Propuestas Metodológicas para el Establecimiento de un Score de Crédito a Partir de Metodologías de Componentes Principales

Los modelos de score de crédito son instrumentos que generan calificaciones según el historial y comportamiento crediticio del individuo, estos son utilizados por las entidades financieras para caracterizar a sus clientes. Los cuales ayudan en la toma de la decisión para el otorgamiento de un crédito evitando que se generen perdidas por el incumplimiento por parte de sus clientes. La superintendencia Bancaria de Colombia, ahora Superintendencia Financiera de Colombia, a través de la circular Externa 11 y de la carta Circular 31 de marzo de 2002, desarrolló un nuevo mecanismo de gestión del riesgo de crédito para aquella entidad vigilada por medio del Sistema de Administración de riesgo crediticio (SARC). El objetivo de este sistema es fortalecer la medición y control del riesgo de crédito, exponiendo la libertad para cada una de las entidades financieras de desarrollar modelos propios para mitigar este riesgo anteriormente nombrado. El objetivo de este trabajo es la elaboración de un modelo de score de crédito dadas las características cualitativas y cuantitativas de vida de una persona enfocándose en los años 2018 y 2019, utilizando información de tipo poblacional, suministrada en la encuesta de calidad de vida (ECV) que realiza anualmente el Departamento Administrativo Nacional de Estadística (DANE) aplicando como herramienta estadística la metodología de componentes principales, la cual busca minimizar la variabilidad a partir de una combinación lineal. No obstante, esta metodología no permite calcular probabilidades de ocurrencia de default, en tanto la finalidad de este documento es realizar una propuesta no solamente para minimizar la varianza sino tratar de generar una aproximación a una medición de puntaje de crédito. A partir de la aplicación de dicha metodología, se evidenció que en promedio la población tiene características similares en los años 2018 y 2019, siendo en su mayoría mujeres, que saben leer y escribir, con nivel educativo en promedio de básica primaria. Por su parte, el ingreso es la variable que presenta mayor variación ubicándose en un rango de $190.000 a$710.000 aproximadamente para el año 2018 y de $275.000 a$1.030.000 para el siguiente año. Por otro lado, se determinó a través del desarrollo de la matriz de transición, que la mayoría de la población empeoró en su calidad crediticia al pasar de un año al otro.Credit score models are instruments that generate ratings according to the credit history and behavior of the individual, these are used by financial entities to characterize their clients. Which help in making the decision to grant a loan, preventing losses from being generated due to non-compliance by their clients. The Banking Superintendence of Colombia, now the Financial Superintendence of Colombia, through External Circular Letter 11 and Circular Letter March 31, 2002, developed a new credit risk management mechanism for that entity supervised by means of the Administration System. of credit risk (SARC). The objective of this system is to strengthen the measurement and control of credit risk, exposing the freedom for each of the financial entities to develop their own models to mitigate this aforementioned risk. The objective of this work is the elaboration of a credit score model given the qualitative and quantitative characteristics of a person's life, focusing on the years 2018 and 2019, using population-type information, provided in the quality of life survey (ECV).) carried out annually by the National Administrative Department of Statistics (DANE) applying the principal components methodology as a statistical tool, which seeks to minimize variability from a linear combination. However, this methodology does not allow calculating probabilities of occurrence of default, while the purpose of this document is to make a proposal not only to minimize the variance but also to try to generate an approximation to a credit score measurement. From the application of said methodology, it was evidenced that on average the population has similar characteristics in the years 2018 and 2019, being mostly women, who know how to read and write, with an average educational level of basic primary. For its part, income is the variable that presents the greatest variation, ranging from $190,000 to$710,000 approximately for the year 2018 and from $275,000 to$1,030,000 for the following year. On the other hand, it was determined through the development of the transition matrix, that the majority of the population worsened in their credit quality as they passed from one year to the next

Search for dark matter produced in association with bottom or top quarks in √s = 13 TeV pp collisions with the ATLAS detector

