María Luisa Martí Selva

Credit scoring analysis

The problem of unpaid bank debts is becoming increasingly important in developed countries. Many empirical works are being published in an attempt to find a model capable of determining as accurately as possible whether an individual requesting a loan will be able to pay it back. This paper analyses the predicting capability of one non-parametric and two parametric models. As regards the former, the often-overlooked problem of overlearning is also tackled using the cross-validation technique. Furthermore, a three-level grading of loan applications is proposed depending on their likely performance: grant, refuse, or doubtful hence subject to manual consideration by bank staff.

Analysis of Efficiency of Pig Farms in the Valencian Community

The aim of this study is to analyse the efficiency of livestock operations in the Valencian Community, particularly for pig, which currently provides the greatest economic weight to the agricultural GDP of the community. By creating a production function representative of the existing allocations on farms, the farms that reach an optimal level of production in the absence of inefficiencies will be determined. The results will help determine standards that facilitate error correction to improve the competitiveness of the sector. DOI: http://dx.doi.org/10.4995/ICBM.2015.1310

Factors determining the trade costs of major european exporters

The aim of this paper is to analyse the factors determining trade costs in the top European exporting nations. We have estimated an explanatory equation for trade costs to determine the importance of logistical performance and other variables that may be key to determining the cost of trade. The results reveal the substantial importance of logistics in determining trade costs, which exceeds that of distance. The results also indicate that logistics are more relevant in those countries where costs are lower. This analysis allows establishing conclusions about what type of improvements will lead to cost reductions and, therefore, to greater international competitiveness. It has been conducted for two years, also facilitating the detection of possible changes that can in turn reveal the existence of a behaviour pattern in these countries. DOI: http://dx.doi.org/10.4995/ICBM.2015.1253

Análise do credit scoring

The problem of unpaid bank debts is becoming increasingly important in developed countries. Many empirical works are being published in an attempt to find a model capable of determining as accurately as possible whether an individual requesting a loan will be able to pay it back. This paper analyses the predicting capability of one non-parametric and two parametric models. As regards the former, the often-overlooked problem of overlearning is also tackled using the cross-validation technique. Furthermore, a three-level grading of loan applications is proposed depending on their likely performance: grant, refuse, or doubtful hence subject to manual consideration by bank staff.

Análisis del credit scoring

The problem of unpaid bank debts is becoming increasingly important in developed countries. Many empirical works are being published in an attempt to find a model capable of determining as accurately as possible whether an individual requesting a loan will be able to pay it back. This paper analyses the predicting capability of one non-parametric and two parametric models. As regards the former, the often-overlooked problem of overlearning is also tackled using the cross-validation technique. Furthermore, a three-level grading of loan applications is proposed depending on their likely performance: grant, refuse, or doubtful hence subject to manual consideration by bank staff.