Aplicación teórica del método Holt-Winters al problema de Credit Scoring


  • Humberto Banda Ortiz Universidad de Guadalajara
  • Rodolfo Garza Morales Universidad de Guadalajara




Holt-Winters, instituciones de microfinanzas, credit scoring


El incremento de las instituciones de microfinanzas (imf) en México ha agudizado la competencia entre estas instituciones para aumentar 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 de pronóstico no lineal, con el fin de predecir el riesgo de que un cliente pague un préstamo (credit scoring).


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How to Cite

Banda Ortiz, H., & Garza Morales, R. (2016). Aplicación teórica del método Holt-Winters al problema de Credit Scoring. Mercados Y Negocios, (30), 5–22. https://doi.org/10.32870/myn.v0i30.5269