A search for weakly interacting massive particle dark matter produced in association with bottom or top quarks is presented. Final states containing third-generation quarks and miss- ing transverse momentum are considered. The analysis uses 36.1 fb−1 of proton–proton collision data recorded by the ATLAS experiment at √s = 13 TeV in 2015 and 2016. No significant excess of events above the estimated backgrounds is observed. The results are in- terpreted in the framework of simplified models of spin-0 dark-matter mediators. For colour- neutral spin-0 mediators produced in association with top quarks and decaying into a pair of dark-matter particles, mediator masses below 50 GeV are excluded assuming a dark-matter candidate mass of 1 GeV and unitary couplings. For scalar and pseudoscalar mediators produced in association with bottom quarks, the search sets limits on the production cross- section of 300 times the predicted rate for mediators with masses between 10 and 50 GeV and assuming a dark-matter mass of 1 GeV and unitary coupling. Constraints on colour- charged scalar simplified models are also presented. Assuming a dark-matter particle mass of 35 GeV, mediator particles with mass below 1.1 TeV are excluded for couplings yielding a dark-matter relic density consistent with measurements

Search for direct top squark pair production in final states with two leptons in s=13\sqrt{s} = 13 TeV pppp collisions with the ATLAS detector

International audienceThe results of a search for direct pair production of top squarks in events with two opposite-charge leptons (electrons or muons) are reported, using $36.1~\hbox {fb}^{-1}$ of integrated luminosity from proton–proton collisions at $\sqrt{s}=13$ TeV collected by the ATLAS detector at the Large Hadron Collider. To cover a range of mass differences between the top squark $\tilde{t}$ and lighter supersymmetric particles, four possible decay modes of the top squark are targeted with dedicated selections: the decay $\tilde{t} \rightarrow b \tilde{\chi }_{1}^{\pm }$ into a b-quark and the lightest chargino with $\tilde{\chi }_{1}^{\pm } \rightarrow W \tilde{\chi }_{1}^{0}$ , the decay $\tilde{t} \rightarrow t \tilde{\chi }_{1}^{0}$ into an on-shell top quark and the lightest neutralino, the three-body decay $\tilde{t} \rightarrow b W \tilde{\chi }_{1}^{0}$ and the four-body decay $\tilde{t} \rightarrow b \ell \nu \tilde{\chi }_{1}^{0}$ . No significant excess of events is observed above the Standard Model background for any selection, and limits on top squarks are set as a function of the $\tilde{t}$ and $\tilde{\chi }_{1}^{0}$ masses. The results exclude at 95% confidence level $\tilde{t}$ masses up to about 720 GeV, extending the exclusion region of supersymmetric parameter space covered by previous searches

Measurements of ttˉt\bar{t} differential cross-sections of highly boosted top quarks decaying to all-hadronic final states in pppp collisions at s=13 \sqrt{s}=13\, TeV using the ATLAS detector

Measurements are made of differential cross-sections of highly boosted pair-produced top quarks as a function of top-quark and $t\bar{t}$ system kinematic observables using proton--proton collisions at a center-of-mass energy of $\sqrt{s} = 13$ TeV. The data set corresponds to an integrated luminosity of $36.1$ fb$^{-1}$, recorded in 2015 and 2016 with the ATLAS detector at the CERN Large Hadron Collider. Events with two large-radius jets in the final state, one with transverse momentum $p_{\rm T} > 500$ GeV and a second with $p_{\rm T}>350$ GeV, are used for the measurement. The top-quark candidates are separated from the multijet background using jet substructure information and association with a $b$-tagged jet. The measured spectra are corrected for detector effects to a particle-level fiducial phase space and a parton-level limited phase space, and are compared to several Monte Carlo simulations by means of calculated $\chi^2$ values. The cross-section for $t\bar{t}$ production in the fiducial phase-space region is $292 \pm 7 \ \rm{(stat)} \pm 76 \rm{(syst)}$ fb, to be compared to the theoretical prediction of $384 \pm 36$ fb

Measurements of ttˉt\bar{t} differential cross-sections of highly boosted top quarks decaying to all-hadronic final states in pppp collisions at s=13 \sqrt{s}=13\, TeV using the ATLAS detector

