Identificação das características dos clientes associadas ao risco de crédito

O processo da tomada de decisão sobre a avaliação de uma solicitação de crédito comercial é por vezes difícil para o julgamento humano, devido à imensidão de variáveis que estão em jogo e das suas inter- relações. Neste artigo propomo-nos identificar as características dos clientes associadas a alto e a baixo risco, com recurso a um modelo aplicacional. A partir de uma base de dados de um cartão de crédito, formada por variáveis de natureza qualitativa e quantitativa, ajustámos um modelo logit binário, com o objectivo de tornar o processo de decisão mais objectivo e quantificável. Em seguida, identificámos oito classes de risco através da aplicação de um método de classificação não hierárquica (K-means) sobre o vector da pontuação do modelo logit. Aferimos temporalmente o comportamento de cada classe de risco ao longo de 70 meses, verificando-se que probabilidades baixas de default estão associadas a classes de risco baixo. As características dos clientes tipicamente associadas ao risco de crédito foram identificadas através de uma Análise Factorial das Correspondências.

Implementation of a quality system in joint master programmes

Joint master programmes are systems which by default demand a proper quality system in order to sustain and improve. Objective of this thesis is analysing and proposing solutions to difficulties associated with the implementation of a quality management system to joint master programmes, with the focus on international joint master programmes. The application of the analysis to the Erasmus Mundus joint master programme European Master in Quality in Analytical Laboratories (EMQAL) is discussed. QA systems implementation in HEIs in Europe is an ongoing process, and implementation of such systems in JPs is one step further to enhancing quality in higher education in Europe. The issue closely discussed in this thesis is: should QMS be developed independently from the institutions, or should the institutions, when developing their quality management systems, take into account the (future) development of joint courses and prepare their quality procedures accordingly? A quality management system is normally developed for one organization, and different aspects of cooperation are considered within. A joint master programme is a result of successful cooperation of two or more organizations; therefore a development of its quality management system must be approached in a different manner. This thesis proposes a QMS with emphasis both on the HEI and the consortium. Different processes in the QMS can be managed independently at the level of the HEI or at the level of the consortium. Most processes in joint master programmes should be designed in programmes’ and institutions’ QMSs. Quality of a joint master programme cannot be analyzed separately from the higher education institutions which are organizing it. Comparative analysis of organization of one Erasmus Mundus Master programme to the solutions proposed in discussion showed that from all of the aspects considered, processes in EMQAL are organized in harmony with the proposed delegation of processes of the QMS for a joint master programme. The solutions proposed in the discussion are based on theoretical application of the quality principles and concepts. Comparison to the quality processes and procedures in an existing EM programme showed that analysis is applicable in practice.