Resumo

REYES MORALES, Marco Antonio  e  SOSA, Miriam. Credit Scoring Model for Credit Card in Mexico: A Logit Approach. Ens. Rev. econ. [online]. 2022, vol.41, n.1, pp.17-52.  Epub 28-Fev-2023. ISSN 2448-8402.  https://doi.org/10.29105/ensayos41.1-2.

Credit risk is one of the main concerns of the financial institutions and supervision and regulation organisms. Thus, it is proposed a credit scoring model based on logit approach to analyze the default risk for a credit card portfolio in a Mexican financial institution. Findings show that the model proposed has a high level of prediction and stability, in and out of the sample. The monotonicity property evidences that the model has a high level of precision. The originality lies in the fact that, there is scarce literature on credit scoring models for Mexico. Results of the model are highly accurate in terms of predictability and the evidence is presented in a scoring table that is easy to interpret for all bank employees. We conclude that the model is reliable and highly accurate.

Palavras-chave : Credit Scoring; Credit Card; Mexico; Logit Model.

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