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Un Modele De “Credit Scoring” Pour Une Institution De Micro-Finance Africaine: Le Cas De Nyesigiso Au Mali

Author

Listed:
  • Boubacar Diallo

    (LEO - Laboratoire d'économie d'Orleans [2008-2011] - UO - Université d'Orléans - CNRS - Centre National de la Recherche Scientifique)

Abstract

The aim of this research is to develop a scoring model using logistic regression and multivariate discriminant analysis applied to 269 individual loans of Nyèsigiso in Mali. The results have shown the importance of long term relationship, interest rate, transaction costs and credit rationing in the prediction of loan default. Overall, the model developed correctly predicts more than 70% of cases. A more conservative setting of the cut off point (from 0.5 to 0.4) significantly improves the predictive power for bad loans. The research points out the great importance of some variables related to transactions costs and long term relationship for the prediction of the likelihood to default. The rejection inference analysis has shown the consistency of the model's prediction with the institution rejection decision.

Suggested Citation

  • Boubacar Diallo, 2006. "Un Modele De “Credit Scoring” Pour Une Institution De Micro-Finance Africaine: Le Cas De Nyesigiso Au Mali," Working Papers halshs-00069163, HAL.
    • Handle: RePEc:hal:wpaper:halshs-00069163
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00069163
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    Citations

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    Cited by:

    1. Guerschom MUGISHO MUNKWA & Luc MATABARO BORAUZIMA, 2017. "Estimation non paramétrique et semi-paramétrique de la durée de remboursement des prêts à la Coopec Cahi," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 8(2), December.
    2. Lassana Toure & Diop Ibrahima Thione, 2019. "Determinants of Access to Credit for Cotton Producers: the case of the Koutiala and Fana CMDT zones in Mali [Déterminants De L'Accès Au Crédit Des Producteurs De Coton : Cas Des Zones Cmdt De Kouti," Post-Print hal-03511578, HAL.
    3. Carlos Serrano-Cinca & Begoña Gutiérrez-Nieto & Nydia M. Reyes, 2013. "A Social Approach to Microfinance Credit Scoring," Working Papers CEB 13-013, ULB -- Universite Libre de Bruxelles.
    4. A?da Kammoun & Imen Triki, 2016. "Credit Scoring Models for a Tunisian Microfinance Institution: Comparison between Artificial Neural Network and Logistic Regression," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 61-78, February.
    5. Guerschom MUGISHO MUNKWA & Luc MATABARO BORAUZIMA, 2017. "Estimation non paramétrique et semi-paramétrique de la durée de remboursement des prêts à la Coopec Cahi," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 8(2), December.
    6. Guy Kpakpo & Elizaveta Ruzina, 2023. "Analysis of the Effectiveness of Budget Deficit Financing Methods in Cote D'ivoire Using a Credit Scoring Model," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 51-74.

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