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Modelagem para concessão de crédito

Modelagem para concessão de crédito

          
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About the Book

O presente trabalho tem como objetivo propor um modelo de previsão para estimar o lucro médio esperado na concessão de crédito para pessoas físicas em empresas comerciais, obtendo assim uma medida monetária para dar suporte à tomada de decisão. O modelo proposto foi desenvolvido em três grandes etapas: 1) pré-processamento; 2) modelos de classificação; e 3) modelo de previsão do risco monetário. O modelo construído demonstrou resultados promissores na previsão do lucro médio esperado, apresentando um aumento estimado de 94,97% em comparação com o cenário sem uso de modelo de previsão, e um aumento de 26,08% quando comparado com o cenário de uso do modelo de classificação obtido com regressão logística. Uma análise de sensibilidade dos resultados com variações na margem de lucro por transação também foi realizada, evidenciando sua robustez. Nesse sentido, o modelo proposto se mostra efetivo como ferramenta de apoio para gestão no processo de decisão de concessão de crédito.


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Product Details
  • ISBN-13: 9786130166830
  • Publisher: Novas Edicoes Academicas
  • Publisher Imprint: Novas Edicoes Academicas
  • Height: 229 mm
  • No of Pages: 116
  • Series Title: Portuguese
  • Weight: 181 gr
  • ISBN-10: 6130166834
  • Publisher Date: 11 Sep 2015
  • Binding: Paperback
  • Language: Portuguese
  • Returnable: N
  • Spine Width: 7 mm
  • Width: 152 mm


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Modelagem para concessão de crédito
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