Abstract

PARDO CARRILLO, Otto Smith. Credit Risk Profile for a Cooperative in Villavicencio from a Logit Model T1. rev.univ.empresa [online]. 2020, vol.22, n.38, pp.237-256. ISSN 0124-4639.  https://doi.org/10.12804/revistas.urosario.edu.co/empresa/a.8266.

Credit risk profiling is a relevant issue for financial institutions, since it identifies the factors that generate credit risk (age, gender, ability to pay), as well as contributing to the implementation of SARC Risk Management Systems. In this sense, this study estimates the risk profile of the associates (good and bad) of a savings and credit cooperative in the city of Villavicencio, who access credits in the consumption mode, using a logit model. After applying the model, the risk factors identified were being men, young age, low income, being single, low seniority as an associate, not having dependents, being employed in private companies, having credits with high amounts, as well as their respective terms.

Keywords : Risk profile; credit risk; probability of default; logit model.

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