoring

Good control and management of credit risk has become the main concern of financial institutions, which are constantly developing models for analyzing, assessing and predicting this risk, particularly with the prudential standards required by central banks. Credit risk assessment and prediction methods are representented in the form of scoring models which aim to predict the potential vulnerability of a business using financial information and computable. The objective of our work is to study the different techniques of credit scoring, their interest as a powerful tool allowing to predict the solvency of the borrowers.

Good control and management of credit risk has become the main concern of financial institutions, which are constantly developing models for analyzing, assessing and predicting this risk, particularly with the prudential standards required by central banks. Credit risk assessment and prediction methods are represented in the form of scoring models which aim to predict the potential vulnerability of a business using financial information and computable. The objective of our work is to study the different techniques of credit scoring, their interest as a powerful tool allowing to predict the solvency of the borrowers.

أصبحت السيطرة الجيدة على مخاطر الائتمان وإدارتها هي الشاغل الرئيسي للمؤسسات المالية، التي تعمل باستمرار على تطوير نماذج لتحليل هذه المخاطر وتقييمها والتنبؤ بها، لا سيما مع المعايير التحوطية التي تتطلبها البنوك المركزية. يتم تمثيل تقييم مخاطر الائتمان وطرق التنبؤ في شكل نماذج تسجيل تهدف إلى التنبؤ بالضعف المحتمل للشركة باستخدام المعلومات المالية والقابلة للحساب. الهدف من عملنا هو دراسة التقنيات المختلفة لتسجيل الدرجات الائتمانية، واهتمامهم كأداة قوية تسمح بالتنبؤ بملاءة المقترضين.

Related Organizations

UNIVERSITE HASSAN II
Université Hassan II Mohammedia
Morocco
International University in Moscow
Russian Federation

Keywords

Credit Scoring, FOS: Political science, Risque crédit, Bankruptcy Prediction and Credit Scoring Models, Social Sciences, Business, Management and Accounting, FOS: Humanities, Linguistics, Prédiction, FOS: Philosophy, ethics and religion, Philosophy, Humanities, Accounting, FOS: Languages and literature, Poetry, Diction, Techniques de prédiction, Political science, Scoring

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