Computational Modelling Group

Seminar  25th November 2010 4 p.m.  University of Southampton, Building 2, Room 3041

Practical experiences from credit scoring projects for Chilean micro-entrepreneurs

Cristian Bravo R.
University of Chile

Web page
http://www.cormsis.soton.ac.uk/seminars/default.php
Categories
Computer Science, Data Management, Economic Networks
Submitter
Petrina Butler

CORMSIS: Centre for Operational Research, Management Science and Information Systems presents:

from University of Chile: Cristian Bravo R.

http://cl.linkedin.com/in/cristianbravor

Abstract

In this talk practical experiences of developing credit scoring systems for micro-entrepreneurs - very small companies with annual incomes below 5.500 - are presented. Special emphasis is given on the differentiating factors that this particular segment brings, and the challenges that they present when attempting to measure their default risk. Two credit scoring systems were developed and installed, the first in a government institution and the second at a private bank, both with different profiles and contrasting goals, and both giving rise to interesting questions that will be discussed, such as how to define a cut-off point in the absence of profits or how to measure deviations in the prediction as the model is being used.

A guest of Professor Lyn Thomas.

Contact

Katarzyna (Kasia) Bijak

CORMSIS Facilitator

School of Management/School of Mathematics

University of Southampton

Tel: +44 (0)23 8059 8964