Le Crédit Scoring
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Ce document vise à étudier un modèle de crédit scoring, en ressortant ses principaux avantages par rapport à l'évaluation subjective des dossiers de demande de crédit à la consommation. Dans le cadre de nos travaux, un modèle empirique a été développé et estimé à partir de l'analyse discriminante linéaire. Les différentes règlementations financières qui ont vu le jour suites aux récentes crises du système financier recommandent aux banques d'allouer les fonds propres en fonction des différents risques pris. Or la connaissance du niveau de risque d'un individu, plus difficile à cerner que celle d'une entreprise doit donc ètre au coeur de la gestion du risque dans les banques. L'analyse statistique comme outil d'analyse de risque apparaît comme plus objective, plus élaborée et plus transparente. Mais son caractère mécanique, fait qu'en analysant le risque de défaut, la banque s'expose au risque de modèle. Un modèle de scoring qui ne maîtrise donc pas totalement le niveau d'endettement d'un individu n'analyse que partiellement son profil de risque et biaise en aval la prise de décision. D'où la nécessité de mettre en place de nouveaux outils d'analyse.
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