Abstract

LEAL FICA, ALEXI LUDOVIC; ARANGUIZ CASANOVA, MARCO ANTONIO  and  GALLEGOS MARDONES, JUAN. CREDIT RISK ANALYSIS, CREDIT SCORING MODEL PROPOSAL. Rev.fac.cienc.econ. [online]. 2018, vol.26, n.1, pp.181-207. ISSN 0121-6805.  https://doi.org/10.18359/rfce.2666.

This work is applied in a company dedicated to the production, commercialization and distribution of asphalt products in the south of Chile. The aforementioned company has preferred not to disclose its corporate name, for this purpose we have called this, Fantasy S.A. During the last few years Fantasy has experienced a significant growth in its sales and with it, a decrease in its level of liquidity and quality of its accounts receivable. However, this increase in accounts receivable is associated with a greater risk assumed of collection, given its policy of deregulating accounts receivable. Moreover, Fantasy S.A., does not have an objective credit management system that allows an adequate evaluation of the quality and credit capacity of its current and potential clients. Therefore, in this article, a credit assessment model for its current and potential clients adjusted and weighted to its reality, which allows to reduce the credit risk or uncollectible is proposed to Fantasy. The present work considers, a description of the models of evaluation of credits and in specific of the models of credit scoring. Through interviews with experts, quantitative and qualitative variables critical to be considered in a credit management process were defined. Regarding the quality of the proposed credit assessment model, this shows that 81.82% of the loans granted to its clients have exceeded the minimum level of evaluation or limit of approval by the company.

Keywords : Analysis; Credit risk; Credit scoring; Evaluation and payment capacity.

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