Este trabajo hace una estimación de los factores en los cualesestá compuesto el margen corporativo, entendido como la diferencia entre latasa spot de deuda pública y la tasa spot de deuda corporativa con calificación AAA y AA. Siguiendo la propuesta metodológica de Elton et al. (2001), se...

The main purpose of this paper is to study the problem created by the lack of information about the credit history of some debtors in the databases used to develop credit scoring models and the use of information about behavior compiled by a credit risk register as a potential solution to the...

This research shows the application and performance of three models for the classification of credit applicants: discriminant analysis, logistic regression and neural networks; techniques used by financial institutions for the calculation of credit scoring. The results show a better performance...