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Repositorio de la Red Internacional de Investigadores en Competitividad

ESTRATEGIAS, MERCADOS E INSTITUCIONES FINANCIERAS

Vol. 8 No. 1 (2014): Innovación y competitividad. Impulsores del desarrollo. ISBN: 978-607-96203-0-3

Aplicación teórica del método Holt-Winters al problema de credit scoring de las instituciones de microfinanzas

Submitted
December 5, 2016
Published
2018-01-08

Abstract

El incremento de las instituciones de microfinanzas (IMF) en México ha aumentado la competencia entre estas instituciones para incrementar su participación de mercado. No obstante las IMF deben de valorar de manera adecuada el otorgamiento de créditos a sus clientes potenciales. Que los posibles clientes puedan pagar o no sus créditos depende directamente de los flujos de efectivo que generen por sus operaciones. En este trabajo se hace una revisión de la literatura de los trabajos más relevantes sobre los diferentes modelos de credit scoring y se propone una metodología teórica para analizar el riesgo de crédito en la concesión de microcréditos a partir de los flujos de efectivo esperados haciendo énfasis en la estacionalidad que dichos flujos presentan. Para ello, se emplea el método Holt-Winters, que es un modelo de pronóstico no lineal, con el fin de predecir el riesgo que un cliente pague un préstamo (Credit Scoring).

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