Measurements are made of differential cross-sections of highly boosted pair-produced top quarks as a function of top-quark and $t\bar{t}$ system kinematic observables using proton--proton collisions at a center-of-mass energy of $\sqrt{s} = 13$ TeV. The data set corresponds to an integrated luminosity of $36.1$ fb$^{-1}$, recorded in 2015 and 2016 with the ATLAS detector at the CERN Large Hadron Collider. Events with two large-radius jets in the final state, one with transverse momentum $p_{\rm T} > 500$ GeV and a second with $p_{\rm T}>350$ GeV, are used for the measurement. The top-quark candidates are separated from the multijet background using jet substructure information and association with a $b$-tagged jet. The measured spectra are corrected for detector effects to a particle-level fiducial phase space and a parton-level limited phase space, and are compared to several Monte Carlo simulations by means of calculated $\chi^2$ values. The cross-section for $t\bar{t}$ production in the fiducial phase-space region is $292 \pm 7 \ \rm{(stat)} \pm 76 \rm{(syst)}$ fb, to be compared to the theoretical prediction of $384 \pm 36$ fb

Ticagrelor in patients with diabetes and stable coronary artery disease with a history of previous percutaneous coronary intervention (THEMIS-PCI) : a phase 3, placebo-controlled, randomised trial

Background: Patients with stable coronary artery disease and diabetes with previous percutaneous coronary intervention (PCI), particularly those with previous stenting, are at high risk of ischaemic events. These patients are generally treated with aspirin. In this trial, we aimed to investigate if these patients would benefit from treatment with aspirin plus ticagrelor. Methods: The Effect of Ticagrelor on Health Outcomes in diabEtes Mellitus patients Intervention Study (THEMIS) was a phase 3 randomised, double-blinded, placebo-controlled trial, done in 1315 sites in 42 countries. Patients were eligible if 50 years or older, with type 2 diabetes, receiving anti-hyperglycaemic drugs for at least 6 months, with stable coronary artery disease, and one of three other mutually non-exclusive criteria: a history of previous PCI or of coronary artery bypass grafting, or documentation of angiographic stenosis of 50% or more in at least one coronary artery. Eligible patients were randomly assigned (1:1) to either ticagrelor or placebo, by use of an interactive voice-response or web-response system. The THEMIS-PCI trial comprised a prespecified subgroup of patients with previous PCI. The primary efficacy outcome was a composite of cardiovascular death, myocardial infarction, or stroke (measured in the intention-to-treat population). Findings: Between Feb 17, 2014, and May 24, 2016, 11 154 patients (58% of the overall THEMIS trial) with a history of previous PCI were enrolled in the THEMIS-PCI trial. Median follow-up was 3·3 years (IQR 2·8–3·8). In the previous PCI group, fewer patients receiving ticagrelor had a primary efficacy outcome event than in the placebo group (404 [7·3%] of 5558 vs 480 [8·6%] of 5596; HR 0·85 [95% CI 0·74–0·97], p=0·013). The same effect was not observed in patients without PCI (p=0·76, p interaction=0·16). The proportion of patients with cardiovascular death was similar in both treatment groups (174 [3·1%] with ticagrelor vs 183 (3·3%) with placebo; HR 0·96 [95% CI 0·78–1·18], p=0·68), as well as all-cause death (282 [5·1%] vs 323 [5·8%]; 0·88 [0·75–1·03], p=0·11). TIMI major bleeding occurred in 111 (2·0%) of 5536 patients receiving ticagrelor and 62 (1·1%) of 5564 patients receiving placebo (HR 2·03 [95% CI 1·48–2·76], p<0·0001), and fatal bleeding in 6 (0·1%) of 5536 patients with ticagrelor and 6 (0·1%) of 5564 with placebo (1·13 [0·36–3·50], p=0·83). Intracranial haemorrhage occurred in 33 (0·6%) and 31 (0·6%) patients (1·21 [0·74–1·97], p=0·45). Ticagrelor improved net clinical benefit: 519/5558 (9·3%) versus 617/5596 (11·0%), HR=0·85, 95% CI 0·75–0·95, p=0·005, in contrast to patients without PCI where it did not, p interaction=0·012. Benefit was present irrespective of time from most recent PCI. Interpretation: In patients with diabetes, stable coronary artery disease, and previous PCI, ticagrelor added to aspirin reduced cardiovascular death, myocardial infarction, and stroke, although with increased major bleeding. In that large, easily identified population, ticagrelor provided a favourable net clinical benefit (more than in patients without history of PCI). This effect shows that long-term therapy with ticagrelor in addition to aspirin should be considered in patients with diabetes and a history of PCI who have tolerated antiplatelet therapy, have high ischaemic risk, and low bleeding risk