DeRis: Information System Supporting the Prediction of Default Risk in Companies

Abstract

The risk of default has grown as a concern for financial institutions. In a scenario of uncertainties, the correct decision is essential in the granting of credit. A predictive model of default risk and the linking of conflict management strategies can be critical in reducing financial losses and in decision-making doubts. This article presents an information system, called DeRis (Default Risk Information System), designed to support activities in the management of default risk in the context of a bank focused on the granting of credit. It covers a default prediction model based on conflict indicators, management, and financial indicators, a reasoner and visualization elements. Collecting historical data and sorting indicators is also possible. Through an experimental study, quantitative and qualitative data were collected. The feasibility of using DeRis was verified through an experimental study.