ABSTRACT In this study, a logistic regression model is applied to credit scoring data from a given Portuguese financial institution to evaluate the default risk of consumer loans. It was found that the risk of default increases with the loan spread, loan term and age of the customer, but decreases if the customer owns more credit cards. Clients receiving the salary in the same banking institution of the loan have less chances of default than clients receiving their salary in another institution. We also found that clients in the lowest income tax echelon have more propensity to default. The model predicted default correctly in 89.79% of the cases.

中文翻译：

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消费者违约风险的逻辑回归模型

摘要 在本研究中，逻辑回归模型应用于来自给定葡萄牙金融机构的信用评分数据，以评估消费贷款的违约风险。结果发现，违约风险随着客户的贷款利差、贷款期限和年龄而增加，但如果客户拥有更多信用卡，则违约风险会降低。在同一家银行机构领取贷款的客户比在另一家机构领取工资的客户违约的可能性更小。我们还发现，处于所得税最低梯队的客户更倾向于违约。该模型在 89.79% 的案例中正确预测了违约。