Análisis del nivel de riesgo crediticio para un adecuado otorgamiento de créditos. Un caso de estudio para la Cooperativa de ahorro y crédito Obras Públicas Fiscales de Loja (Coopfilz), periodo 2018 - 2024

Abstract

Abstract: The main objective of this research is to analyze the level of credit risk for the adequate granting of loans at the Savings and Credit Cooperative Obras Públicas Fiscales de Loja (COOPFILZ) during the period 2018 2024. This research has a quantitative approach, a non-experimental, longitudinal, correlational, and predictive design, in which an institutional database was used. Considering sociodemographic, financial, and credit information of the cooperative's members, descriptive statistics, exploratory and correlation analysis techniques were applied, and predictive models were constructed using logistic regression and decision trees. A process of cleaning, transformation, scaling, and class imbalance treatment was carried out. The results show that variables such as the term of the loan, the amount granted, age, economic activity, and type of loan significantly influence the probability of default. In addition, the predictive models were able to adequately identify members with higher credit risk, demonstrating that these models are an important tool for optimizing credit granting processes and strengthening risk management in the cooperative analyzed.